Have you ever wanted to rank financial instruments on your own user-defined statistics and according to your vision that some risk statistics are more important than others? Now you can easily do this with the Risk Shell FlexiRank™ engine. First introduced in 2007 as a Quant Suite component and originally designed for hedge fund ranking, it has proven to be an extremely effective way of ranking any assets or fund managers yet taking into account multiple risk metrics.  FlexiRank™ is a robust tool to rank a broad range of financial instruments including hedge funds, traditional long-only funds, equities, CTAs and multi-asset investment portfolios.

Key Benefits

  • Create your own custom ranking criteria to rate financial instruments in a group
  • Decide which risk statistics are more or less important in the ranking process
  • Instantly rank any assets, managers in any group or across multiple data sets
  • Identify best and worst performers in your portfolio based on multiple risk metrics

Key Features

  • FlexiRank™ radar charts offering a breakdown of constituent  metrics in the Multi-statistic Peer Group Analysis
  • FlexiRank™ presets to load complex criteria by a single click
  • Hundreds of possible combinations of ranking criteria
  • User-defined importance level for each underlying statistic
  • User-defined synthetic risk statistics incorporating hundreds of possible combinations of single statistics

Why FlexiRank™

Risk Shell Components

Advanced analytics for multi-asset investment portfolios

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 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.

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.

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