Seasoned investment executive focused on alternative asset distribution, institutional fundraising and product strategy across private markets and wealth channels. Kevin Bresler combines operating experience in asset management and financial technology with a track record of building distribution platforms, advising on portfolio construction, capital raising, and go-to-market execution for managers and allocators.
Seasoned investment executive focused on alternative asset distribution, institutional fundraising and product strategy across private markets and wealth channels. Kevin Bresler combines operating experience in asset management and financial technology with a track record of building distribution platforms, advising on portfolio construction, capital raising, and go-to-market execution for managers and allocators.
Combines a long-term, allocation-first philosophy with a distribution-aware lens across private markets and wealth channels. Prioritizes durable manager selection, alignment of economics and governance, and portfolio diversification via complemented illiquid exposure. Capital deployment emphasizes thematic private-market strategies, calibrated liquidity windows, and fee-conscious structuring. Investment decisions are data-informed and go-to-market sensitive—balancing institutional due diligence with scalable product packaging, partner-led sourcing, and disciplined risk controls to preserve capital while capturing asymmetric private-asset returns.
Combines a long-term, allocation-first philosophy with a distribution-aware lens across private markets and wealth channels. Prioritizes durable manager selection, alignment of economics and governance, and portfolio diversification via complemented illiquid exposure. Capital deployment emphasizes thematic private-market strategies, calibrated liquidity windows, and fee-conscious structuring. Investment decisions are data-informed and go-to-market sensitive—balancing institutional due diligence with scalable product packaging, partner-led sourcing, and disciplined risk controls to preserve capital while capturing asymmetric private-asset returns.
| Trades 23583 | Longs Won 11994/23583 50% | Profit Factor 4.48 |
| Profitability | Shorts Won 0/0 0% | Standard Deviation $6.18M |
| Average Win $771,899.34 | Best Trade (Jul 29) $447.4M | Sharpe Ratio -13.67 |
| Average Loss -$178,278.99 | Worst Trade (Jul 29) -$178.13M | Z-Score 8.17 (100%) |
| Commissions $0 | Avg. Trade Length 1y 5m 1w | Expectancy $304,969.06 |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 200,000 | 180,000 | 160,000 | 140,000 | 120,000 | 100,000 | 80,000 | 60,000 | 40,000 | 20,000 |