Performance Analytics
Unlock comprehensive performance insights across your investment strategies.
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01. FACTSET INTEGRATION
Complete your performance and reporting solution with industry-leading analytics and powerful data management in a single package.
J.P. Morgan and FactSet have teamed up to deliver a single solution, with robust data management capabilities and best-in-class analytics and reporting.
Fusion ingests and normalizes data from multiple custodians and fund accounting regions, optimized for FactSet’s analytics engine. Easily generate detailed analysis and reporting across asset classes and investment hierarchies with Enhanced Transaction Mode (ETM) and reflexive cash functionality.
The platform’s flexible data distribution allows seamless integration into your workflow, streamlining your operating model and reducing vendor footprint while enhancing precision.
02. PERFORMANCE ANALYTICS
Comprehensive analytics to effectively assess your portfolio’s performance.
Unlock deeper insights into drivers of performance with expansive portfolio analytics and metrics. Access detailed breakdowns of performance, contribution, attribution, and ex-post risk with Fusion’s enhanced analytics capabilities developed with FactSet.
Returns: Achieve precise results with comprehensive return and cash flow timing methodologies across your investment hierarchy.
Return Contributors: Identify contributors and detractors to absolute and excess returns, breaking them down into local, currency, and price components.
Attribution Analysis: Quantify excess return drivers with a range of models including Brinson, top-down, fixed income, macro, and investment process attributions, with optional currency effects.
Ex-Post Risk: Analyze portfolio volatility and risk-adjusted returns with over 130 ex-post risk measures available daily and monthly.
03. DATA INTEGRITY AND OVERSIGHT
Thorough checks throughout the data lifecycle safeguard against errors and incompleteness.
Ensure data accuracy with comprehensive checks that maintain integrity throughout the data lifecycle, from ingestion to report delivery. Portfolio services tools perform automated checks on data at multiple points, while proactive monitoring and issue resolution by FactSet Managed Services reduces operating risk and ensures data completeness.
Pre-Calculation Checks: Top-down to bottom-up market value checks are performed to ensure all positions are captured and explain the accounting NAV. Unaccounted trade checks ensure any changes in positions are fully explained by an accounting transaction.
Post-Calculation Checks: Highlight outlier results using configurable tolerance-based settings, including absolute and excess return checks, security level total, price and coupon return checks, and fixed income analytics outlier checks.
FactSet Vault: Validated results are fully locked down in FactSet’s vault to preserve integrity and prevent unwanted changes.
04. REPORTING AND DATA FEEDS
Board-quality reporting and versatile data distribution.
Visually compelling, high-quality reports, to support your business needs. Choose from FactSet’s growing collection of templates to perfectly capture your informational requirements. Distribute reports and data securely throughout your organization with a range of distribution channels to suit your needs.
API support makes it easy to integrate with your bespoke applications with just a few lines of code, or leverage support for popular cloud-based channels like Databricks and Snowflake. FactSet’s add-in for Excel empowers business users of all technical skill levels to access analytics and reports.
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SEE IT IN ACTION
Schedule a demo with our team today.
