01 Select Asset Group
Select assets to rank
Choose the investment universe to rank.
- Filtered search results
- Saved asset sets (wallets)
- Any supported investment universe
- Portfolio constituents
FlexiRank Highlights
- User-defined composite ranking criteria built from multiple underlying risk statistics
- User-defined importance level for every statistic included in the ranking model
- Extreme event stress test results are included in underlying risk statistics
- Hundreds of possible combinations of risk and performance measures
- Reusable FlexiRank presets for loading complex ranking models without rebuilding the criteria
- Ranking of hedge funds, traditional funds, CTAs, equities and multi-asset portfolios
- Ranking across multiple supported databases and peer universes
- FlexiRank radar charts showing the contribution and relative position of the underlying measures
- Integration with Risk Shell Multi-Statistic Peer Group Analysis: constituent breakdown of the rank in multi-statistic peer group analysis
Applications for Asset Managers and Fund of Funds Investors
- Rank a large universe in one pass. Scoring 300 managers by hand on more than ten statistics, then ordering them, is about a week of work. FlexiRank applies the same weighted rule to the whole group in a few seconds.
- Rank on a synthetic statistic — combine CVaR, annualized return, maximum drawdown, estimated event loss and any other selected measure, instead of sorting on one of them and reconciling the rest outside the rank.
- Set the importance of each constituent. A credit-sensitive mandate can weight drawdown and tail loss above headline return. A market-neutral mandate can weight beta and correlation above absolute performance. Changing the weights reruns the rank. It does not restart the analysis.
- Include stress-event losses in the rank. Estimated maximum loss in selected historical events is a constituent of the same statistic, weighted as the allocation rule requires, not a separate report after the ordering is done.
- Inspect what produced the rank. The FlexiRank radar breaks the result into its constituents inside multi-statistic peer group analysis. A top name is either a balanced profile or one measure carrying the others.
- Reapply a stored ranking rule. Presets keep the constituents and the importance levels. The same specification runs on the next universe, a portfolio, or a group drawn from more than one data set, without being rebuilt.
