Factor Analysis component employs multivariate Returns-based and Holdings-based Static & Dynamic Style Analysis, a factor model to explain asset returns yet identify granular sources driving asset performance.

Key Benefits

  • Find driving factors of asset performance
  • Analyze manager style drift and historical factor exposure changes
  • Build a reliable factor model for stress testing

Key Features

  • Static And Dynamic Style Analysis
  • Advanced regression models
  • Kalman filters
  • User-defined factor subsets
  • Elastic-net techniques
  • Principal Component Analysis
  • Akaike Information Criterion
  • Static Factor Analysis
    Static Factor Analysis
  • Dynamic Factor Analysis
    Dynamic Factor Analysis
  • DSA 100% weight
    DSA 100% weight
  • DSA Kalman Filter
    DSA Kalman Filter

Risk Shell Components

Advanced analytics for multi-asset investment portfolios


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.


Quantitative tools for portfolio construction: 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.


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


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 tailored to alternative investments.

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.

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