Find the weights that fit your objectives and your constraints. AlternativeSoft is portfolio optimisation software (portfolio optimization software, for our US clients) for portfolios of funds.
A live walkthrough tailored to your asset classes, followed by a 14 day free trial.
Portfolio optimisation software calculates the weights that best meet an objective, such as the highest return for a level of risk, subject to constraints. AlternativeSoft runs mean-variance and risk parity optimisation on portfolios of hedge funds, mutual funds and private equity, and plots the results on the efficient frontier.
Efficient frontier software that respects the practical limits of investing in funds.
Find the portfolios with the best expected return for each level of risk.
Build portfolios in which each manager contributes an equal share of risk.
Plot candidate portfolios and the current portfolio on the frontier to see the gap.
Set minimum and maximum weights and risk budgets for the portfolio.
Judge results on drawdown and tail risk, which matter for funds with uneven return patterns.
Measure every optimised portfolio against the one you hold now.
A textbook optimiser will often place most of the portfolio in two or three funds. AlternativeSoft lets you set the limits that apply to your mandate, so the output is a portfolio your committee could approve.
Select current holdings and candidate funds from the database.
Run mean-variance or risk parity optimisation.
Enter weight limits and risk budgets, then review the efficient frontier.
Stress test the preferred portfolio and export the result.
Mean-variance and risk parity optimisation are both available, and results can be compared on the efficient frontier.
Yes. The platform is designed for portfolios of funds, including hedge funds, where drawdown and tail risk are measured alongside volatility.
Yes. The current portfolio is plotted with the optimised candidates, so the potential improvement is clear.
Yes. Constraints and assumptions can be changed and the optimisation run again in minutes.
Yes. Optimisation sits with portfolio construction, stress testing and reporting in the same platform.
Join the 150+ institutions that use AlternativeSoft to select and monitor their funds. A 14 day free trial follows your demo.