At Zenvor Capital, risk is not avoided. It is understood, measured, and governed with discipline.
We prioritize capital preservation before performance, combining governance, liquidity controls, and quantitative frameworks to ensure consistent, transparent decision-making across market cycles.
Our framework is built on governance, liquidity discipline, quantitative measurement, and aligned incentives.
We operate with institutional controls, transparent reporting, and independent oversight. Decision rights are clearly defined; changes to risk limits, position sizing, and exposure require documented approval and are reviewed on a recurring schedule.
Liquidity comes first. We maintain cash buffers, avoid over-concentration, and size positions with strict drawdown thresholds. In adverse regimes, we de-risk early to protect capital and preserve the ability to redeploy when probabilities improve.
Risk is measured, not guessed. We apply scenario analysis, stress tests, volatility targeting, and factor exposure monitoring. Position sizing adapts to regime shifts, while continuous telemetry flags correlation spikes and hidden tail risks.
We invest alongside our partners and share outcomes transparently. Fees are simple, with a performance-based component; governance emphasizes long-term compounding over short-term optics, ensuring incentives remain fully aligned.
Our risk process is continuous, disciplined, and repeatable across market regimes.
Continuous risk governance across market cycles.
We combine governance, quantitative measurement, and liquidity discipline to maintain resilience and optionality.
Our disciplined governance and quantitative frameworks ensure every step of the investment process is aligned with long-term performance.
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