Risk Shell Releases in 2021 ^Featured

In 2021, we implemented 22 Risk Shell releases, featuring significant advancements such as derivatives simulation, enhanced multi-currency support, and comprehensive holdings analysis for mutual funds, among other key features.

Release 8.1275.1, December 7 2021

• Improved Multi-currency Conversion On-the-fly (final release 1.12.2): added support for 31 currencies with daily FX rate updating.

Release 8.1273.1, November 10 2021

• Updated Multi-currency Conversion On-the-fly (pre-release 1.10.6): performance improvements and bug fixing.

Release 8.1261.2, October 27 2021

• Improved Calendar Period Functionality. The new logic affects common time periods of selected assets as follows:
  • Default ('Strict' interval unchecked) selects calendar years corresponding to the maximum range of selected assets' available return years.
  • If 'Strict' interval is enabled, only common periods calendar years of selected assets will be rendered.

Release 8.1259.3, October 17 2021

• NEW! Multi-currency Conversion On-the-fly (beta-stable release 1.8.3) to convert return series, derived statistics and charts from original currencies to a currency of your choice. Selecting an output currency other than 'Original' will force converting return series to a selected currency. Currently, the following components support currency conversion on-the-fly:
  • Peer Group Analysis: all peer group funds will be converted to a selected currency
  • Risk statistics and derived charts
  • Portfolio optimization & Risk budgeting
  • Portfolio rebalancing
  • Risk-return profile and Marginal Risk Contribution components
  • Rolling analysis
  • Correlation and diversification analyses
  • Wallets and Portfolios

Release 8.1248.2, August 21 2021

• Improved Options Module (final release 3.15) includes the following new features:
  • Corridor delta rebalancing
  • Creating multiple frequencies (D, M and W) for new option series automatically
  • Short sale margin settings for options and underlying assets

Release 8.1243.3, August 05 2021

• Improved Options Module (pre-release 3.11): added the delta rebalancing functionality.

Release 8.1239.2, July 19 2021

• Improved Options Module (beta release 3.9): added the RGW American pricing model (Roll, Geske and Whaley, 1977).

Release 8.1238.3, July 12 2021

• NEW! Added Options Module (beta release 3.7) for simulating equity options (puts &calls) in multi-asset portfolios. The Options Module offers the following features:
  • European & American option styles
  • Option pricing models: Black-Scholes, CRR & JR Binomial, BAW American and BS American
  • Volatility calculation models: historical, EWMA and GARCH (1,1)
  • Single or rolling option execution modes

Release 8.1235.1, June 24 2021

• Added Grouping Option for holding detail tables. Applicable to the 'Holding Security Name' and 'Holding Ticker' fields.

Release 8.1233.2, June 10 2021

• NEW! Added Holding Details Drill-down for traditional mutual funds. The 'Holding Security Name' and 'Holding Ticker' fields are dual-click buttons: the first click opens a pop-up grid with holding details; the second - reveals the content of the field and securities' names or tickers. The following holding details are rendered in the pop-up grid:
  • Security
  • Type
  • Ticker
  • Country
  • Currency
  • Weight
  • Shares
  • Market Value
  • Share Change
  • Maturity Date
  • Coupon
  • Less Than One Year Bond
  • Rule 144A Eligible
  • Date (recorded holding date)

Release 8.1229.2, May 19 2021

• NEW! Added Descriptive Information Search Scope for traditional mutual funds, which includes the following breakdown options:
  • Country
  • Stock Sector
  • Region
  • Asset Allocation
  • Capital
  • Bond Region
  • Bond Sector
  • Style Box

Release 8.1227.3, May 10 2021

• NEW! Created/modified Time Filter in Descriptive Fields to search for custom records created or modified during a selected time interval.

Release 8.1222.1, April 28 2021

• Improved Report Builder Functionality (RBLD ver. 1.10.5), added the following options & widgets:
  • Charts. Added the 'Selection Scope' widget with the following options:
    • F: Selected funds.
    • F: All wallet funds.
    • P: Portfolio.
    • C: Marginal Risk Contribution (applicable to the Scatter and Bubble 2D charts).

Release 8.1220.2, April 14 2021

• Improved Report Builder Functionality (RBLD ver. 1.10.4), added the following options & widgets:
  • Chart Settings. Added the 'Label angles' widget.
  • Text Content. Added the 'Peer Group name' widget.
  • Text Content. Added the 'Stress event' widget.

Release 8.1216.1, April 07 2021

• Improved Report Builder Functionality (RBLD ver. 1.10.3), added the following options & widgets:
  • Tables. Added the 'Resize columns' widget.

Release 8.1213.3, March 25 2021

• Improved Report Builder Functionality (RBLD ver. 1.10.2), added the following options & widgets:
  • Options. Added selectable color options for axes' titles and labels.

Release 8.1210.2, March 18 2021

• Improved Report Builder Functionality (RBLD ver. 1.10.1), added the following options & widgets:
  • Options. Added color stops for correlation heat maps: 0, 25%, 50%, 75% and 100%.
  • Options. Added selectable color options for charts' axes and grid lines.
  • Charts->Cumulative Return. Added the 'Base value option' to select the initial investment value.

Release 8.1208.1, March 05 2021

• Improved Up/Down Market Returns & Market Capture Charts: added pattern fills for downside series.

Release 8.1205.3, February 26 2021

• Improved Report Builder Functionality (RBLD ver. 1.9.9), added the following options & widgets:
  • Charts. Added the line thickness option for the first asset. Applicable to the following charts: Cumulative, pdf, Omega, Drawdown, Rolling, Asset flow and AUM.
  • Charts->Correlation heat map. Added the Color Palette option.

Release 8.1203.1, February 16 2021

• New Features in Flexible™ Component:
  • custom time intervals in Search options are supported;
  • added Felix Ranks for all constituent statistics in output tables;
  • rendering multiple instruments in FlexiRank™ spider charts.

Release 8.1203.1, January 18 2021

• Improved FlexiRank™ Component: now it supports the Global Search scope. You can use FlexiRank™ to rank instruments from multiple databases at once.

Release 8.1197.3, January 05 2021

• Improved Optimization Component: the new function 'Included Portfolios' allows plotting risk-return profiles of multiple portfolios in the Efficient Frontier charts.