Peer Group Analysis For Hedge Funds And Fund Of Funds
The traditional Peer Group Analysis based on the Box-and-Whisker diagrams has been known for years. Risk Shell offers you a more advanced concept of Multi-statistic Peer Group Analysis, first introduced by ABC Quant in 2005 specifically for hedge fund assessment. In contrast with the box plots, it delivers a deeper insight into manager risk profiles by comparing selected assets against their peers across multiple statistics simultaneously.
Benefits For Hedge Fund Investors
- Instantly identify strong a week points of any assets across multiple risk metrics
- Find the best performers in a group with the best overall risk profiles
- Key metrics of Peer Group Analysis at your fingertips in real-time: VaRs, Sortino, Drawdowns, Omega, Alpha, Beta and many more
- Maintain an accurate and holistic view of portfolio constituents
Peer Group Analysis Features
- Traditional box plot and multi-statistic Peer Groups Analysis
- 70+ risk statistics supported
- Stress test data for historical extreme events supported
- Rolling and Trailing modes supported
- User-defined time intervals
- Peer model presets
- Flexible peer group composition
- Multiple vs. multiple asset comparison
