Portfolio Analytics

Measure performance, risk, attribution, exposures, and characteristics for multi-asset class global portfolios with best-in-class, flexible reports and charts. Access all the data and flexibility you need to examine your portfolio across strategies and asset classes, including equity, alternatives, and fixed income.

FactSet Workstation
Discover why 200,000+ users choose the FactSet Workstation—an exceptional platform built on unparalleled data and technology that supports your entire organization and its strategy.
Risk Analytics

Fuel your decision-making and drive portfolio performance with FactSet’s flexible enterprise risk solutions.

Performance Measurement & Attribution

Discover next-gen portfolio analytics paired with award-winning performance and attribution solutions to allow for highly accurate performance calculations and more frequent reporting.

Fixed Income

Understand the characteristics, exposure, performance, attribution, and risk of a global fixed income portfolio with a flexible, industry-leading solution for portfolio analysis.

Reporting Solutions

Reshape your end-to-end reporting workflow with a well-oiled data, design, and distribution machine.

Portfolio Services

Ensure the highest quality data output with our high-touch portfolio monitoring, data reconciliation, and data management processes.

Access best-in-class portfolio analytics software for performance, attribution, and risk across asset classes, including equity and fixed income.

Benefits and Features

Gain a robust understanding of composition and risk
Portfolio Analytics Relative Weights

Identify portfolio vulnerabilities and examine drivers of risk at the asset and portfolio levels.

  • Analyze your portfolio’s current and historical exposures on an absolute or relative basis

  • Use aggregated and security-level reports to view metrics, including weights, valuation measures, ratings, and other ratios

  • Measure hundreds of fundamental characteristics and derived analytics, 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

Align attribution to any portfolio, sleeve, option, or plan’s decision-making process
Portfolio Analytics Attribution Chart

Understand how management decisions such as security or manager selection, group or asset allocation, and currency exposure affected portfolio performance.

  • Evaluate relative performance using more than 10 attribution models designed for equity, fixed-income, multi-asset class, risk, top-down, and multi-manager analysis

  • Know 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

  • Leverage powerful generative AI to automate the process of creating detailed and source-linked portfolio commentary  

Connect data and analytics across teams and workflows

Measure and share portfolio analytics with confidence.

  • Distribute information using robust API and datafeed solutions and extract data with client-facing PDFs, Flat Files, or methods of your choosing

  • Ensure consistent portfolio analytics, exposure, attribution, and risk information is accessible to users across your organization

  • Integrate your holdings and transactions with a secure nightly upload or by connecting your custodian, prime broker, or your firm’s accounting system with FactSet

Power your workflows with unique data
Portfolio Analytics GeoRev Pie Chart

Find answers to your most complex questions with fully concorded content.

  • Access comprehensive data feeds, APIs, configurable mobile and desktop environments, cloud platforms, digital portals, and more for endless access to the data you need

  • Connect disparate content by mapping different sources to a single entity identifier, providing the foundation you need to integrate and manage data

  • Combine your firm's internal content assets with leading third-party data—how and where you want it

Improve Your 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.


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