Portfolio Analytics

Access best-in-class analytics for multi-asset class performance, attribution, and risk.

Adaptive Intelligence for a Performance Advantage

Measure performance, risk, style, and characteristics for multiple portfolios and asset classes with best-in-class, flexible reports and charts. With faster reporting and automated calculations, go from data to decision first. FactSet’s full range of portfolio analytics combines all the data and flexibility you need to examine your portfolio across asset classes and strategies.

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Portfolio Analytics
    find your portfolio’s true risk

    Understand composition and risk.

    Easily analyze your portfolio’s current and historical exposures either on an absolute basis or relative to its designated benchmark. Use aggregated and security-level reports to view metrics including weights, valuation measures, ratings, and other ratios for your portfolios and benchmarks. Measure hundreds of fundamental characteristics and derived analytics across your entire portfolio including equities, fixed income, and related derivatives. Decompose the absolute and relative risk of the portfolio including factor contributions, stress testing, and extreme event analysis. Identify portfolio vulnerabilities and examine drivers of risk at the asset and portfolio levels.

    Risk Models

    Improve your fixed income attribution analysis

    Download our eBook, Demystifying Fixed Income Attribution, One Strategy at a Time, to get a variety of fixed income strategies you can use to improve attribution analysis, including core investment grade, high yield, emerging markets, liability-driven investment (LDI), and multi-asset. 

    risk managers answer complex questions with unique data

    Feed your workflows with unique content.

    Find answers to complex questions with FactSet’s best-in-class, fully integrated content sets. Decompose the revenue segments of your portfolio across regions, countries, sectors, and industries and easily identify underlying assets of any mutual fund, ETF, or other internal asset. Integrate third-party content to better understand your ESG exposures. Set thresholds to ensure your portfolios are investing according to compliance guidelines or risk tolerances.

    Unique Content
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    Find what’s driving portfolio performance.

    Understand how management decisions such as security selection, group allocation, and currency tilts affected portfolio performance results. Evaluate relative performance using attribution models designed for equity, fixed income, balanced, risk, top down, and macro-level. Know precisely which securities and groups contributed to or detracted from performance on an absolute or relative basis. Measure how the timing of buys and sells affected value with our decision analysis attribution model.

    Performance Drivers
    decompose absolute & relative risk

    Support your performance and attribution workflows.

    Gain maximum value using FactSet’s Portfolio Vault to store, validate, lock, and retrieve performance and attribution results through customizable configurations, calculations scheduling, and views. Archive results from Portfolio Analysis for centralized safe-keeping, reference, and future use. Ensure that all members of your organization are using the exact same results while continuing to benefit from FactSet’s infrastructure around your portfolio information, vendor data, and communication of results.

    Performance & Attribution
    portfolio and risk analytics create reports that reflect your process

    Create reports that reflect your process.

    Examine weights, valuation measures, ratings, and other ratios for your portfolio and benchmarks, and evaluate relative performance using a wide selection of attribution models. Your strategy isn’t one-size-fits-all and neither is your analysis. FactSet lets you customize exposures reports and use your own groupings for reports and charts for a personalized experience. You can also build financial models and power customized applications with FactSet APIs in our developer portal. 
    Flexible Reports
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    Connect data and analytics across teams.

    FactSet enables asset management teams to measure and share portfolio analytics with confidence. Go from holdings-based analysis to top-down style, performance, and ex-post risk analysis to peer group reports without leaving the system. Combine your proprietary holdings with data from FactSet and other sources including extensive benchmark data and global exchange indices. Ensure your front office is looking at the same approved numbers as your risk and performance teams. Integrate your holdings and transactions with a nightly upload or by connecting your custodian, prime broker, or your firm’s accounting system with FactSet. Our team of data specialists works around the clock to ensure secure, accurate, and consistent overnight processing of your firm’s portfolio data across all asset classes.

    Connected Teams

    Talk To Us

    The best way to understand what makes FactSet different is to see it for yourself. We've worked with investment professionals for 40 years, so we understand your workflow and know precisely how to help. Talk to us about your challenges, and we’ll help you design the most effective solutions for your firm with everything you need — and not what you don’t.

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