What-if Scenario Analysis & Back-Testing of Investment Strategies

Key investment managers’ tools that help them to optimise and improve their strategies are the measurement of effectiveness of a hypothetical investment strategy in the past and the evaluation of simulated scenarios in the future.

Main Features

RiskValue™ offers a user-friendly tool for portfolio managers to compare the performance between original and hypothetical portfolios or to evaluate manager’s strategy against an alternative buy-and-hold strategy.

  • Cloning and modification of original portfolio constituents or new investment strategy generation retroactively and determination of what return the portfolio would have generated in the alternative scenario
  • Static copy of the original portfolio for a chosen period and comparison between the fund manager and a buy-and-hold strategy
  • Build own market stress scenarios and execution of future investment strategies dynamic simulations enhancing a risk awareness environment for effective strategic planning