Returns that matter more. 42 years of disciplined capital stewardship across global markets.
Stratum Capital Management was founded on a singular conviction: that enduring wealth is built through rigorous discipline, deep research, and an unwavering commitment to client outcomes over market cycles.
We serve sovereign wealth funds, pension plans, endowments, foundations, and family offices — institutions whose responsibilities demand more than ordinary performance.
Our philosophy is not a marketing document — it is the operational code by which every portfolio decision, every risk assessment, and every client conversation is conducted. These six principles have guided Stratum through bull markets, recessions, financial crises, and structural market shifts.
Absolute return is meaningless without context. We measure performance against the risk taken to achieve it, optimizing for Sharpe ratio and downside deviation across all mandates.
Every allocation originates from deep fundamental analysis. Our 120-analyst global research platform generates proprietary insights unavailable to consensus-driven managers.
We treat liquidity management as an active investment decision. Preserving the ability to act decisively during dislocation is as important as capital deployment itself.
Diversification for its own sake dilutes alpha. We size positions according to conviction, backed by stress-tested scenario analysis and Monte Carlo simulations.
Environmental, social, and governance factors are financial variables. We integrate ESG data as material risk and opportunity signals — never as a substitute for financial analysis.
Our compensation structures, investment mandates, and reporting frameworks are designed to ensure our interests are inseparably aligned with those of each client institution.
Our flagship equity strategy spans 47 markets across developed and emerging economies. The portfolio is constructed using a bottom-up, quality-growth framework with systematic macro overlay risk management. Benchmark: MSCI ACWI.
Multi-sector fixed income spanning investment-grade corporates, sovereigns, structured credit, and high yield. Duration and credit risk managed dynamically.
Direct lending, mezzanine, and special situations across North America and Europe. Targets illiquidity premium of 200–350 basis points above comparable liquid credit.
Core and core-plus infrastructure, timberland, agricultural land, and energy transition assets. Inflation-linked cash flows with long-duration liability matching characteristics.
Market-neutral, global macro, and quantitative systematic strategies. Designed to deliver uncorrelated alpha with low beta to traditional asset classes.
Our four-stage investment process was institutionalized in 1991 and refined through multiple market cycles. It provides a repeatable, audit-trail-documented framework for every allocation decision.
Bottom-up analysis by 120 sector specialists across 12 global offices. Proprietary ESG scoring, forensic accounting review, and alternative data integration feed our idea funnel.
Every idea is subjected to Monte Carlo simulation, tail-risk analysis, and cross-asset correlation stress tests before reaching the Portfolio Review Committee.
Mean-variance optimization constrained by conviction weights and risk budget. Position sizing reflects both fundamental upside and downside scenario analysis.
Real-time risk monitoring, quarterly attribution analysis, and formal annual strategy reviews ensure portfolio alignment with mandate objectives at all times.
Twelve offices across four continents. Our analysts are embedded in the markets they cover — providing ground-level insight that quantitative models alone cannot replicate.
