Drawdown analysis is one of the most important tools for institutional hedge fund evaluation. AlternativeSoft provides comprehensive analytics — maximum drawdown, recovery periods, Calmar ratio and underwater curves — across 500,000+ funds and your full portfolio.
A single drawdown figure is incomplete for institutional evaluation — recovery speed, frequency and historical scenario context are equally important.
Every drawdown metric an institutional investor needs — calculated automatically across 500,000+ funds and your portfolio.
Every drawdown metric your investment and risk management process requires.
Peak-to-trough maximum drawdown with full date-stamping, duration and recovery period metrics for every fund in the universe — calculated automatically.
The complete history of all drawdown periods visualised as an underwater chart. See depth, duration and frequency of drawdowns at a glance for any fund.
Calmar ratio, Sterling ratio, Pain ratio and Ulcer Index — all calculated automatically for every fund, with peer group context for meaningful comparison.
Simulate each fund's drawdown during GFC 2008-09, COVID March 2020 and the Dot-com crash based on actual return history and factor sensitivities.
Aggregate drawdown at portfolio level. Monitor current drawdown against historical maximum and defined risk limits with automatic alerts when breached.
Configure drawdown thresholds for individual managers and the full portfolio. Receive automatic alerts when levels breach defined risk limits.
Choose any funds from the 500,000+ database or load your portfolio. Full drawdown analysis runs automatically against the complete return history.
Maximum drawdown, recovery time, underwater curve and all drawdown ratios presented side by side with peer group benchmarks for context.
Define drawdown thresholds for your portfolio and underlying managers. AlternativeSoft monitors continuously and alerts the team when limits are approached.
Identify managers with superior drawdown profiles — not just the highest returns. Recovery speed and drawdown frequency are key institutional selection criteria.
Learn moreMonitor drawdown risk across the hedge fund allocation continuously. Set risk limits, receive early warnings and report drawdown clearly to investment committees and trustees.
Learn moreTrack portfolio drawdown in real time. Understand whether current drawdown is within normal range for your managers or signals a structural change requiring action.
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.
Join 150+ institutional investors who rely on AlternativeSoft to select and monitor funds. Book a personalised demo with our team today.
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