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Risk Shell Print E-mail

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.


  • 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


  • Easy customizable report templates
  • Hundreds of report layouts available
  • One-click report generation