AlternativeSoft automatically calculates Sharpe ratio, Sortino ratio, Omega ratio, Calmar ratio and 4,000+ other risk-adjusted statistics across 500,000+ funds — with consistent institutional methodology, peer benchmarking and complete audit trail.
Manual risk ratio calculation in Excel creates inconsistency, errors and a bottleneck that slows systematic fund evaluation across large universes.
All ratios calculated automatically with consistent institutional methodology — and all presented in peer group context for meaningful interpretation.
From Sharpe to Omega — all ratios, all funds, consistent methodology, peer context.
Annualised excess return over risk-free rate divided by annualised standard deviation. Configurable risk-free rate and monthly or weekly return frequency.
Excess return divided by downside deviation (standard deviation of negative returns only). More appropriate for hedge fund strategies where upside volatility is not a risk concern.
Probability-weighted ratio of returns above threshold to returns below. Captures the full return distribution including higher moments — ideal for non-normal hedge fund return distributions.
Annualised return divided by maximum drawdown. Highly relevant for institutional investors where drawdown risk is a primary concern alongside absolute return level.
Excess return over benchmark divided by tracking error. Measures consistency of alpha generation relative to benchmark-relative risk.
Every ratio presented in peer group context. Know exactly where a manager sits within its strategy peer distribution — not just in absolute terms.
Choose funds from the 500,000+ database or import your own. Set risk-free rate, return frequency and analysis period once — applied consistently to all funds.
4,000+ statistics computed in seconds for any number of funds. No formulas, no spreadsheets, no inconsistency across calculations.
Every ratio shown alongside peer group quartile ranking and distribution. Export to Excel or generate automated comparison reports for investment committees.
Replace manual ratio spreadsheets with automated calculation across your entire universe. Spend time on interpretation and selection, not computation and data entry.
Learn moreMonitor risk-adjusted return ratios across your portfolio continuously. Receive alerts when a manager's Sharpe or Sortino ratio deteriorates significantly.
Learn moreConsistent, auditable risk ratio analysis with full peer context — supporting evidence-based investment decisions with complete methodological transparency.
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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