Asset Ranking System For Multi-Manager Funds
Have you ever wanted to rank financial instruments on your own user-defined statistics and according to your vision that some risk statistics are more important than others? Now you can easily do this with the Risk Shell FlexiRank™ engine. First introduced in 2007 as a Quant Suite component and originally designed for hedge fund ranking, it has proven to be an extremely effective way of ranking any assets or fund managers yet taking into account multiple risk metrics. FlexiRank™ is a robust tool to rank a broad range of financial instruments including hedge funds, traditional long-only funds, equities, CTAs and multi-asset investment portfolios.
Rank Any Financial Instruments
- Create your own custom ranking criteria to rate financial instruments in a group
- Decide which risk statistics are more or less important in the ranking process
- Instantly rank any assets, managers in any group or across multiple data sets
- Identify best and worst performers in your portfolio based on multiple risk metrics
Software Features
- FlexiRank™ radar charts offering a breakdown of constituent metrics in the Multi-statistic Peer Group Analysis
- FlexiRank™ presets to load complex criteria by a single click
- Hundreds of possible combinations of ranking criteria
- User-defined importance level for each underlying statistic
- User-defined synthetic risk statistics incorporating hundreds of possible combinations of single statistics
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Upcoming Events: Mastering Asset Selection
FlexiRank Explained
19 Nov 2024;
09:00AM - 10:00PM
FlexiRank
