Self-service multi-asset factor model analysis, delivered through the
Clearwater platform.
scenario turnaround
to implementation
no integrations needed
“My factor risk data is hours old.”
“Every risk report I need requires me to lean on someone else.”
“Every asset class data set is in a separate system.”
Run your own analysis instantly. Every scenario, every report: on your schedule, against your portfolios.
See every risk factor, from market and sector down to specific security contribution, driving your portfolio in a single view.
Interactive scenarios and attribution run in minutes on elastic cloud infrastructure. Compute scales with demand, so insight keeps pace with the market.
Transparent, explainable calculations for investors, compliance, and regulators. A defensible methodology with end-to-end traceability for every risk factor.
Plugs into the reconciled Clearwater data you already work with. One source of truth across accounting, performance, and risk.
Clearwater GR8 is our next-gen global equity risk factor model, powered by our multi-asset risk framework. GR8 introduces refined factors designed around how portfolios are constructed today.
Tail and behavioral risk
The question
Are hidden tail drawdowns and behavioral risks slipping past your return metrics?
The model
Measures drawdown co-movements to surface tail risk and set precise mandate limits.
Flow and positioning risk
The question
Are flow-driven “crowded” positions setting your stocks up for a violent reversal?
The model
Flags outsized flow-to-float activity, letting you limit crowding exposure and time exits.
Capital return durability
The question
Are dividends durable, or is low reinvestment masking a payout crisis?
The model
Isolates weak dividend-to-earnings ratios before conditions tighten.
8 + 13
Redefined regional factors plus style factors, purpose-built for quantamental managers
95K
Stocks covered globally — developed and emerging
FI + CLO
Multi-asset coverage including fixed income and structured credit at GA
2026
Additional third-party factor model integrations scheduled throughout the year
Book a live walkthrough with our specialists to see the dashboard stress test a portfolio built just like yours.
Discover how the Clearwater GR8 equity risk factor model improves portfolio risk attribution with new factors for crowding, drawdown, and payout. Built for quantamental strategies and institutional asset management.
The investment management industry has long relied on risk factor models to navigate the complexity of global equity markets. But in recent years portfolio strategies have become more sophisticated, market structures have shifted, and the line between passive and active management has blurred. Against that backdrop, the limitations of any static model framework have become increasingly apparent.
The recent PRMIA webinar on the future of risk and performance generated a number of thoughtful audience questions, several of which there was not time to address in full during the live session. The following are extended responses to five of those questions, on topics that came up repeatedly during the panel discussion and in the Q&A.