Investment Platform For Fund of Funds and Multi-Asset Portfolios

Risk Shell is a comprehensive Software as a Service (SaaS) platform for alternative investments and multi-asset investment portfolios. It offers a complete solution covering the entire investment process including asset selection, portfolio construction and optimization, stress testing, peer group analysis, data management, CRM and due diligence tools. The Fund of Funds Manager, a part of Risk Shell, offers various tools for post-investment tasks, including fund shadow accounting, portfolio management, and reporting. Risk Shell is used by a diverse array of institutional investors, spanning from fund of funds managers to HNWI wealth managers and family offices. Our clients share a common need for sophisticated risk analytics and customized solutions, which are not typically offered by conventional risk platforms.

Risk Analytics, Portfolio Management & Portfolio Construction At Your Fingertips

The Risk Shell analytical engine comprises the following functions:

Risk Shell Highlights

  • Risk Shell main components
    Risk Shell Modules

    Risk Shell integrates more than 35 components, spanning asset selection tools, stress testing, factor analysis, portfolio construction, fund of fund accounting, peer group analysis, data management, due diligence framework, and investment reporting, among others.

  • Factor Analysis
    Factor Analysis

    Risk Shell provides both Static and Dynamic factor and attribution analysis to identify the key market forces driving fund performance.

  • Risk Shell Stress Testing
    Stress Testing

    The Stress Test component integrates advanced multiple regression models such as elastic-net, Ridge, and LASSO. It also features specialized tools that assist users in creating custom factor subsets to generate optimal-fit models.

  • Multi-statistic Peer Group Analysis
    Peer Group Analysis

    The exclusive Multi-statistic Peer Group analysis enables the simultaneous comparison of assets against their peers across various risk statistics. Pioneering the industry, it introduces stress test data, allowing users to assess and compare the effects of market shocks in relation to their peer group for the first time.

  • Risk Shell Portfolio Optimization
    Portfolio Optimization

    Risk Shell's portfolio optimization features advanced non-linear optimization with sophisticated objective functions, such as Omega, CVaR, Maximum Drawdown, Lower Partial Moments, and more. Additionally, it includes a Market-neutral Portfolio Builder, enabling the construction of portfolios that are resilient to market shocks.

  • FoF Manager - Shadow Accounting
    FoF Manager - Shadow Accounting

    Fund of Funds (FoF) Manager delivers a comprehensive accounting framework designed specifically for hedge funds and alternative investments. It offers advanced shadow accounting functions, portfolio liquidity and exposure analysis, cash-flow analysis and multi-currency cash management for multi-asset portfolios.

  • Fund of Funds Manager Charts
    FoF Manager Charts

    FoF Manager charts offer a range of analytical insights, including portfolio exposure analysis, liquidity ladder, cash-flow projections, and strategy profit and loss (P/L).


 

FAQs

  • Does Risk Shell support in-house databases?

    Yes, custom data is fully supported. There are two ways of integrating custom data into Risk Shell. First, clients can easily create and maintain their own databases in the Risk Shell framework. Second, we can create a data bridge between our data servers and clients'. Then clients continue maintaining their in-house databases which will by synchronized with Risk Shell.
  • Can I customize Risk Shell configuration?

    Yes, you can select only modules and components you need. We offer several preconfigured Risk Shell packages (Basic, Ultimate I-III etc.) as well as flexible user-defined configurations. Furthermore, you can select required data feeds from the list of supported data vendors as well as use your own data.
  • How often is Risk Shell being updated?

    Usually, we provide 2-3 new Risk Shell releases per month - all based on new development requests of our clients. This way we can ensure a continuous enhancement of the platform as well as address the real needs of our clients.
  • What happens with our workflow if the Risk Shell server is down?

    So far, we have never had a single case of Risk Shell networks failures for the last 10 years. However, in the unlikely event of a network outage, clients can instantly switch to one of our redundant servers, fully synchronized with production servers.
  • Is Risk Shell less secure than desktop applications?

    In fact, Risk Shell is more secure than common desktop applications, because it doesn't require an access to clients' PCs. Risk Shell is hosted on a private dedicated server network and protected by numerous security measures including multiple firewalls and IP validation. It has been thoroughly vetted and approved by top institutional investors imposing strict security requirements.
  • Do you provide backups of clients' data?

    Yes, there are two levels of custom backups: automatic system backups twice a day and user-initiated manual backups. We save system backups for a period of two years.
  • Can you help us migrate our portfolios and data into Risk Shell?

    Yes. Many of our clients come from different analytical platforms where they accumulated significant amounts of research data, portfolio allocations and custom assets (funds). Migrating that data to Risk Shell could be challenging and time consuming. That is why, we offer data migration services covering any data formats across any existing analytical platforms.
  • Does Risk Shell support team environments?

    Yes, it natively integrates special tools for sharing various objects (e.g. portfolios, custom assets, research settings etc.) across team members according to the user-defined access rules. These rules are to set up by system administrators based on clients' requested protocols.

"... ABC Quant is the only company providing serious all-in-one quantitative frameworks for advanced hedge fund investors. Risk Shell integrates the most sophisticated risk and portfolio construction analytics developed today - combined with hedge fund due diligence, CRM and accounting..." 

Francesco Cannella
Banca IMI
Hedge Funds & Alternative Investment 
Principal Investments

Risk Shell Components

Risk management and portfolio construction for alternative investments

Asset Selection

Hundreds of quantitative and qualitative filters capable of constructing complex asset search criteria.

Factor Analysis

Multivariate Returns-based and Holdings-based Static & Dynamic Style Analysis to identify granular sources of asset performance.

Stress Testing

Stress assets or portfolios to identify and mitigate potential event risks. Predict impacts of extreme event shocks.

Portfolio Construction

Portfolio construction software for fund of funds: diversification & correlation analysis, risk budgeting and many more.

Peer Group Analysis

Multi-statistic and traditional Box-Plot Peer Group Analysis designed for hedge funds and multi-asset portfolios.

FlexiRank™

Powerful asset ranking framework that supports user-defined ranking criteria and synthetic risk statistics.

Holdings

Holdings-Based Analysis of hedge funds and FoF across all asset classes including equities, fixed income etc.

CRM & Document Manager

Document management and due diligence tools for alternative investments and multi-manager funds.

Index Builder

Advanced quantitative framework to create custom benchmarks and factor subsets that ensure the best fit for any asset.

Custom Assets

Tools to create and maintain a virtual database of user-defined assets within the Risk Shell environment.

Portfolio Optimization

Optimization of multi-manager funds, fund of funds and multi-asset portfolios across a broad range of objective functions.

Portfolio What-If

Portfolio What-If Analysis to create and analyze hypothetical portfolios based on actual investment portfolios.

Report Builder

Report Builder delivers a flexible SaaS based reporting solution designed for hedge funds, fund of funds and multi-asset portfolios.

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