Stress Testing For Hedge Funds And Fund Of Funds

Risk Shell Stress Testing component delivers numerous tools to identify and mitigate potential event risks. It is capable of stressing single assets (hedge funds, CTA, traditional long-only funds, equities, fixed income instruments and derivatives) and multi-asset investment portfolios across hundreds of past extreme events as well as user-defined scenarios.

Benefits For Hedge Fund Investors

  • Identify potential losses due to event risk
  • Mitigate the impact of devastating market conditions
  • Build your own stress scenarios
  • Predict impacts of extreme event shocks

Advanced Software Features

  • Stress by Risk Factor, Risk Type or Date
  • 50+ extreme event scenarios
  • Single or multiple factor stressing
  • Correlation stressing
  • Returns-Based and Holdings-Based factor models
  • Factor predictive stress scenarios
  • Unlimited number of market factors for stress testing
  • Modeling macroeconomic shocks
  • Extreme Event Stress Test
    Extreme Event Stress Test
  • Stress Shifts
    Stress Shifts
  • Factor Return Contributions
    Factor Return Contributions
  • Correlation Stressing
    Correlation Stressing

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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