Hedgeweek Best Risk Management Software — 4 Years Running

Portfolio Risk Management Software for Hedge Fund & Multi-Asset Allocators

Decompose manager risk, surface hidden beta exposures and stress-test every allocation against historical regimes. The risk management platform trusted by pension funds, endowments, family offices and fund of funds managing $1.5tn+ in assets.

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Manager Risk, Decomposed

Skill vs beta vs hidden exposure

Snapshot
!

The problem

Headline returns tell you nothing. Is this manager skilled, or just riding a factor that’s about to turn?

1

Decompose risk

Beta · factor exposures · idiosyncratic alpha

2

Surface hidden beta

Market-neutral funds running directional risk

3

Stress & aggregate

Correlations · liquidity · cross-manager

4,000+
Risk Metrics
5
Risk Dimensions
150+
Institutions
Decompose your portfolio riskBring one manager · we’ll show you the hidden beta
Trusted by
Aberdeen Asset ManagementAllianceBernstein BNP ParibasBessemer Trust UnigestionLyxor Asset Management Kedge CapitalLumyna Investments Aberdeen Asset ManagementAllianceBernstein BNP ParibasBessemer Trust UnigestionLyxor Asset Management Kedge CapitalLumyna Investments
Risk Capabilities

Manager Risk, Decomposed

A manager's headline returns tell you almost nothing about the risks they're actually taking. AlternativeSoft decomposes every manager's risk profile along five dimensions.

Exposure Transparency

Full look-through into every manager's actual holdings, sector tilts, regional exposures and counterparty risk — not just the strategy label on the fact sheet.

Risk Decomposition

Separate true skill (alpha) from market beta and common factor tilts. See which managers are generating return through skill vs simply riding a factor.

Hidden Beta Detection

Flag when a "market-neutral" or "absolute return" fund is actually running directional risk. Catches the classic blow-up patterns before they hit your portfolio.

Style Drift Detection

Alert when a manager's factor exposures, sector tilts or net leverage change materially over time. Crucial for ongoing monitoring of multi-year mandates.

Liquidity-Adjusted Risk

Model what your risk profile looks like if you cannot exit positions when you need to. Combines volatility, gates, lock-ups and underlying-position liquidity.

Strategy Replication

Replicate any manager's return stream with liquid, low-cost factors to understand exactly what you're paying alpha fees for — and stress-test the replication.

How AlternativeSoft Fits Your Risk Workflow

Pre-Investment, Construction, Monitoring and Reporting — All in One

From sourcing managers to producing the trustee risk report, every stage of the institutional risk workflow is supported.

Related solutions:
Portfolio Stress Testing SoftwareFactor Analysis SoftwareLiquidity Risk Management SoftwarePerformance Attribution SoftwareSolutions for Pension Funds
FAQ

Frequently Asked Questions

What is hedge fund risk management software?

Hedge fund risk management software is a platform that quantifies, monitors and stress-tests the risks in a hedge fund or multi-manager portfolio. It decomposes returns into market beta, factor exposures and idiosyncratic alpha; surfaces hidden risks (off-benchmark factors, style drift, concentration); models drawdown and tail risk; and runs scenario analyses against historical or hypothetical market regimes.

How does AlternativeSoft address manager risk specifically?

AlternativeSoft addresses manager risk along five dimensions: (1) Exposure transparency — full look-through into every manager's actual holdings and factor exposures, not just the strategy label; (2) Risk decomposition — separating skill (alpha) from market beta and factor tilts; (3) Hidden beta detection — flagging when a "market-neutral" or "absolute return" manager is actually running directional risk; (4) Style drift detection — alerting when a manager's factor exposures change over time; (5) Liquidity-adjusted risk — modelling what happens to your risk profile if you cannot exit positions when you need to.

What risk metrics does the platform support?

Over 4,000 risk metrics across the platform, including: Value at Risk (VaR, Conditional VaR / Expected Shortfall, liquidity-adjusted VaR), drawdown analytics (max, average, time-to-recovery, drawdown attribution), volatility decomposition, factor exposures (Fama-French, Carhart, custom), correlation matrices (rolling, stressed, regime-conditional), Sharpe / Sortino / Calmar / Omega, and tail risk (skewness, kurtosis, expected tail loss).

Can the platform stress-test against historical regimes?

Yes. Stress test any manager or portfolio against 2008 GFC, 2020 COVID, 2022 rate-hike shock or any user-defined scenario. Monte Carlo simulation is also built in for forward-looking scenarios beyond the historical record.

Is this suitable for pension fund and endowment risk teams?

Yes. AlternativeSoft is used by pension fund and endowment risk teams for trustee-ready risk reports, regulatory submissions (Solvency II, IORP II, Form PF) and ongoing manager monitoring. Liability-driven and funded-ratio reporting are built in.

Does AlternativeSoft integrate with our existing risk systems?

Yes. The platform integrates with Bloomberg, eVestment, Morningstar, Preqin, Pitchbook, HFR, Albourne and other providers. Exports to Excel, PowerPoint, PDF and via API to your in-house risk warehouse.

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See Hedge Fund Risk Management Software in Action

Join 150+ institutional investors who rely on AlternativeSoft. Book a personalised 30-minute demo tailored to your workflow.

  • Live walkthrough on your asset class
  • Q&A with our investment specialists
  • 14-day trial access after the demo

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