Every sleeve keeps the analytics it needs; the platform aggregates them into one exposure map, one liquidity ladder, one stress test and one report, so the risk of the whole is visible.
AlternativeSoft's multi-asset portfolio analytics treat hedge funds, private equity, private credit, real assets, mutual funds, UCITS, ETFs and direct holdings as one portfolio: One set of risk statistics, one look-through exposure map, one liquidity ladder, one stress test and one report. Each asset class keeps the analytics it needs (NAV-based risk for hedge funds, cash flow forecasting and IRR for private markets, daily data for listed funds), and the platform aggregates them into a total portfolio view with allocation drift, factor exposure and contribution to risk by sleeve.
Positions, NAVs and cash flows from every holding aggregated into a total portfolio, in one base currency.
Data UniverseGross and net exposure by strategy, region, sector, currency and factor across all sleeves.
Portfolio riskDaily to locked, with private markets commitments and evergreen windows included.
Evergreen fundsHistorical and multi-factor shocks on the whole portfolio, loss by sleeve.
Multi-factor stress testsContribution to return and risk by sleeve, manager and factor; allocation versus selection effects.
Performance attributionDrift against the strategic allocation and rebalancing proposals under liquidity constraints.
Portfolio optimisation| Sleeve | Analytics used | Aggregated into | ||
|---|---|---|---|---|
| Hedge funds | NAV-based risk, peer rank, factor exposure, liquidity terms | Total risk, exposure, liquidity ladder | ||
| Private equity and credit | Cash flow forecasting (Yale model), IRR, TVPI, PME, pacing | Total exposure, commitments, liquidity ladder | ||
| Real assets | NAV-based returns, valuation lag diagnostics | Total exposure and risk | ||
| Mutual funds, UCITS, ETFs | Daily returns, holdings look-through, style analysis | Total exposure, factor map, stress | ||
| Direct holdings | Position-level exposure | Factor map, concentration limits |
A pension fund, endowment or family office rarely loses money because one sleeve was wrong; it loses because exposures across sleeves compounded in a crisis no sleeve-level report showed. Multi-asset analytics exist to show that whole: The equity beta hidden across hedge funds, private equity and listed funds; the liquidity that disappears when every sleeve gates at once; the drift from the strategic allocation that no single manager can see.
AlternativeSoft was built for exactly this portfolio, with hedge funds and private markets treated properly rather than forced into a listed-securities model.
Send your allocation by sleeve. We build the look-through exposure, liquidity ladder and stress test before the call.