In 2020, we rolled out 17 Risk Shell releases, incorporating key developments like private equity analysis, a dedicated manager reporting portal, and various other crucial features
Release 8.1193.1, November 20 2020
- Added New Boolean Search Operators: NULL or empty field search, AND (wild-card), NOT (strict) and more. See Help->Descriptive Filters->Boolean Search for a complete list of supported operators.
Release 8.1191.3, November 15 2020
- NEW! Benchmark Base Override Option to override a default Benchmark Base by fund-assigned custom benchmarks.
Release 8.1183.1, September 10 2020
- NEW! Data Management Service Component offering an array of functions to check and maintain data integrity for reporting managers.
Release 8.1178.3, July 31 2020
- NEW! Yale Private Equity Model to make projections of future cash flows and asset values. It is based on the Yale model by Takahashi and Alexander.
Release 8.1175.2, June 26 2020
- Added Peer Group Analysis Raw Data Outputs when rendering PGA charts, for both Classic and Multi-statistic PGA.
Release 8.1171.1, June 14 2020
- Added Force Stats Transformation for D/W/M Frequencies which allows converting output statistics, for example, VaRs, to different time periods - Monthly or Annualized.
Release 8.1168.2, May 25 2020
- NEW! Multi-statistic Peer Group Analysis: for PE funds and portfolios.
Release 8.1161.3, May 07 2020
- Improved PE Component:
- Added 2D and 3D charts for the PE risk profile analysis and marginal risk contributions.
- Added the return equilibrium lines for 2D charts (IRR - Index IRR).
Release 8.1153.2, April 17 2020
- NEW Component Private Equity offering the following functionality:
- Qualitative screening of PE databases including PE funds, GPs and LPs.
- Quantitative screening of PR databases including benchmark-linked statistics.
- Creating custom instruments based on cashflow series (Distributions, Contributions and Residuals).
Release 8.1148.1, April 10 2020
- NEW Component Manager Portal offering the following functionality:
- Managing funds (Create & Delete).
- Uploading & updating RoR, NAV and unit prices.
- Managing daily, weekly and monthly return frequencies.
- Managing funds' descriptive information.
- Creating custom descriptive fields.
Release 8.1146.2, April 03 2020
- NEW Module Frequency Transformation in Custom: the new module offers return series and price series transformations (Daily->Monthly, Daily->Weekly and Weekly->Monthly).
- Added Force Monthly Statistics Option that converts daily or weekly statistics to monthly, if applicable.
- Added Additional Fields in Subscribers Tables (FoF Manager): Custom 1, Custom 2 and Custom 3.
Release 8.1143.3, March 27 2020
- NEW! Daily and Weekly Return Frequency Support: the following Risk Shell modules support multiple return frequencies (Monthly, Weekly and Daily):
- Static and rolling risk statistics except benchmark-linked statistics that support only Monthly return series.
- Portfolio optimization.
- Portfolio rebalancing.
- Risk budgeting.
- Stochastic simulation.
- Custom assets.
- Optimization backtesting.
- Background optimization.
Release 8.1137.2, March 12 2020
- Increased Precision of Wallet Allocation Weights up to 5 decimals.
Release 8.1133.1, January 27 2020
- Added More Rolling Statistics: Hybrid Value-at-Risk (HVaR) applicable to both Research and RBLD components.
Release 8.1132.2, January 19 2020
- Improved Report Builder Functionality (RBLD ver. 1.9.8): fixed the color scheme for scatter charts, when a primary asset is highlighted (marked by the orange star) to maintain consistent colors for selected assets and benchmarks across all RBLD charts.
Release 8.1129.3, January 12 2020
- Improved Report Builder Functionality (RBLD ver. 1.9.7), added the following options & widgets:
- Charts->Scatter. Added the Annualized Std. Deviation statistic.
- Text->Common time Interval. It returns the common time interval for selected assets in the following format: yyyy-mm-dd...yyyy-mm-dd.
- Settings Auto-save Functionality: Settings in Research->Options are automatically saved when changed. When you open the Research page next time, last saved values will be loaded automatically. Currently, the auto-save feature applies to the RFR, Omega threshold, Correlation confidence level and number rounding.
- Improved Index Set Sharing: index subsets in Research->Benchmarks and Indices show the owner of the respective subset.
- Improved Common Interval Functionality: the 'Strict' option selected together with the interval 'Since inception' forces the common time interval for the selected assets. Now it is applicable to the following charts: scatter, bubble (2D & 3D), cumulative, pdf and omega.
Release 8.1126.3, January 07 2020
- Improved Report Builder Functionality (RBLD ver. 1.9.6), added the following options & widgets:
- Tables->Risk Profile (Risk Profile 2, Risk Profile 3): Added Custom time period widget. If added, it will affect Calendar Years by applying the Custom selected interval in Research.
- Changed YTD Interval Logic: the YTD interval will be ignored automatically for the whole month of January (applied to the Risk Profile 2 tables in RBLD). For example, if you add YTD, 3mths, 2 years & 3 years periods, the system will render 3mths, 2 years & 3 years in January. The YTD interval in January is not ignored in Research, since it can be simply uncheck in the trailing interval list.
- Trailing Zeros for RBLD output tables: the system will add missing trailing zeros to match the selected number of decimals.