Test how a portfolio behaves before the market does it for you. AlternativeSoft is the scenario analysis platform used by 150+ institutions to stress test multi-manager portfolios.
A live walkthrough tailored to your asset classes, followed by a 14 day free trial.
Portfolio scenario analysis software shows how a portfolio could perform under defined market conditions, such as a rate shock, an equity sell-off or a rise in correlations. It combines stress tests, simulation and risk measures such as value at risk, so decisions rest on a range of outcomes. AlternativeSoft applies these tools to multi-manager portfolios across hedge funds, mutual funds and private markets.
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Stress tests, simulation and risk measures on one platform.
Apply historical and hypothetical shocks to see the likely effect on each fund and on the total portfolio.
Simulate thousands of paths to see the range of outcomes and the chance of missing a return target.
Measure value at risk and modified value at risk for each holding and for the combined portfolio.
See how funds move together, and where diversification weakens when markets are stressed.
Study maximum drawdown and recovery time to understand how each holding behaves in falling markets.
Trace risk back to strategy, region and asset class across every underlying fund.
A single expected return hides the risk. Scenario analysis shows what could go wrong and by how much, so an investment committee can set limits and size positions with the downside in view. AlternativeSoft brings these tests into the same platform used to select and monitor managers.
Import holdings from Excel or a data feed. Funds are matched to the 500,000+ fund database.
Select historical events or build hypothetical shocks that fit your mandate.
See the effect on return, value at risk, drawdown and correlation, by fund and in total.
Adjust the allocation if needed and publish the results for the committee.
| Area | Spreadsheets and separate tools | AlternativeSoft |
|---|---|---|
| Stress tests | Simple what-if sums | Historical and hypothetical scenarios |
| Simulation | Rarely attempted | Monte Carlo simulation |
| Risk measures | A handful, calculated differently by each analyst | Value at risk, drawdown and correlation calculated consistently |
| Private equity | Held in a separate file | Included in the same portfolio |
| Reporting | Assembled manually | Scheduled reports in PDF and Excel |
You can apply historical market events and hypothetical shocks, and run Monte Carlo simulation to see a range of possible outcomes for the portfolio.
More than 4,000 risk-adjusted statistics, including value at risk, modified value at risk, maximum drawdown and correlation measures.
Yes. Hedge funds, mutual funds and private market funds can sit in one portfolio, so scenario analysis covers the whole programme.
Yes. You can import holdings and returns from Excel or through data feeds. The platform also links to Bloomberg, Refinitiv, eVestment, Preqin, Morningstar, HFR, Pitchbook, Albourne and WithIntelligence.
Yes. A 14 day free trial is available after a demo, with onboarding support from our team.
Join the 150+ institutions that use AlternativeSoft to select and monitor their funds. A 14 day free trial follows your demo.