due diligence on hedge funds

Although institutions have been conducting due diligence on investment managers for years, their routine protocols mainly focus on the

Over the last decade, we have been witnessing a degrading quality of large institutional investors including their own investment

A sophisticated hedge fund due diligence framework should assess all applicable risks – not only their non-quantifiable segment. Our proprietary

The methodology of due diligence on hedge funds presents a controversial topic, mostly because of a strong qualitative bias

We are not going to delve into endless discussions of how Bernie Madoff has successfully managed to defraud hundreds

The unique hedge fund risk assessment problems arising from numerous causes like non-normality of their distributions of returns, bizarre

Low transparency of hedge funds is often viewed as a key risk factor of alternative investments, while the term <

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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