Portfolio Construction

Fundspire provides a platform for hedge fund investors to conduct statistical analysis on funds. It supplies over 1,500 indices covering global equity and hedge fund markets.

Compare hedge fund investments by dragging and dropping unlimited benchmarks to the analysis window.

Utilize rolling charts to display the evolution of rolling correlations and rolling statistics over time. Fundspire provides a wide set of performance and risk metrics such as the Sharpe Ratio, Omega, and VaR. To request more information on statistics, please click here.

Fundspire allows users to perform portfolio back-tests with an additional fund and determine the changes in performance and volatility.

Create proforma portfolios by dragging and dropping funds to the portfolio and specifying rebalancing options, leverage, risk free rate, cost of borrowing, management fees, and performance fees.

Use the correlations matrix to compare a portfolio to any benchmarks of your choice and easily determine its correlation and beta coefficients.

In addition, users can create synthetic benchmarks by utilizing the portfolio. For instance, a multi-strategy fund with 60% invested in Long/Short funds and 40% invested in fixed income funds can create a benchmark by adding an equity index and a fixed income index with the same allocations. The new synthetic benchmark can be used to measure the success of the multi-strategy fund more accurately.

If you would like to learn more about how can Fundspire empower your investment analysis please do not hesitate to contact us and we will be happy to answer your questions.