HedgeFacts Analytics

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HedgeFacts Analytics delivers full spectrum risk, attribution, and performance analysis that’s seamlessly integrated with back office and accounting data. Having an array of analytics at your disposal means you will equally be able to actively monitor VaR and exposure across a range of accounts and source key performance metrics at a moment’s notice for investors or colleagues. Whether you need to manage market risks, attribute sources of performance by markets or traders, or aggregate data for marketing tear sheets, you will find that HedgeFacts Analytics is the perfect platform.

Key Features

Active monitoring of risk, exposure, mandates and performance via the Red Flag Dashboard with custom risk limits per account, trader/strategy, or fund

Innovative Value at Risk (“VaR”) modeling environment including advanced methods such as Component VaR decomposition, models that revalue options to properly account for non-linearities in potential losses, and VaR time series control analysis that compares and analyzes VaR projections vs. subsequent actual profit/losses

Flexible drill down attribution of profit/losses for any accounts, funds, or traders/strategies at the sector, product, symbol, or instrument levels in an easy to use pivot table interface

Wide array of on-demand performance graphs and statics on time series of returns leveraging the underlying HedgeFacts accounting data

Key Benefits

Identify and Manage Risk using customizable dashboards.

On-demand Information and Analysis - attribute and identify sources of performance across any portfolio of generate key performance statistics.

Hassle Free - HedgeFacts is fully automated and seamlessly integrated with HedgeFacts database of accounting and position information and security master.

Product/Service details

Geographic Availability
Asia-Pacific, Europe, North America
Asset Class Coverage
Bonds, Commodities & Energy, Equities, Exchange Traded Derivatives, Foreign Exchange (FX)