AlternativeSoft is award-winning portfolio risk management software trusted by pension funds, endowments and fund of funds worldwide. Measure VaR, drawdown, tail risk and factor exposures — and optimise portfolios with confidence.
From tail risk to factor exposures — every risk measure your investment committee needs.
Calculate Normal VaR, Modified VaR and Conditional VaR at multiple confidence levels. Measure monthly and annual tail risk across all fund types.
Analyse maximum drawdown, recovery periods, downside deviation, Calmar ratio and Sterling ratio. Set drawdown alerts and monitor in real time.
Decompose portfolio risk using multi-factor models. Measure sensitivity to equity, credit, rates, commodity and currency factors. Identify unintended exposures.
Stress-test your portfolio against historical scenarios (GFC, COVID, Dot-com crash) and custom macro shocks. Understand tail behaviour before it happens.
Integrate risk analysis into portfolio construction. Build mean-variance, risk parity and minimum drawdown portfolios with full constraint modelling.
Generate institutional-quality risk reports and performance attribution for investment committees. Automate recurring reports with white-labelled branding.
Import fund holdings, returns and positions from Bloomberg, Excel, Preqin, eVestment and other sources. Full support for hedge funds, private equity and multi-asset portfolios.
Apply 4,000+ risk statistics across your portfolio. Set risk limits, receive alerts and monitor exposures in real time. Drill down from portfolio level to individual manager.
Generate automated risk reports, performance attribution and board-ready presentations. Full audit trail for compliance and governance requirements.
Ensure fiduciary compliance with robust risk oversight, tail risk monitoring and stress-testing across complex multi-asset portfolios.
Learn moreMonitor and manage portfolio risk across hedge funds, private equity and real assets with institutional-grade analytics.
Learn moreMeasure aggregate portfolio risk across underlying managers. Identify concentration, correlation and tail risk at portfolio level.
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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