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Risk Management Framework For Alternative Investments

Portfolio Management Software + Financial Data

Risk Analytics

All-in-one advanced analytical platform for risk management and portfolio construction of hedge fund and multi-asset investment portfolios.

Fund Accounting

Shadow accounting, portfolio management and reporting tools designed for hedge fund of funds, family offices, alternative and multi-asset managers.

Financial Data

Over 550K instruments including hedge funds, FoF, CTA, ETF, UCITS, OEF, money-market funds, traditional mutual funds and global equities.

Research

On-demand risk assessment, portfolio construction and optimization, stress testing, investment strategy enhancement and many more.

Custom Development

On-demand development of risk analytics, portfolio construction & optimization models - all included into Risk Shell Ultimate subscriptions.

Database Integration

Seamless integration of clients' in-house databases into Risk Shell, along with custom database development available on-demand.

Accounting Services

Shadow accounting services for multi-asset and multi-currency portfolios during the initial implementation and on an ongoing basis throughout the year.

Education & Training

Client-tailored Risk Shell training programs and comprehensive risk management tutorials. Regular risk management webinars.

Risk Shell Product Lines

The Risk Shell framework provides adaptable custom configurations tailored to the specific needs of various investment firms. Check out our product lines to see where Risk Shell fits into your business process needs.
  • All-in-one Platform

    Asset selection, portfolio construction, shadow accounting & due diligence. Modular architecture to satisfy any needs.

  • Multi-assets

    Embedded databases of 550K+ instruments including hedge funds, mutual funds, ETFs, equities and many more.

  • Modern Risk Models

    Most advanced risk analytics refined over two decades and crafted by seasoned investment professionals.

  • Expand with Risk Shell

    Grow your business by incorporating additional Risk Shell components and functionalities to align with your investment workflow.

  • Unlimited Custom Development

    Cut in-house development costs with Risk Shell's Unlimited Custom Development On-demand Program

  • Secure SaaS Deployment

    Various SaaS deployment options to satisfy institutional security requirements.

WHY RISK SHELL

  • Fund Of Funds Managers

    Research funds from a universe of 550,000 investment vehicles, encompassing hedge funds, ETFs, and mutual funds. Utilize hundreds of risk-return filters to screen funds effectively. Employ advanced portfolio construction tools, conduct peer group analysis, and utilize stress test models. Generate unlimited investment reports and fact sheets.
  • Family Offices

    Explore new investment opportunities across various asset classes. Manage in-house accounting for diverse holding portfolios. Leverage advanced portfolio optimization to construct market-neutral portfolios. Assess risks associated with alternative investments, including hedge funds and private equities.
  • Hedge Funds

    Benchmark your fund against peers through Risk Shell's proprietary multi-statistic Peer Group Analysis from the investor's perspective. Identify potential bottlenecks in your investment strategies by stress-testing extreme events. Screen hundreds of thousands of assets to identify those with a desirable risk-return profile, thereby enhancing your fund's performance. Streamline fund reporting for greater efficiency.
  • Consultants

    Harness the power of the most extensive database spanning diverse asset classes to identify optimal managers for your clients. Utilize unique Macroeconomic Scenario Screening™ and Trend Segmentation™ models to select managers resilient to adverse market conditions. Provide your clients with a range of model portfolios, strategically diversified across different asset classes, including alternative investments and private equities. Enhance your advisory services by tailoring portfolios that align with your clients' financial goals and risk preferences.
  • Due Diligence Managers

    Utilize Risk Shell's robust quantitative and qualitative due diligence frameworks to optimize and streamline your manager research process. Leverage a dedicated due diligence CRM system tailored specifically for hedge funds and alternative investments. Enhance transparency and decision-making by accessing detailed performance metrics and qualitative insights.
  • Research Houses

