In 2021, we implemented 22 Risk Shell releases, featuring significant advancements such as derivatives simulation, enhanced multi-currency support, and comprehensive holdings analysis for mutual funds, among other key features.
Release 8.1275.1, December 7 2021
- Improved Multi-currency Conversion On-the-fly (final release 1.12.2): added support for 31 currencies with daily FX rate updating.
Release 8.1273.1, November 10 2021
- Updated Multi-currency Conversion On-the-fly (pre-release 1.10.6): performance improvements and bug fixing.
Release 8.1261.2, October 27 2021
- Improved Calendar Period Functionality. The new logic affects common time periods of selected assets as follows:
- Default ('Strict' interval unchecked) selects calendar years corresponding to the maximum range of selected assets' available return years.
- If 'Strict' interval is enabled, only common periods calendar years of selected assets will be rendered.
Release 8.1259.3, October 17 2021
- NEW! Multi-currency Conversion On-the-fly (beta-stable release 1.8.3) to convert return series, derived statistics and charts from original currencies to a currency of your choice. Selecting an output currency other than 'Original' will force converting return series to a selected currency. Currently, the following components support currency conversion on-the-fly:
- Peer Group Analysis: all peer group funds will be converted to a selected currency
- Risk statistics and derived charts
- Portfolio optimization & Risk budgeting
- Portfolio rebalancing
- Risk-return profile and Marginal Risk Contribution components
- Rolling analysis
- Correlation and diversification analyses
- Wallets and Portfolios
Release 8.1248.2, August 21 2021
- Improved Options Module (final release 3.15) includes the following new features:
- Corridor delta rebalancing
- Creating multiple frequencies (D, M and W) for new option series automatically
- Short sale margin settings for options and underlying assets
Release 8.1243.3, August 05 2021
- Improved Options Module (pre-release 3.11): added the delta rebalancing functionality.
Release 8.1239.2, July 19 2021
- Improved Options Module (beta release 3.9): added the RGW American pricing model (Roll, Geske and Whaley, 1977).
Release 8.1238.3, July 12 2021
- NEW! Added Options Module (beta release 3.7) for simulating equity options (puts &calls) in multi-asset portfolios. The Options Module offers the following features:
- European & American option styles
- Option pricing models: Black-Scholes, CRR & JR Binomial, BAW American and BS American
- Volatility calculation models: historical, EWMA and GARCH (1,1)
- Single or rolling option execution modes
Release 8.1235.1, June 24 2021
- Added Grouping Option for holding detail tables. Applicable to the 'Holding Security Name' and 'Holding Ticker' fields.
Release 8.1233.2, June 10 2021
- NEW! Added Holding Details Drill-down for traditional mutual funds. The 'Holding Security Name' and 'Holding Ticker' fields are dual-click buttons: the first click opens a pop-up grid with holding details; the second - reveals the content of the field and securities' names or tickers. The following holding details are rendered in the pop-up grid:
- Security
- Type
- Ticker
- Country
- Currency
- Weight
- Shares
- Market Value
- Share Change
- Maturity Date
- Coupon
- Less Than One Year Bond
- Rule 144A Eligible
- Date (recorded holding date)
Release 8.1229.2, May 19 2021
- NEW! Added Descriptive Information Search Scope for traditional mutual funds, which includes the following breakdown options:
- Country
- Stock Sector
- Region
- Asset Allocation
- Capital
- Bond Region
- Bond Sector
- Style Box
Release 8.1227.3, May 10 2021
- NEW! Created/modified Time Filter in Descriptive Fields to search for custom records created or modified during a selected time interval.
Release 8.1222.1, April 28 2021
- Improved Report Builder Functionality (RBLD ver. 1.10.5), added the following options & widgets:
- Charts. Added the 'Selection Scope' widget with the following options:
- F: Selected funds.
- F: All wallet funds.
- P: Portfolio.
- C: Marginal Risk Contribution (applicable to the Scatter and Bubble 2D charts).
- Charts. Added the 'Selection Scope' widget with the following options:
Release 8.1220.2, April 14 2021
- Improved Report Builder Functionality (RBLD ver. 1.10.4), added the following options & widgets:
- Chart Settings. Added the 'Label angles' widget.
- Text Content. Added the 'Peer Group name' widget.
- Text Content. Added the 'Stress event' widget.
Release 8.1216.1, April 07 2021
- Improved Report Builder Functionality (RBLD ver. 1.10.3), added the following options & widgets:
- Tables. Added the 'Resize columns' widget.
Release 8.1213.3, March 25 2021
- Improved Report Builder Functionality (RBLD ver. 1.10.2), added the following options & widgets:
- Options. Added selectable color options for axes' titles and labels.
Release 8.1210.2, March 18 2021
- Improved Report Builder Functionality (RBLD ver. 1.10.1), added the following options & widgets:
- Options. Added color stops for correlation heat maps: 0, 25%, 50%, 75% and 100%.
- Options. Added selectable color options for charts' axes and grid lines.
- Charts->Cumulative Return. Added the 'Base value option' to select the initial investment value.
Release 8.1208.1, March 05 2021
- Improved Up/Down Market Returns & Market Capture Charts: added pattern fills for downside series.
Release 8.1205.3, February 26 2021
- Improved Report Builder Functionality (RBLD ver. 1.9.9), added the following options & widgets:
- Charts. Added the line thickness option for the first asset. Applicable to the following charts: Cumulative, pdf, Omega, Drawdown, Rolling, Asset flow and AUM.
- Charts->Correlation heat map. Added the Color Palette option.
Release 8.1203.1, February 16 2021
- New Features in Flexible™ Component:
- custom time intervals in Search options are supported;
- added Felix Ranks for all constituent statistics in output tables;
- rendering multiple instruments in FlexiRank™ spider charts.
Release 8.1203.1, January 18 2021
- Improved FlexiRank™ Component: now it supports the Global Search scope. You can use FlexiRank™ to rank instruments from multiple databases at once.
Release 8.1197.3, January 05 2021
- Improved Optimization Component: the new function 'Included Portfolios' allows plotting risk-return profiles of multiple portfolios in the Efficient Frontier charts.