Holdings-Based Analysis Software
To overcome known limitations of Returns-Based Analysis of hedge funds, Risk Shell offers a comprehensive Holdings-Based Analysis across all asset classes including equities, fixed income, commodities, swaps and so on. Our Holdings-Based analysis is not just a breakdown of categories of underlying positions, but a full-scale risk evaluation of holding portfolios including factor analysis, stress testing, VaR estimates and many more.
Benefits For Hedge Fund Investors
- Evaluate risks based on latest holdings data rather than past performance
- Analyze funds with short return series
- Monitor exposure across multiple asset classes
- Maintain an accurate and holistic view of consolidated portfolio underlying assets
- Switch between Holdings- and Returns-Based analysis by a single click
Holdings-Based Analysis Features
- All asset classes are supported via Risk Shell data sets or the Bloomberg Enterprise Data Feed
- Multiple date holdings snapshots
- Batch holdings uploading
- Cross-currency holdings positions
- Multiple asset exposure classification systems: Morningstar®, SIC and NAICS
- Long and short positions
