Make more informed decisions with our performance attribution around risk management. Analyze the specific business risk exposures that helped or hurt performance by evaluating absolute or relative returns using several sophisticated attribution models for equity, fixed income, and multi-asset class portfolios or macro attribution models for fund of fund or asset allocation strategies.
Find and highlight your unique value. Analyze portfolio returns against 20,000 equity and fixed income benchmarks, with more than 70 Modern Portfolio Theory risk statistics such as beta, standard deviation, R-squared, alpha, and tracking error. FactSet helps you determine the peer rankings of your portfolios against thousands of benchmarks, competitor funds, and peer groups.
Maintain GIPS compliance. With multi-firm and multi-currency capabilities, you can integrate GIPS composites management within your FactSet performance measurement system or use it separately. Both options give you rules-based or manual composite membership, flexible gross/net of fee functionality, and automatic controls and checks at the firm, composite, and portfolio level.
Sophisticated next generation portfolio analytics is paired with FactSet’s award-winning B-One performance and attribution solution to allow for highly accurate performance calculations and more frequent and timely reporting. Seamlessly distribute performance data across your entire organization, including front office personnel, marketing and sales specialists, and your executive team. FactSet’s flexible information delivery systems can support any type of market and portfolio data in multiple formats and languages with robust performance and attribution results, native Microsoft Excel integration, API support, and flexible browser portals that deliver results to internal and external clients.
FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.