Portfolio Construction Software For Fund of Funds

Risk Shell Portfolio Construction component offers advanced quantitative tools for portfolio construction, designed for the following categories of investment funds:

  • Hedge fund of funds

  • Long-only traditional funds

  • Multi-asset funds and multi-asset portfolios

  • Multi-manager funds

How It Helps Hedge Fund Investors And Fund Of Funds Managers

  • 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 marginal risk contributions of underlying assets
  • Build market-neutral portfolios

Portfolio Construction Modules

  • Risk budgeting (10+ strategies including Equal Risk Contribution, Global Minimum Variance Portfolio, Most Diversified Portfolio, Minimum Tail Dependent Portfolio and many more)
  • 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 portfolio 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

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 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.

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