Building optimised alternative investment portfolios across hedge funds, private equity and real assets requires purpose-built tools. AlternativeSoft provides institutional-grade optimisation methods, liquidity constraint modelling and stress testing for all alternative asset classes.
Standard optimisation tools assume normally distributed returns and liquid assets — both invalid for most alternative investment strategies.
Optimisation methods adapted for the unique characteristics of alternative investments — from non-normal returns to multi-year lock-ups.
Optimisation methods built for the unique characteristics of alternative investments.
Mean-variance, mean-CVaR, risk parity, minimum variance, maximum Sharpe and Black-Litterman — all adapted for non-normal alternative investment return distributions.
Model hedge fund redemption terms and private equity lock-up periods directly in the optimiser. Build liquidity-aware portfolios that match your liability obligations.
Apply investment policy constraints — maximum and minimum allocations, strategy limits, geographic constraints, liquidity requirements — directly in the optimisation.
Historical stress scenarios relevant to alternatives — credit crisis, equity drawdowns, commodity shocks — with impact analysis at portfolio level.
Decompose optimised portfolio risk by fund, strategy, factor and asset class. Verify the portfolio is genuinely diversified as intended.
Automated IC presentations showing the efficient frontier, selected portfolio, risk decomposition and stress test results — formatted for investment committee use.
Select eligible hedge funds, private equity and other alternatives from your approved manager list. Set strategy, liquidity and risk constraints for the optimisation.
Run your preferred construction methodology with your constraint set. Compare multiple portfolio strategies side by side on risk-return characteristics.
Run stress tests on your selected portfolio. Generate IC presentation with full rationale and implement using the same platform for ongoing monitoring.
Build rigorous, defensible multi-manager allocations using institutional-grade optimisation methods adapted for alternative investment characteristics.
Learn moreOptimise your hedge fund and private market allocation within your broader investment portfolio using consistent risk budgeting methodology.
Learn moreBuild and optimise diversified alternatives portfolios across hedge funds, private equity and real assets with institutional-grade quantitative tools.
Learn moreAlternativeSoft streamlines many useful performance-based analytics including portfolio optimisation, peer evaluation, and relative analyses. An intuitive platform that is additive to our processes.
A practical and user-friendly tool used as part of our portfolio construction and risk management process. Their extensive support and responsiveness provides real added value.
From statistical analysis on a single hedge fund to portfolio construction, risk analysis and stress testing — one of the most effective and intuitive tools I have handled.
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