Abstract: The disclosure details the implementation of apparatuses, methods and systems for a Fund Engine which, in various embodiments, may provide dynamic management, analysis and/or control of investments utilizing multiple asset classes and strategies. In particular, this disclosure discusses the application of the Fund Engine to investments including structured notes utilizing constant proportion portfolio protection. In one embodiment, the Fund Engine may construct, facilitate, assist and/or manage one or more multi-strategy master funds by investing assets of the funds in principal protected notes, the value of which may be determined by reference to the performance of a multi-strategy reference portfolio fund. In one implementation, Notes may include senior unsecured debt obligations.