For and method of providing portfolio risk information to investors without revealing position information

A computer implemented method of providing an investor with detailed risk statistics regarding a portfolio without revealing position information to the investor, wherein the portfolio is managed by a manager, the method comprising:

• providing, by a first computer and to the investor, a plurality of simulated returns, a description of a mathematical model used to generate the simulated returns, and a portion of parameters input into the mathematical model to generate the simulated returns, wherein the investor is not provided access to portfolio position information;
• providing, to the investor, access to an analytical engine, wherein the analytical engine is configured to access the plurality of simulated returns, wherein the analytical engine is configured to calculate a non-aggregatable risk statistic based on the simulated returns according to instructions from the investor;
• calculating, by the analytical engine, the non-aggregatable risk statistic based on the instructions;
• and
• providing the investor access, via a third computer, to the non-aggregatable risk statistic calculated by the analytical engine.