Know Portfolio RISK –
Evaluate Manager SKILL

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Investment managers have two critical problems

Risk Lens provides tools to know RISK and evaluate SKILL

#1 knowing equity portfolio RISK

RISK

#2 evaluating manager SKILL

SKILL

Risk

Input a fund and view its risk exposures

Input a fund and view its risk exposures

Use our popular Style Exposures to compare value, growth, and other style metrics

Use our popular Style Exposures to compare value, growth, and other style metrics

Manage concentration risk with predicted active return correlation - select multiple funds and PARC predicts correlations

Manage concentration risk with predicted active return correlation - select multiple funds and PARC predicts correlations

Skill

View active performance for a single fund, ETF or custom portfolio

View active performance for a single fund, ETF or custom portfolio

Test

Compare active performance for multiple funds, ETFs or custom portfolios

Compare active performance for multiple funds, ETFs or custom portfolios

Use Batting Average, Upside Capture, and Downside Capture to measure manager skill

Use Batting Average, Upside Capture, and Downside Capture to measure manager skill

Fund Screener

Fund Screener screens RISK and SKILL metrics

Pick A Benchmark – Choose from 37 benchmarks across all major geographies

Pick A Benchmark –
Choose from 37 benchmarks across all major geographies

Select Your Screens – Filter on both risk exposures and skill metrics

Select Your Screens –
Filter on both risk exposures and skill metrics

Find Your Funds – Find managers that meet your criteria

Find Your Funds –
Find managers that meet your criteria

Why Risk Lens?

RISK

Holdings-based – we estimate predicted risks and correlations using the latest available public fund holdings. Many other tools are returns-based, only showing past risk metrics.

SKILL

Performance Report compares past active performance, batting averages, upside/downside capture, and other skill metrics. 

FUND SCREENER

Screens managers on RISK and SKILL metrics.

FREE

Access the power of Risk Lens at no cost.

Client testimonials

“Love the comparative nature of it. It is nice and easy to use.”
Head of Manager Selection and Due Diligence Large Trust Company, Boston
“Risk Lens is a useful tool for quickly evaluating a fund’s historical exposures and management style. The style factor exposures are very helpful, as are the active correlation statistics, as a starting point in determining complementary funds.”
Partner-Investment Management Investment Management Firm, Seattle
“We use it for underlying portfolio exposures and manager comparisons. We have primarily used it to identify complementary managers from a style standpoint.”
Anonymous
“It’s just interesting . . . another way to view things.”
Vice President-Financial Advisor Global Brokerage Firm, Washington, DC
“It’s a fun tool.”
Managing Director, Manager Research Team Investment Management Firm, New York
“Provides a clean and simple way to review funds from a factor-based perspective in a robust manner.”
Investment Product Analyst Large Bank, Kansas City
“It is a good tool. I like the marginal contribution to total risk and contribution to active risk. You don’t see that often. ”
Investment Due Diligence Analyst Investment Adviser/Broker-Dealer, Arizona
“This is very helpful.”
Head of Investment Research Investment Adviser, North Dakota

What’s New

Risk Lens: Is Your Manager Phoning It In?, March 2026

Risk Lens: Is Your Manager Phoning It In?, March 2026

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Who Beat The S&P 500 Index?, November 2025

Who Beat The S&P 500 Index?, November 2025

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Donuts Are Good For You: Q&A with Portfolio Manager Joe Gubler, August 2025

Donuts Are Good For You: Q&A with Portfolio Manager Joe Gubler, August 2025

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Best Performing US Large Cap Growth Funds At June 30, July 2025

Best Performing US Large Cap Growth Funds At June 30, July 2025

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Performance Reports: Simple. Fast. Easy, February 2025

Performance Reports: Simple. Fast. Easy, February 2025

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