Position-level transparency of hedge funds is the key to effective risk and portfolio management of complex investment strategies. Current exposures are constantly changing and risks taken in the past may not be the representative of the current allocations of the portfolio.

Our platform allows a comprehensive assessment of actual risks and performance in hedge funds and portfolios by accurate modeling of each underlying position. Hedge fund positions are collected directly from hedge fund administrators and position transparency is aggregated on a fund and a portfolio level.

At LumRisk, we process, clean, enrich and monitor hedge funds data from different market sources and add quantitative proprietary analytics in a fully integrated process.

Risk

• Position based; market, ALM, liquidity & counterparty risks
• Modelling of complex non-linear profiles
• Stress tests, and scenarios with 250+ metrics

Performance

• Daily performance updates for managed accounts
• Performance contribution analysis
• What-if portfolio scenarios

Research

• Peer group analysis & comprehensive classification
• Factor analysis and tactical allocation research
• Liquidity, flows & concentration monitoring tools

Reports

• Interactive tools and comprehensive reports
• Regulatory reporting
• Systematic monitoring of guidelines

Data management

• Automated collection and update of positions
• Processing of 100k+ monthly positions
• Cleaning and harmonization of data