Understanding downside risk is a critical part of due diligence. Even in low-volatility, growth environments, investors still want to know how their portfolios would perform under a variety of conditions, from historical events to long-tail scenarios.
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RiskPlus uses an innovative, multi-factor regression model that makes systematic risk assessment possible for a fraction of the cost of position-based tools. RiskPlus uses the performance data already in eVestment, or you can aggregate data from your managers. With RiskPlus you can:
Use RiskPlus to:
Stress test your portfolio
Use out-of-the-box market stresses, or create your own to conduct simulations and see how your portfolio would perform under various conditions – whether actual historical events or hypothetical scenarios.
Monitor key risk-return metrics
Get immediate line-of-sight into essential metrics, from Skewness, Kurtosis and Sharpe Ratio to Stable Tail-Adjusted Return, R-Ratio and Volatility.
Identify portfolio sensitivity to top factors
Choose the factors that are most important to you and get a dashboard view of how sensitive your portfolio is to each.
Analyze risk composition
Identify funds that are diversifying your portfolio risk and that are contributing to it.
Generate automated reports
Inform your board or other stakeholders about your systematic approach to risk assessment.
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