Delhi Institutional Allocator: Multi-Strategy Blend Allocation Case Study
Delhi Institutional Allocator · $1M+
How a delhi institutional allocator allocated $1M+ across Multi-Strategy Blend with institutional risk controls over 15 months.
Problem
The investor sought systematic exposure to forex markets without discretionary trading risk. Manual approaches produced inconsistent returns and excessive drawdowns relative to their preservation mandate.
Solution
PrysmAlgo deployed Multi-Strategy Blend with documented risk parameters, live performance transparency, and monthly investor reporting. Allocation followed our institutional onboarding framework including suitability assessment and capital deployment schedule.
Risk Framework
Maximum portfolio heat limited to 2% per trade. Emergency stop protocols activated at -5% monthly drawdown threshold. Position sizing calibrated to account volatility and strategy-specific historical drawdown profiles.
Capital Allocation
$1M+ deployed across Multi-Strategy Blend with 70/30 core-satellite split across two Prysm strategies. Rebalancing conducted monthly with full audit trail and tear sheet verification.
Results
Period
15 months
Strategy
Multi-Strategy Blend
Max Drawdown
5.0%
Risk-Adjusted Outcome
Within target range
Lessons Learned
- • Systematic risk controls enabled the investor to remain allocated through volatility regimes.
- • Live transparency and monthly reporting built trust and reduced emotional intervention.
- • Diversification across Prysm strategies improved portfolio-level drawdown characteristics.