Holdings-Based Analysis Software
Returns-Based Analysis measures a fund through its historical performance. Holdings-Based Analysis evaluates the underlying portfolio directly, providing a current view of exposures that may not be evident from the return series alone. Risk Shell supports holdings across multiple asset classes, including equities, fixed income, commodities and swaps.
Holdings-Based Analysis in Risk Shell goes beyond position classification. The underlying portfolio can be analysed using factor analysis, stress testing, VaR, correlation, exposure analysis and other Risk Shell risk analytics. Investors can switch between holdings- and returns-based analysis and use the two approaches as complementary views of the same fund or portfolio.
Benefits for Hedge Fund and FoF Investors
- Evaluate portfolio risk from the latest available holdings rather than relying only on historical returns.
- Analyse funds with short return histories.
- Monitor long and short exposures across multiple asset classes.
- Consolidate underlying positions across funds and portfolios for a portfolio-level exposure view.
- Compare Holdings-Based and Returns-Based Analysis within the same Risk Shell workflow.
Holdings-Based Analysis Features
- Multi-asset holdings supported through Risk Shell data sets and Bloomberg Enterprise Data Feed.
- Holdings snapshots for multiple reporting dates.
- Batch holdings upload.
- Cross-currency positions.
- Multiple exposure classification systems, including Morningstar®, SIC and NAICS.
- Long and short positions.
- Factor analysis, stress testing, VaR, correlation and other portfolio risk analytics applied to underlying holdings.
