Our Risk Management | Citadel Capital (Uganda) Limited

Our Risk Management

Risk is inherent in the investment process and is essential for return. Our goal of risk management is not to eliminate risk, but to understand it and manage it prudently in the context of related expected returns. In this respect we have established a comprehensive risk management framework that is suited to the size, portfolio management process, and investment strategies of our funds.

Our framework addresses the following:-

  • Identification of material risks to which Citadel Capital’s funds may be subject;
  • Measurement of the principal categories of risk (including liquidity risk, leverage, market risk, counterparty credit risk, and operational risk)
  • A regular process of risk monitoring, appropriate for the size of our funds, our portfolio management process, and the complexity of its investment strategies
  • Policies and procedures establishing measurement and monitoring criteria
  • Knowledgeable personnel to measure and monitor risk in accordance with the policies and procedures
Risk Management

Indicative returns per annum

 November 2018January 2020
91-day treasury bill11.3%9.4%
182-day treasury bill13.0%11.3%
364-day treasury bill13.5%12.5%
2-year treasury bond15.5%14.1%
3-year treasury bond16.8%15.0%
5-year treasury bond16.9%16.5%
10-year treasury bond17.2%14.3%
15-year treasury bond17.5%15.5%