Risk Shell Releases in 2020 Featured

  • DATE 17/02/2021

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.
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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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