Independent Hedge Fund & Alternative Investment Advisory

Where
conviction
meets access.

Rigorous manager selection. Disciplined due diligence. Single assets delivering diversified exposure across alternative strategies, sectors and geographies.

For Professional Investors Only

A disciplined
approach to
exceptional access

Hedge FundsLong-OnlyAlternativesAdvisory

Ashbourne Capital is an independent hedge fund and specialist alternative investment advisory, focused on identifying and assessing exceptional fund managers across the alternative and long-only investment universe.

We provide high-net-worth and institutional investors with access to investment opportunities typically unavailable through traditional channels - managers operating below the institutional radar, running concentrated and conviction-led strategies where differentiated and repeatable investment processes.

Our process combines rigorous quantitative and qualitative due diligence with established, on-the-ground relationships.

The foundation of our investment selection is grounded in investment skill, process robustness, and the quality of risk management - not headline performance alone. Our approach consistently prioritises strong risk management and low-correlation strategies that deliver long-term value through risk-adjusted outcomes over the long term.

Where conviction meets careful selection

The alternative investment landscape rewards those who look beyond the consensus. Ashbourne Capital maintains a selective, research-driven universe - built around managers whose edge is repeatable, verifiable, and genuinely differentiated.

We believe that access is only valuable when it is supported by rigorous independent analysis. Our role is to bridge that gap for investors who demand more from their alternatives allocation.

Ashbourne Capital - alternative investment advisory

Independent. Research-led. Conviction-driven.

Sub-institutional sourcing

We systematically identify managers operating below the institutional radar - where manager differentiation may be more pronounced and investor capacity is finite. This access is built on relationships, not databases.

Risk-adjusted focus

We evaluate every manager through the lens of risk-adjusted return and downside resilience. Headline performance in isolation is never sufficient - we require robust risk frameworks, clear drawdown controls, and consistent process discipline.

Single asset solutions

Single assets delivering diversified exposure across alternative strategies, sectors and geographies - structured to capture the breadth of a multi-strategy approach within a focused, conviction-led mandate.

Global coverage

Our sourcing network spans North America, Europe, Asia-Pacific, Emerging Markets, Africa, and Global strategies, enabling informed access across a broad opportunity set while remaining selective at the manager level.

Global reach,
local insight

We access managers across six global regions, spanning a broad range of market environments, regulatory frameworks, and investment styles. Coverage spans a broad range of market environments, regulatory frameworks, and investment styles.

Explore by region

Region overview

North America

Coverage includes North American managers across equity long-short, macro, credit, convertibles, and specialist alternatives, with a focus on differentiated processes and institutional-grade operating standards.

Equity LSMacroCredit

Investment Set

Ashbourne Capital covers eight core hedge fund strategy categories across the alternative investment universe. Each represents a distinct return profile, risk characteristic, and market opportunity.

Ashbourne Capital - diligence and process

Our
Process

A structured, three-stage framework built for conviction - from initial sourcing through to ongoing monitoring and engagement.

I
Stage One

Comprehensive Sourcing Network

Ashbourne Capital leverages established sourcing relationships and infrastructure to access a diverse range of differentiated managers and niche investment strategies worldwide. Initial screening employs quantitative criteria — track record, risk-adjusted ratios, and assets under management — to identify opportunities that meet our performance standards and enhance portfolio diversification.

Track Record Screening Diversification
II
Stage Two

Quantitative Due Diligence

Detailed examination of historical performance metrics including returns, volatility, drawdowns, and recovery periods. Risk-adjusted measures — Sharpe, Sortino, Calmar, Omega — are analysed alongside upside and downside capture statistics to assess the efficiency and resilience of each strategy. Further evaluation includes factor attribution, style consistency analysis, and stress testing across different market environments.

Sharpe / Sortino Drawdown Analysis Stress Testing Factor Attribution
III
Stage Three

Qualitative Due Diligence

Comprehensive review of the investment team's expertise, governance structures, operational capabilities, compliance adherence, and fee arrangements. Reference checks and background screening assess key personnel integrity and reliability. Direct meetings with managers provide critical insight into investment philosophy, process discipline, and capacity constraints — while operational infrastructure and service provider assessments confirm institutional-level standards of control and oversight.

Team Assessment Governance Operational DD Reference Checks

Supported by established relationships

Ashbourne Capital operates in partnership with AlphaWealth and Alpha Private Capital, drawing on their combined experience, sourcing infrastructure, and global relationships to support the depth and quality of our investment advisory process.

Start a
conversation

We welcome enquiries from institutional investors, family offices, and qualified high-net-worth individuals seeking independent guidance on alternative investment access.

Direct email[email protected]
RegulatedFor professional investors and investment professionals only