Risk Analytics





StatPro Revolution Alpha's comprehensive risk analyses include every expected analytic for all aggregation levels of the portfolio, organized according to each client’s specific hierarchy. Whether organized by strategy, sector, industry, currency, geography or custom tags, all of the following analyses, and more, are available:

  • Exposure Analysis
  • Risk Attribution
  • Sensitivities
  • Delta, Gamma and other Greeks
  • Back Testing
  • Risk Aggregation
  • Revaluations
  • Stress Tests
  • Credit Risk
  • Betas & Correlations
  • Factor Analysis
  • Sharpe & Sortino
  • Position-Based Risk
  • Yield Curve Shifts
  • Value-at-Risk
  • Monte Carlo
  • Duration, Convexity, DV01
  • Benchmark Risk
  • Funding Ratio
  • Returns-Based Risk

While Revolution Alpha provides the widest range of risk analytics, we tailor them client by client. Revolution Alpha clients enjoy a thorough onboarding process led by their dedicated Client Service Representative and a cross-functional team of professionals who create the appropriate portfolio analytics and required reporting schedule. The onboarding team works with you to: (1) establish reporting structures and hierarchies; (2) connect your data to our system by interfacing with your administrator, custodian or prime broker to ensure every security is properly identified and mapped; and (3) set up all of the automated operational steps that ensure your reports are ready as needed.

The following table summarizes the typical services used by our clients:


Client Types Web Tool PDF Risk Reports Regulatory Investor Reporting Other
Alternatives          
Hedge Funds Position Based Position Based UCITS Form PF Summary or Comprehensive OPERA
Fund of Funds Risk Agg – Position or Returns Risk Agg – Position or Returns UCITS Summary or Comprehensive  
Managed Accounts Position Based Position Based UCITS Form PF
Summary or Comprehensive OPERA
Asset Owners          
Pensions Risk Agg – Position or Returns Risk Agg – Position or Returns   Board Reports  
Endowments Risk Agg – Position or Returns Risk Agg – Position or Returns   Board Reports  
Banks Risk Agg – Position or Returns Risk Agg – Position or Returns   Board Reports  
Insurance Risk Agg – Position or Returns Risk Agg – Position or Returns   Board Reports  
Corp. Treasuries Risk Agg – Position or Returns Risk Agg – Position or Returns   Board Reports  
Long-Only          
Mutual Funds Position Based     Summary or Comprehensive  
Money Markets   Position Based SEC 2a7 Reporting    
  • Web Tool:
    Our interactive website gives users the flexibility to design their own set of dashboard analytics, factor models, stress tests and historical scenarios. Users can drill down into any level of detail or look at the "big picture."
  • PDF Risk Reports:
    Clients often want to offer fixed-format reports for investors, boards and other interested parties. Revolution Alpha offers a suite of standardized PDF reports and the ability to customize and even private-label information for clients.
  • Position Based vs. Returns Based Services:
    Revolution Alpha offers risk analytics calculated from individual positions as well as from manager returns. We always recommend using position level data, if available, as it leads to higher fidelity and more protective risk measures. However, the reality is that sometimes manager returns need to be used to calculate risk statistics.
  • Risk Aggregation:
    Revolution Alpha aggregates risk for asset allocators by collecting positions (where available), exposure information (if needed) and manager returns. With over 300 managers reporting full daily positions to us, Revolution Alpha has extensive coverage. Because we interface with over 50 administrators, prime brokers and custodians, we add managers quickly and accurately.
  • UCITS:
    Our risk reporting for UCITS funds provides all the prescribed measures including exposure, VaR, risk attribution and back testing.
  • Form PF:
    Revolution Alpha supports the risk management section of Form PF reporting for US funds.
  • OPERA:
    We work with Albourne Partners to deliver Grade 1 OPERA reports.
  • 2a7 Reporting:
    Revolution Alpha's Money Market Stress Tool provides the multi-dimensional stress testing required by regulators to help managers avoid breaking the buck.
  • Investor Reporting:
    Our investor reporting package is tailored for each client to show precisely the risk analytics that are best suited for your investors.