Risk Shell™ is a risk management and portfolio construction framework with the primary focus on alternative investments and multi-asset portfolios. Risk Shell combines sophisticated risk analytics and advanced asset allocation models with the latest cloud-based technologies on a single platform to power effective risk and portfolio management. Going beyond just a technology framework, Risk Shell offers innovative team collaboration tools to help investment professionals communicate across all phases of a sophisticated investment process.
Risk Shell in brief
- Quantitative and qualitative asset screening
- Fund risk assessment over hundreds of statistics
- Stress testing
- Non-linear portfolio optimization
- Returns- and Holdings-based analysis
- Macroeconomic Scenario Screening™
- Intelligent fund ranking system (Flexirank™)
- Multidimensional Peer Group analysis
- What-If analysis
- Side-by-side risk analysis
- Performance attribution analysis
- Access to over 400,000 instruments including hedge funds, OEF/AFS, CTAs, funds of funds, UCITS, ETF and Global Equities
- Multi-asset portfolios combining any supported instruments
- and many more ...
Advanced Risk Models
- VaR-based statistics (Hybrid, Conditional,Modified and Historical)
- Analysis of distribution of returns
- High moment risk statistics
- Multivariate regression style analysis
- Advanced stress testing scenarios
Typical Tasks
- Fund screening
- Single asset risk valuation
- Portfolio valuation
- Stress testing
- Portfolio marginal risk contributions
- Dynamic performance analysis
- Distribution of return analysis
- Comparative fund analysis
- Market Factor and style analysis
- Asset allocation and portfolio optimization
- Dynamic correlation analysis
- Constructing market-neutral portfolios
- Constructing proxies
- Peer group analysis
- Portfolio sensitivity analysis
- Alpha and beta attribution analysis
Core Risk Measures
Risk Shell offers hundreds of advanced risk statistics including the following:
- VaR (MVaR, CVaR and HVaR)
- Sharpe, Sortino and Calmar ratios
- Treynor ratio
- Skewness and kurtosis
- Hurst indicator
- VaR ratio
- Max drawdown
- Time Under Water
- Sensitivity coefficients
- Beta, alpha, correlation and r-squared
- Omega and Kappa
- Dynamic neutrality index
- Jarque-Bera normality index
- and many more...
*For the complete list of available statistics refer to the Risk Shell manuals.
Charts
- Over 50 charts available
- Fully interactive
- 3D interactive risk charts
- Export in various formats
- Style factor attribution charts
- Distribution fits (pdf and cdf)
- Peer and benchmark radar charts
- Heat maps
Reporting
- Easy customizable report templates
- Hundreds of report layouts available
- One-click report generation
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