Accurately Analyze Fixed Income Portfolio Performance
Analyze fixed income portfolios across all asset classes and view the sources of return down to the group, sub-group, and bond level.
FactSet provides a customizable suite of reports suited to a variety of strategies including high yield, investment grade, balanced, or others. Study the performance, composition, and characteristics of a fixed income portfolio on an absolute or relative basis: - Use any grouping or combination of groupings such as benchmark sector classifications, credit quality, spread range, duration range, and issuer
- Customize your analysis further by choosing from multiple attribution models, expanding options to examine constituent data, and creating composite portfolios and benchmarks
- Create reports to analyze the fundamental risk of a portfolio or benchmark, or multiple portfolios and benchmarks
- Benchmark your portfolios against respected fixed income indices
- Rely on nightly calculations to deliver timely updates on bond- and portfolio-level analytics
- Analyze scenarios to see how future market movement may impact your portfolio; shift and twist curves, tighten and widen spreads, and view the predicted impact
- Understand the risk of balanced portfolios
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