Risk Shell Releases in 2022 Featured

  • DATE 18/01/2023

In 2022, we deployed 20 Risk Shell releases, introducing key developments such as scripting automation, enhanced recording functionality, new risk statistics, an integration of news data feed, and other important features.

Release 8.1331.1, December 15 2022

  • Improved Script Component (beta release 1.1.6): with the following modifications and improvements:
    • Added a pop-up dialog to prevent executing script commands while being on a recording mode.
    • Improved synchronization of dependent script commands.

Release 8.1328.3, December 8 2022

  • Improved Script Component (beta release 1.1.3): with the following modifications and improvements:
    • Enabled global scripting to execute scripts across multiple databases.
    • Added Optimization and What-if scripts.

Release 8.1326.2, November 15 2022

  • Improved Script Component (beta release 1.0.6): with the following modifications and improvements:
    • Added scopes of script commands to execute commands either using recorded or current settings:
      • Assets (Current or Recorded).
      • Benchmarks (Current or Recorded).
      • Time Frame (Current or Recorded).

Release 8.1323.1, November 4 2022

  • NEW! Added Script Component (beta release 1.0.3) which allows recording users' actions. The new component provides the following functions:
    • Recording users' actions and saving them as named scripts.
    • Loading saved scripts and retrieving scripts' actions by a single click.
    • Managing saved scripts (deleting, renaming etc).

Release 8.1319.3, September 20 2022

  • Added New Risk Filters: Maximum Drawdown Length and Maximum Drawdown Recovery.

Release 8.1316.1, September 05 2022

  • Updated Holdings-Based Analysis with the following modifications and improvements:
    • Added holdings aggregation for portfolios of portfolios (the simple wallet mode) to analyze aggregated holding positions across multiple portfolios. The aggregation of portfolios' holdings is an old feature of FoF Manager; however, analyzing portfolios of portfolios required using FoF Manager as a shadow accounting system, i.e. populating and maintaining portfolio transactions. Now, you can directly aggregate holdings by creating a portfolio of portfolios without the necessity of using FoF Manager.
    • Added the 'Top 10' and 'Root Asset' selector for the HBA. The 'Top 10' option forces drilling down to top 10 underlying holdings of respective funds and is applicable to OEF, ETF, HF (MST) and mutual funds. The `Root Asset` option takes underlying holdings as-is, i.e. as single assets. By default, the 'Top 10' option falls down to the 'Root Asset', if no top 10 holdings are available.
    • Added the short and full currency name selector for HBA output tables.

Release 8.1314.3, August 18 2022

  • Improved Geo Exposure Module for multi-asset portfolios: added the 'Geo scope' selector which allows calculating portfolio geo exposures either on manager domiciles or underlying holdings (Long, Short, Long Rescaled, Short Rescaled and Net positions). You may find the Geo scope selector in Options->Sector Categories->Geo exposures.

Release 8.1311.2, July 21 2022

  • Improved Risk Shell GUI (beta-stable release 3.25) with the following modifications and improvements:
    • Resizable charts.
    • Added heat map color palettes for color vision deficiencies (protanomaly and deuteranomaly).

Release 8.1311.2, July 12 2022

  • Improved Risk Shell GUI (beta release 3.23) with the following modifications and improvements:
    • Added color themes. The dark theme is a default one.
    • Improved color pallets for light and dark themes.
    • Improved interface of Descriptive Filters.

Release 8.1309.1, June 27 2022

  • NEW! Totally Redesigned Risk Shell GUI (beta release 3.19) with the following improvements:
    • Removed page margins to utilize more space.
    • Two separate navigation toolbars: to manage page elements and perform functional operations.
    • Auto-resizing grids and tables.
    • New aggregated Options & Settings module in tab formats.

Release 8.1305.1, June 20 2022

  • NEW! Improved Wallet Component now offers two-level wallet categorization: you can assign a user-defined category and/or subcategory to each wallet.

Release 8.1298.3, May 16 2022

  • NEW! Incorporating Stress Test Statistics across Risk Shell Components:
    • Added stress statistics to the factor databases. This enables end-users filtering instruments with defined stress statistics.
    • Added stress test statistics to filters and Peer Group Analysis.

Release 8.1296.2, May 10 2022

  • Introduced New Risk Statistics:
    • Average Stress Test Return = The Average return across selected historical extreme events.
    • Worst Stress Test Return = The Worst return across selected historical extreme events.

Release 8.1293.1, April 26 2022

  • NEW! Improved Optimization Component now offers drill-down charts of portfolio allocations in the Efficient Frontier chart. Click portfolio points (diamond symbols in the EF chart) to drill-down to a selected portfolio's allocations.

Release 8.1291.2, April 18 2022

  • NEW! Improved Multi-Statistic Peer Group Analysis offers peer group ranking for all instruments of the peer group. In the Peer Control Panel, check the option 'incl. ranking' to render peer rank tables when performing the multi-statistic peer group analysis.

Release 8.1290.1, March 21 2022

  • Introduced the Modified Consistency Ratio = The Total Return for the period minus the risk free rate of return divided by (The Total of all Drawdowns plus 1%). The Modified Consistency Index (MCI) formula allows comparing instruments with zero drawdowns and also mitigates the skewness of the MCI values for drawdowns between zero and 1%.

Release 8.1289.3, March 17 2022

  • Introduced New Risk Statistics:
    • Consistency Ratio = The Total Return for the period minus the risk free rate of return divided by The Total of all Drawdowns.
    • Prevailing Return = The Compound annual growth rate (CAGR) for the lifetime of the fund plus The Last 3 Year’s CAGR.
    • Prevailing Reward to Risk Ratio= The Compound annual growth rate (CAGR) of the lifetime of the fund plus Last 3 Year's CAGR divided by The Max Drawdown.

Release 8.1287.2, March 03 2022

  • Improved News Component (final release 1.16.1) including the following new features:
    • Global news search across all supported Risk Shell databases.

Release 8.1283.3, February 18 2022

  • Improved News Component (pre-release 1.12.3) including the following new features:
    • Deep news mode providing news search across all firms mentioned in articles.
    • Fund search mode to filter news for selected funds (assets) only.

Release 8.1278.2, January 12 2022

  • NEW! The News Component (beta release 1.0.8) offering direct access to industry news from Risk Shell. The new component provides the following search types:
    • Searching articles on key words in titles and contents.
    • Searching articles on asset classes and investment approaches.
    • Time interval filters.
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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.

FlexiRank™

Powerful asset ranking framework that supports user-defined ranking criteria and synthetic risk statistics.

Holdings

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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