The traditional Peer Group Analysis based on the Box-and-Whisker diagrams has been known for years. Risk Shell offers you a more advanced concept of Multi-statistic Peer Group Analysis, first introduced by ABC Quant in 2005. In contrast with the box plots, it delivers a deeper insight into manager risk profiles by comparing selected assets against their peers across multiple statistics simultaneously.

Key Benefits

  • Instantly identify strong a week points of any assets across multiple risk metrics
  • Find the best performers in a group with the best overall risk profiles
  • Key metrics of Peer Group Analysis at your fingertips in real-time: VaRs, Sortino, drawdowns, Omega, Alpha, Beta and many more
  • Maintain an accurate and holistic view of portfolio constituents

Key Features

  • Traditional box plot and multi-statistic Peer Groups Analysis
  • 70+ risk statistics supported
  • Rolling and Trailing modes supported
  • User-defined time intervals
  • Peer model presets
  • Flexible peer group composition
  • Multiple vs. multiple asset comparison
  • Multi-statistic PGA
    Multi-statistic PGA
  • Trailing PGA (Return)
    Trailing PGA (Return)
  • Rolling PGA (Return)
    Rolling PGA (Return)
  • Trailing PGA (Alpha)
    Trailing PGA (Alpha)
  • PGA Settings
    PGA Settings

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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