Portfolio What-If Analysis
The What-if portfolio feature, a part of the Risk Shell Portfolio tools, allows you to create a testing hypothetical portfolio based on your actual investment portfolio. This lets you make changes to your portfolio, for example, adding, closing, reducing or increasing allocations - to see how it would affect the risk profile. Going beyond the common What-if analysis techniques that allow comparing just two instruments, Risk Shell offers you a deeper insight into risk profiles of hypothetical portfolios by comparing many-to-many instruments across hundreds of available risk statistics as well as factor exposure, style analysis and so on.
Benefits For Fund Of Funds Managers
- Test your investment ideas by analyzing hypothetical portfolios instantly
- Employ advanced risk analytics designed for alternative investments - stop relying on the mean-variance models
- Save multiple hypothetical portfolios and run many-to-many Peer Group Analysis
- Run style analysis and factor exposure analysis for testing portfolios by a single click
- Instantly identity weak portfolio constituents dragging down the performance of your fund of funds
- Compare portfolio diversifications by a single click
Portfolio What-if - Advanced Software Features
- Simplified user interface that allows performing the What-if analysis on the fly by adjusting allocations of your actual portfolio
- Hypothetical portfolios are saved automatically for further analysis and merged with the main databases as custom instruments
- What-If analysis modes: risk statistics, factor analysis, correlation and diversification analysis, and peer group analysis
