Performance Measurement and Attribution
Integrated performance solutions that answer escalating demands and provide accurate, consistent data to connect the front and middle office.
Evaluate relative and absolute performance, understand attribution, deliver results, and make more informed decisions, all from a powerful, unified platform.
With sophisticated next-generation portfolio analytics alongside our award-winning performance attribution solution, FactSet brings greater accuracy and efficiency to your workflow. Combine robust data and flexibility to examine your portfolio across asset classes and strategies with our full range of portfolio analytics tools.
FactSet Performance Solutions
Rely on FactSet Performance Solution to reduce the number of solution providers required for your Middle Office operations. Unify the production & analysis process across performance, attribution, and risk, while adhering to GIPS reporting standards.
Benefits and Features
Evaluate relative and absolute performance with FactSet's multi-asset class portfolio analytics. Leverage two- or three-factor, fixed-income, or balanced attribution models to understand how management decisions such as security selection, group allocation, and currency tilts affect your investments. Automatically generate baseline and source-linked portfolio commentary for any attribution report using LLM-backed generative AI.
Take confidence in the precision of portfolio performance and attribution results delivered to clients, investors, and third parties. Apply transaction-based performance measurement or buy and hold analysis and rely on data validation to ensure completeness and accuracy of inbound data.
Gain a partner that aggregates content, streamlines implementation, and delivers the highest quality data available. Easily combine your proprietary holdings with FactSet content or third-party data sources, including extensive benchmark data and global exchange indices.
Give end users confidence in the information they distribute. Empower your middle office to validate, lock, store, and distribute performance and attribution results via customizable configurations, calculation batch scheduling, and a flexible user interface. Archive results and create a performance book of record for compliance, centralized safe-keeping, reference, and future use.
Optimize your performance workflow by automating monthly processes from composite building to GIPS-compliant presentation reporting as mandated by the CFA Institute.
Award-Winning Performance Measurement and Attribution Solutions
2024
Best Buy Side Performance Measurement and Attribution Product
2023
Best Performance Measurement System
2024
Best Performance Measurement + Attribution System Provider
2020
Best Performance Measurement System
2019-2021
Best Performance Measurement + Attribution System Provider
Related Products
Access smarter, connected data and solutions. Explore our growing list of data feeds, APIs, and solutions on the Open:FactSet Marketplace.
In the Thick of It: How Performance Teams Are Driving Value Across the Organization
As the demand for performance teams to support more sophisticated analysis grows, the dynamic of how they work has undergone a huge shift. Against this backdrop of change, we spoke to more than 300 decision makers at asset management businesses worldwide to see how they are responding.