    Conduct an in-depth analysis of a broad market perspective, meticulously examining asset flows across diverse asset classes, encompassing alternative investments and mutual funds. Identify and evaluate the best-performing investment strategies within the expansive global investment universe. Leverage comprehensive data sets to refine your understanding of market dynamics, enabling you to make informed decisions and capitalize on favorable investment trends.
  • Traditional Long-only Asset Managers

    Elevate your portfolio's risk-return profile through the application of advanced optimization models. Enhance asset selection by employing Macroeconomic Scenario Screening™ and Trend Segmentation™ techniques. Identify key driving factors within your portfolio using sophisticated tools such as LASSO, AIC, Elastic-net models, and Kalman filters, allowing for a more nuanced and refined approach to decision-making.
  • Hedge Fund Marketers

    Captivate potential investors by conducting thorough comparisons of your fund against peers across diverse universes. Showcase the standout elements of your fund's performance, underscoring its strengths and competitive advantages. Demonstrate the resilience of your fund by illustrating its low susceptibility to devastating market shocks.
  • Private Wealth Managers

    Craft customized investment portfolios that precisely align with your clients' risk-return preferences. Stay informed about the institutional landscape by leveraging the latest intelligence, enhancing your ability to provide superior service to clients. Provide clients with access to advanced portfolio stress testing and performance attribution analysis, enabling them to make well-informed investment decisions. Enhance portfolio diversification by offering robust multi-asset investment vehicles, ensuring a comprehensive and strategic approach to optimizing their investment portfolios.
  • Private Equity Managers

    Streamline your portfolio valuation by utilizing advanced private equity analytics: KSPME, IRR, and Index IRR. Forecast portfolio cashflow with the Yale models. Compare private equity funds and deals against their peers with Risk Shell proprietary Multi-statistic Peer Group Analysis.

What Can You Accomplish with Risk Shell?

  • Fund of Funds
  • Family Offices
  • Hedge Funds
  • Asset Managers
  • Private Equity
  • Risk Shell Research
    Multifaceted Research

    Utilize Risk Shell's research capabilities to access a multi-faceted risk assessment, offering users a comprehensive toolkit for thorough analysis. Equipped with advanced features, it facilitates precise risk evaluation, thereby enhancing decision-making in complex financial scenarios.

  • Private Equity Research
    Portfolio Management Suite

    Utilize the FoF Portfolio Manager tailored for multi-asset portfolios and alternative investments. Track transactions, analyze portfolio liquidity, establish fund sub-classes in diverse currencies, monitor portfolio limits and exposure, and more.

  • Risk Shell stress testing
    Stress Testing

    Gain profound insights into portfolio performance under extreme market conditions with Risk Shell stress testing. This component includes user-defined stress factors and heightened precision through correlation stressing.

  • Risk Shell portfolio optimization
    Portfolio Optimization

    Employ advanced portfolio optimization for constructing resilient multi-asset portfolios, integrating non-linear optimization, a proprietary Market-Neutral Portfolio Builder, and customizable end-user constraints. Enhanced customization with advanced metrics like Omega and VaR enables the development of optimal risk-return profiles.

  • Risk Shell portfolio construction
    Portfolio Construction

    Research, optimize, and build portfolios that not only yield alpha but also exhibit resilience under adverse market conditions. Utilize a suite of portfolio construction tools with advanced features, including correlation and diversification analysis, interactive 3-D charting, and access to hundreds of risk statistics.

  • Risk Shell main components
    Tailored Risk Shell Configuration

    Create a tailored Risk Shell configuration by choosing only the features you need from over 35 components. These encompass asset selection tools, stress testing, factor analysis, portfolio construction, fund of fund accounting, peer group analysis, data management, due diligence framework, investment reporting, and more.

  • Investment Insights: Filter Top Performers
    Investment Insights: Filter Top Performers

    Discover top-performing instruments with Risk Shell's extensive screening filters spanning hedge funds, mutual funds, equities, CTA, and private equities across diverse asset classes. Utilize hundreds of filters to pinpoint investment opportunities and optimize your portfolio across various financial instruments.

