Evaluation of Investment Strategies

Our team of experts through RiskValue provide to fund managers dynamic simulations of future or hypothetical past investment strategies. These simulations combined with stress testing scenarios, offer senior managers critical insights on their investment views.

Main Features

  • Replicate original portfolio holdings and create hypothetical portfolios with adjusted synthesis
  • Compare P&L attribution and performance measures of what-if portfolios with the original synthesis
  • Make a static copy of the original portfolio for a chosen date and compare the fund manager strategy against a buy-and-hold strategy
  • Execute risk calculations and identify risk profiles of hypothetical portfolios
  • Execute and analyse stress-testing scenarios