Peer Group Analysis For Hedge Funds And Fund Of Funds

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 specifically for hedge fund assessment. 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.

Benefits For Hedge Fund Investors

  • 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

Peer Group Analysis Features

  • Traditional box plot and multi-statistic Peer Groups Analysis
  • 70+ risk statistics supported
  • Stress test data for historical extreme events 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
  • Peer Stress Ranking
    Stress Tests Against Peers

    Utilize the industry's pioneering stress test database to benchmark your fund's performance against peers during extreme events. Gain valuable insights into how your fund navigates through devastating market conditions.

  • Private Equity Research
    PE Peer Group Analysis

    Conduct a comprehensive comparative analysis of private equities against chosen peers through Risk Shell's exclusive Multi-Statistic Peer Group Analysis.

Risk Shell Components

Risk management and portfolio construction for alternative investments

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.


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 for 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.

Investment Reporting

Report Builder delivers a flexible SaaS based investment reporting solution designed for fund managers and family offices.

Private Equity

Private equity risk management and portfolio management software, a part of the Risk Shell alternative investment platform.


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