  • Family Office Portfolio Management
    Family Office Portfolio Management

    Consolidate your investments seamlessly with the FoF Manager—an all-in-one accounting and portfolio management platform specifically tailored for family offices. Access real-time or historical portfolio NAV, P/L, accounts, and more to streamline and optimize your family office's financial operations.

  • Accounting Transactions
    Accounting Transactions

    Track accounting transactions across diverse asset classes, encompassing alternative investments and private equity. Keep a close eye on portfolio limits and exposures, while also creating a tailored portfolio management structure for multiple master-feeder and holding portfolios.

  • Tailored Analytics for Family Offices
    Tailored Analytics for Family Offices

    Optimize research and asset selection with Risk Shell analytics, providing tailored studies for family offices. Utilize Dynamic Style analysis, Holdings-based analysis, and numerous other tools to streamline your decision-making process.

  • Investment Reports
    Reporting

    Streamline your investment reporting process with Risk Shell, enabling the creation of virtually unlimited high-quality investment reports, marketing materials, and fact sheets.

  • Investment Reports
    Reporting

    Streamline your investment reporting process with Risk Shell, enabling the creation of virtually unlimited high-quality investment reports, marketing materials, and fact sheets.

  • Peer Group Analysis
    Peer Group Analysis

    Gain a competitive advantage by utilizing the proprietary Multi-statistic Peer Group Analysis. Evaluate where your fund stands against its peers from the investors' perspective,

  • Peer Stress Ranking
    Stress Tests Against Peers

    Utilize the industry's pioneering stress test database to benchmark your fund's performance against peers during extreme events. Gain valuable insights into how your fund navigates through devastating market conditions.

  • Dynamic Factor Analysis
    Dynamic Factor Analysis

    Gain insights into the major macroeconomic factors driving your fund's performance by employing advanced dynamic factor analysis. This includes the integration of elastic-net models, Kalman filters, and many more.

  • Global Asset Selection
    Global Assets

    Leverage a global asset database encompassing over 500,000 instruments, ranging from alternative investments and mutual funds to global equities, CTA, ETFs, and money-market funds.

  • Global Asset Selection
    In-depth Data

    Harness Risk Shell's in-depth data capabilities to analyze over 1,000 asset-specific data points, facilitating a thorough assessment that includes detailed insights into funds' underlying holdings information.

  • Risk Shell peer group analysis
    Peer Group Analysis

    Gain a competitive edge with Risk Shell's Peer Group Analysis features a proprietary Multi-statistics approach and is the industry's first to use stress test data for evaluating peers under extreme events.

  • Private Equity Research
    Private Equity Research

    Delve into sophisticated private equity analysis with Risk Shell, exploring Yale cash flow projections, KSPME, Direct Alpha metrics, and other advanced tools for comprehensive insights. Unlock unparalleled depth in your investment assessments.

  • Private Equity Research
    Yale Cashflow Forecasting

    Harness the power of Yale cashflow forecasting for a nuanced assessment of private equities.

  • Private Equity Research
    PE Peer Group Analysis

    Conduct a comprehensive comparative analysis of private equities against chosen peers through Risk Shell's exclusive Multi-Statistic Peer Group Analysis.

  • Private Equity Research
    Private Equity Portfolio Management

    Consolidate your private equity investments into various multi-asset portfolios using Risk Shell's FoF Manager. Keep track of private equity transactions and utilize Risk Shell's analytics to assess the performance of aggregated portfolios efficiently.

Software Solutions For Fund Of Funds

Risk Shell delivers risk management, portfolio construction, accounting and CRM for institutional managers, investors and consultants

Institutional Investors

Most comprehensive Risk Shell line including all components and designed for large institutional environments.

Hedge FoF Managers

All-in-one suite for selecting assets, constructing and managing robust multi-asset portfolios.

Hedge Fund Marketers

Advanced reporting and marketing software tools for single hedge fund managers.

 

Traditional Managers

Risk analytics and portfolio construction tools for traditional assets: equity, fixed income, derivatives and swaps.

