Fund Quant Metrics + Portfolio Backtest + Efficient Frontier
Calculating hedge fund quant metrics manually in Excel is time-consuming and error-prone — Ginkgo takes a return table and auto-computes metrics, multi-fund portfolio, and Efficient Frontier weights.
SCENARIO
Business Scenario
Family offices evaluating and constructing hedge fund / ETF / active fund portfolios face three difficulties: (1) Single-fund quant metrics (Sharpe / Sortino / max drawdown / alpha / beta / information ratio / up-down capture and dozens more) are all manually computed in Excel — data cleaning and formula maintenance are highly error-prone. (2) Portfolio-level metrics require computing a covariance matrix and weighted aggregation; Excel Solver runs very slowly. (3) Efficient Frontier (Markowitz mean-variance optimisation) + optimal fund weights at different risk-return points is virtually impossible in Excel. Institutional tools (Bloomberg Terminal / Morningstar Direct / AlternativeSoft) start at USD 100K+ per seat per year — cost prohibitive for most family offices, so the industry still relies on Excel.
MECHANISM
Mechanism · Two-Core Combination
Powered by Decoder + Polymorph two-core combination
Decoder
Clients only need to provide the simplest fund NAV / return table (NAV time series) — Ginkgo auto-cleans, aligns the time window, and fills gaps. Simultaneously, it helps family offices accumulate a private fund database: all funds seen (roadshows / pitches / research) and subscribed funds are continuously merged into a growing library of 4000+ fund assets.
Polymorph
Automatically computes single-fund quant metrics (Sharpe / Sortino / max drawdown / alpha / beta / information ratio / up-down capture etc.) + multi-fund portfolio backtest (historical simulation at known weights + comparison vs. S&P 500 / MSCI World / CSI 300 and other benchmarks) + Efficient Frontier (Markowitz) + optimal fund weights at each Efficient Frontier point — results in under 1 minute.