Returns-based risk assessment of your portfolio
As a consultant or investor, you know how difficult it is to evaluate risk in your portfolio. Hunting down current holdings and historical data from multiple sources to complete a position-based analysis is time-consuming. Comprehensive risk analysis tools can also be cumbersome and expensive.
RiskPlus is an innovative returns-based portfolio risk management solution. Customize your risk analysis using tailor-made factor models, risk budgeting and user-defined stress tests to create a comprehensive, easy-to-interpret report that breaks down your portfolio’s risk and return components.
“RiskPlus offers us something very unique that we weren’t able to see before. We can run stress tests, as well as see which managers are coming up as diversifiers and which are contributors to risk. It has become a part of our broader analysis and is a good portfolio management tool.”
– Vice President, Alternative Investments Group, Global Insurance Company
Returns-Based Risk Analysis
Use your existing fund allocations and monthly return streams for a returns-based analysis, saving time and effort while allowing for a systematic risk analysis process.
Real-World Factor Models
Customize your risk analysis using custom factor models so you can understand how your portfolio can be expected to perform under specific market circumstances.
Compare returns that funds should be earning based on their risk profile vs. their actual returns. Identify which funds contribute most to portfolio risk and which are the best risk diversifiers.
Customizable Stress Tests
Choose from pre-defined or customize your own stress tests to see how your portfolio allocations would be expected to performs in certain crisis scenarios were to happen in the future.
Apply a sophisticated model to uncover fat-tail effects such as skewness and excess kurtosis, often hidden by traditional risk frameworks using a normal distribution.
Break down your portfolio’s risk and return components through reports which use statistics based on fat-tailed distributions, dynamic correlations and multi-factor models.