Hedgeweek Best Risk Management Software - 4 Years Running

Used by 5 of the world’s 10 largest hedge fund selectors

Portfolio Stress Testing Softwarefor Institutional Investors

See how your portfolio would behave before the market tests it for you. AlternativeSoft provides portfolio stress testing software for multi-manager portfolios.

Replay historical crises on today’s portfolio
Shock the factors that drive your managers’ returns
Run Monte Carlo simulation on the range of possible outcomes

Request a Demo Download Brochure

Book Your Demo

A live walkthrough tailored to your asset classes, followed by a 14 day free trial.

Trusted by

Aberdeen Asset Management● AllianceBernstein● BNP Paribas● Bessemer Trust● Raiffeisen Capital Management● Unigestion● Lyxor Asset Management● Kedge Capital● Lumyna Investments● Progressive Capital● Aberdeen Asset Management● AllianceBernstein● BNP Paribas● Bessemer Trust● Raiffeisen Capital Management● Unigestion● Lyxor Asset Management● Kedge Capital● Lumyna Investments● Progressive Capital●

What is portfolio stress testing software?

Portfolio stress testing software estimates how a portfolio would perform under adverse conditions, such as a past crisis or a sharp move in a market factor. AlternativeSoft applies these tests to portfolios of hedge funds, mutual funds and private equity, and reports the expected loss by manager and for the total portfolio.

Stress Testing Capabilities

Know Your Downside Before You Need To

Scenario analysis, factor shocks and simulation for portfolios of funds.

Historical Scenarios

Apply past market crises to the current portfolio to estimate the loss.

Factor Shocks

Shock equity, credit, rates and other factors and see how each manager responds.

Monte Carlo Simulation

Simulate thousands of paths to see the distribution of possible outcomes.

Drawdown Analysis

Measure the depth and length of drawdowns for each fund and the portfolio.

Tail Risk

Use modified value at risk and downside statistics for funds with non-normal returns.

Risk Reporting

Present the stress test results to committees and regulators in a clear report.

Request a Demo

Scenario Analysis

Find the Managers Who Fall Together

Diversification often fails when it is needed most. Stress testing in AlternativeSoft shows which managers lose money in the same scenario, so concentrations are found before they cost capital.

Shared vulnerabilities: Identify managers exposed to the same factor.
Test before you invest: Stress a proposed manager with the portfolio before appointing it.
Beyond the track record: Estimate behaviour in periods before a fund launched, from its factor exposures.
Repeat after every change: Re-run the tests when the portfolio or the market changes.

See It on Your Data

Who Uses It

Pension funds Insurance companies Endowments and foundations Family offices Funds of funds

150+ institutions managing over $1.5tn rely on AlternativeSoft, with a database of 500,000+ funds.

How It Works

How Stress Testing Works on the Platform

Select the portfolio

Use the live portfolio or a proposed one.

Choose the scenarios

Pick historical periods, factor shocks or a Monte Carlo simulation.

Read the results

Review the expected loss by manager and for the total portfolio.

Act and report

Adjust weights, test again and export the analysis.

Common Questions

Portfolio Stress Testing Software: Frequently Asked Questions

Which stress tests can be run?

Historical scenarios, factor-based shocks and Monte Carlo simulation can all be run on a portfolio or on a single fund.

Can hedge funds be stress tested with limited data?

Yes. Factor analysis is used to model how a fund is likely to behave in conditions that fall outside its own track record.

Can we stress test a portfolio that includes private equity?

Yes. Hedge funds, mutual funds and private equity can be held in the same portfolio for analysis.

How are results reported?

Results are shown by manager and for the total portfolio, and can be exported as a branded report in PDF or Excel.

Can an AI assistant run a stress test?

Yes. AlternativeSoft MCP includes stress testing, so assistants such as Claude, ChatGPT and Microsoft Copilot can run it on request.

See Portfolio Stress Testing Software in Action

Join the 150+ institutions that use AlternativeSoft to select and monitor their funds. A 14 day free trial follows your demo.