Historical performance, ex-post risk, and style analysis come together to provide important clarity into when and how a portfolio differs from its stated benchmark and style mandate. Style, Performance, and Risk (SPAR), FactSet’s returns-based portfolio analysis application, allows you to compare your portfolios returns against over 20,000 equity and fixed income indices, and a large number of peer universe databases. With SPAR, you are able to dynamically create reports and charts in a framework that makes sense to you.

Key Features:

• Study all aspects of funds: perform returns-based style analysis, ex-post risk and peer universe analysis as well as mean-variance optimization
• Dynamically create presentations: showcase a portfolio's style, performance, risk, and peer group using any combination or reports or charts
• Select meaningful peer universes: analyze your portfolios' return against 20,000 equity and fixed income indices along with competitor mutual funds, institutional/separate accounts, and hedge fund universes
• Screen on a selected universe: mold your report exactly to your needs by combining identifiers with any universe of mutual funds, institutional/separate accounts, hedge funds, or custom data
• Define unique chart and report styles: customize your analysis by choosing from over 70 risk/return statistics and defining your own style sets
• Select a myriad of reporting options: define your report's variables, including portfolio, benchmark, date range, style set, statistic, and/or peer universe
• Export presentations: quickly download saved SPAR presentations to Microsoft PowerPoint and Excel or PDF formats