FactSet offers the most sophisticated portfolio analytics in the industry.

Real-Time Performance

Analyze performance, risk, composition, style, and characteristics for multiple portfolios and portfolio managers.

Portfolio Simulation and Optimization

Test optimization strategies over time and suggest potential trades.

Stress Testing

Understand a portfolio's sensitivity to forecasted and extreme events with Barra, Northfield, and R-Squared models.

Monte Carlo VaR Analysis

Accurately measure risk in portfolios with equity options.

Risk Decomposition and Risk-Based Attribution

Decompose risk using your own models or those from APT, Barra, Northfield, or R-Squared.

Data Integration

Combine more than 800 FactSet and third-party databases with automated uploads of your proprietary data.