Portfolio What-If Analysis

The What-if portfolio feature, a part of the Risk Shell Portfolio tools, allows you to create a testing hypothetical portfolio based on your actual investment portfolio. This lets you make changes to your portfolio, for example, adding, closing, reducing or increasing allocations - to see how it would affect the risk profile. Going beyond the common What-if analysis techniques that allow comparing just two instruments, Risk Shell offers you a deeper insight into risk profiles of hypothetical portfolios by comparing many-to-many instruments across hundreds of available risk statistics as well as factor exposure, style analysis and so on.

Benefits For Fund Of Funds Managers

  • Test your investment ideas by analyzing hypothetical portfolios instantly
  • Employ advanced risk analytics designed for alternative investments - stop relying on the mean-variance models
  • Save multiple hypothetical portfolios and run many-to-many Peer Group Analysis
  • Run style analysis and factor exposure analysis for testing portfolios by a single click
  • Instantly identity weak portfolio constituents dragging down the performance of your fund of funds
  • Compare portfolio diversifications by a single click

Portfolio What-if - Advanced Software Features

  • Simplified user interface that allows performing the What-if analysis on the fly by adjusting allocations of your actual portfolio
  • Hypothetical portfolios are saved automatically for further analysis and merged with the main databases as custom instruments
  • What-If analysis modes: risk statistics, factor analysis, correlation and diversification analysis, and peer group analysis

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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