Risk Shell Custom Data

Custom Assets in Risk Shell

As a hedge fund investor, you're well aware that numerous hedge funds refrain from reporting to external data providers. To analyze such funds, it becomes imperative to collect their performance data directly and manually input it into the system. Additionally, there are instances where you might need to generate custom instruments, like proxies, for testing purposes. In response to these challenges, Risk Shell provides an all-encompassing set of tools designed for the creation and management of user-defined assets, ensuring a comprehensive and tailored approach to your investment analysis needs.

Key Benefits

  • Instantly create custom instruments including both performance and descriptive data
  • Set up your own virtual asset database within the Risk Shell environment
  • Share your custom assets with your colleagues
  • Create and maintain custom user-defined descriptive fields

Maintaining Custom Assets: Key Features

  • Effortless integration of custom assets with vendor data
  • Asset Return Adjustment Framework
  • Convenient Excel copy & paste data input functionality
  • Unlimited descriptive fields
  • Optional predefined field values for streamlined input
  • Integrated Bloomberg Data feed

Return Adjustment Framework

Many hedge fund investors collect data directly from managers to mitigate reporting delays in vendor databases. However, this approach can lead to potential data conflicts between the fund's records and vendor-provided data. To resolve this challenge, Risk Shell incorporates the Return Adjustment Framework, enabling the management of multiple return series for a single fund. This feature allows users to seamlessly switch between these series instantly, ensuring accurate and synchronized data representation.

  • Maintain cloned database assets to adjust performance manually
  • Switch between cloned assets and vendors' by a single click
  • Maintain a secondary layer of performance data coming from managers directly
  • Adjust return estimates and eliminate vendor data inconsistencies

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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