Volatility, drawdown, Value at Risk, correlation, beta and tail risk on any fund or portfolio, calculated by one engine on one reconciled database, ranked against peers and traceable to the calculation.
AlternativeSoft's risk analytics compute the risk metrics institutional investors use on any fund or portfolio: Volatility, downside deviation, maximum drawdown, Value at Risk, conditional VaR, correlation, beta, tail risk and 4,000+ further statistics, on the same reconciled data for all 500,000+ funds. The metrics are calculated consistently for hedge funds, mutual funds, UCITS, private equity and multi-asset portfolios, compared against peer groups and benchmarks, and feed directly into stress testing, portfolio construction and reporting. Hedgeweek has named the platform Best Risk Management Software four years running.
A short reference for the statistics most often requested in due diligence and committee papers.
| Metric | What it measures | Where it matters | ||
|---|---|---|---|---|
| Volatility | Annualised standard deviation of returns | First screen of a fund's risk; basis of Sharpe | ||
| Downside deviation | Volatility of returns below a threshold | Sortino ratio; funds with asymmetric returns | ||
| Maximum drawdown | Largest peak-to-trough loss, with duration and recovery time | Allocator tolerance, stop-loss policy, peer ranking | ||
| Value at Risk and CVaR | Loss not exceeded at a confidence level, and the average loss beyond it | Limits, regulatory reporting, portfolio aggregation | ||
| Modified VaR | VaR adjusted for skew and kurtosis (Cornish-Fisher) | Hedge funds with non-normal returns | ||
| Correlation and beta | Co-movement with a benchmark, a factor or the rest of the portfolio | Diversification, hidden market exposure | ||
| Tail metrics | Skewness, kurtosis, Omega, Rachev, conditional beta | Strategies with option-like payoffs |
Every metric on any fund's track record, over any window, rolling or point in time.
The same metrics on the aggregated portfolio, with look-through exposure by strategy, region and factor.
Portfolio risk analysisEach metric ranked by quartile in the fund's peer group, so a volatility figure has context.
Peer group analysisHistorical crises and custom factor shocks applied to funds and portfolios.
Stress testingRisk reports and committee packs generated from the same figures, in your branding.
ReportingA Sharpe ratio from one data vendor and a drawdown from another are not comparable: The windows, risk-free rates and return frequencies differ. AlternativeSoft computes every statistic with one engine on one reconciled database, so a metric means the same thing on every fund, in every report and in every answer an AI assistant returns through MCP.
Each calculation is timestamped and traceable, which is what auditors and investment committees ask for when a risk figure drives a decision.
Send three fund names. We compute the full risk profile and peer context before the call, then walk through it with you.