Risk Shell Portfolio component offers advanced quantitative tools for portfolio construction.

Key Benefits

  • Enhance portfolio performance using risk budgeting
  • Optimize portfolios over a broad range of models (CVaR, Omega, Max Drawdown and many more)
  • Reduce risks by improving portfolio diversification
  • Backtest asset allocation strategies 
  • Analyze risk-return contributions of underlying assets
  • Build market-neutral portfolios

Key Features

  • Risk budgeting (10+ strategies)
  • What-if analysis
  • Diversification & correlation analysis
  • Marginal risk contribution analysis
  • Non-linear and Differential Evolution Optimization
  • Backtesting: single and batch modes
  • Background or real-time portfolio optimization
  • Numerous rebalancing strategies
  • Copula-based multivariate  stochastic simulation
  • Risk-return profile
    Risk-return profile
  • Marginal Risk Contributions 3D
    Marginal Risk Contributions 3D
  • Risk Budgeting Strategies
    Risk Budgeting Strategies
  • Correlation Heat Map
    Correlation Heat Map
  • Portfolio Optimization
    Portfolio Optimization

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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