Risk Shell Releases in 2021 Featured

  • DATE 12/01/2022

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).

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.
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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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