The ability to quantify, analyze, and report on portfolio risk is more important than ever for alternative investment managers. HedgeFacts® delivers the capability to assess portfolio risk, and for alternative investment firms to keep their investors apprised of the risk of their portfolio via web interfaces and scheduled reports. The ability to articulate and keep investors apprised of risk creates a confidence in the operations of an alternative investment firm that can translate into greater creditability with the institutional investment community.

Value-at-Risk can be calculated and presented on demand from a web-based interface for:

• Share classes within a fund
• On a pro-rata basis for each investor in a fund

Several Value-at-Risk models are employed including Closed-Form (Covariance), Monte Carlo, and Historical.

Monitor and track the recent performance of funds via statistical tables and graphs designed to highlight any changes in performance of managers.

Drill down into returns and attribute them to trading in specific securities to better understand the source of returns. Returns at the security level can be easily aggregated by period or sector.