Family Offices

Risk analytics for single and multi-family offices: portfolio construction, CRM, Document Manager and accounting tools.

Research Houses

Solutions covering every asset class and tailored for research houses, consultants and professional investors.

Due Diligence Managers

Tools for quantitative and qualitative assessment of alternative vehicles, CRM & Document Manager.

Featured Solutions

For more than two decades, investment professionals worldwide have trusted ABC Quant's distinctive risk solutions — spanning teams, asset classes, and every facet of the investment journey.

Peer Group Stress Testing

  • Analyze stress results for assets across historical extreme events in comparison to a peer group
  • Supported by the continuously updated Global Stress Test database
  • Identify top-tier performers with resilient stress results during the screening phase
  • Combine different asset classes to enhance stress test results for the portfolio

Macroeconomic Scenario Screening™

  • Exclusive framework for selecting assets under user-defined macroeconomic scenarios.
  • Create hundreds of macroeconomic scenarios and identify best performers
  • Take into account diverse asset performance under different market trends
  • Tailored for alternative investments featuring intricate trading strategies

Holdings Details

  • Explore fund's current or historical holdings in depth
  • Conduct a reverse search to find funds with specific holdings
  • Perform Holdings-based factor analysis and stress testing

Portfolio Limit Control

  • Create custom risk limits
  • Monitor portfolio risk limits in real time
  • Comply with the relevant legal and regulatory requirements

News and Insights

Sortino Ratio: Problems and Solutions

January 17, 2024
Is the Sortino Ratio an effective comparative risk measure? Explore its nuances, ...

Risk Shell Releases in 2023

January 17, 2024
The list of major Risk Shel developments and releases in 2023. In 2023, we rolled ...

Stress testing of multi-asset portfolios

September 21, 2023
We are hosting the third webinar in the "Are you ready for the next financial crisis?" ...

Asset Selection For The Next Crisis

September 06, 2023
We are hosting the second webinar in our special series “Are you ready for the next ...

Managing a Modern Family Office

September 01, 2023
One-hour complimentary webinar offers expert insights on setting up and managing a modern ...

Optimal Portfolios for Uncertain Times

August 17, 2023
We are hosting the first webinar in the "Portfolio Optimization: Are You Ready For The ...

Risk Shell Releases in 2022

January 18, 2023
The list of major Risk Shel developments and releases in 2022. In 2022, we ...

FoF Portfolio Optimization in Practice

April 11, 2022
Hedge fund portfolio optimization drastically differs from that of conventional asset ...

Risk Shell Releases in 2021

January 12, 2022
The list of major Risk Shel developments and releases in 2021. In 2021, we ...

Common Mistakes of Hedge Fund Assessment 

April 21, 2021
Typical mistakes in hedge fund valuation and risk assessment arise from neglecting ...

Risk Shell Releases in 2020

February 17, 2021
The list of major Risk Shel developments and releases in 2020. In 2020, we rolled ...

Risk Shell Releases in 2019

January 17, 2020
The list of major Risk Shel developments and releases in 2019. In 2019, we rolled ...

ABC Quant Presents Best Asian Multi-Strategy Fund 2019

May 24, 2019
ABC Quant presents the Best Asian Multi-Strategy Fund at the Eurekahedge Asian Hedge Fund ...

Omega and Kappa Statistics

March 04, 2018
Introduced in 2002 by Keating and Shadwick, Omega ratio is a relatively new addition in a ...

TAA - Is It Applicable to Hedge Funds?

January 16, 2018
The TAA (Tactical Asset Allocation) framework implies constructing investment portfolios ...

Diversification and Number of Funds

January 16, 2018
While everyone admits that hedge fund portfolio diversification reduces manager risk, the ...

Index Inconsistency

January 16, 2018
As it has become clear that hedge fund indices hardly provide a strong representation ...

Quantitative vs. Qualitative Due Diligence

January 16, 2018
Although institutions have been conducting due diligence on investment managers for ...
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