Portfolio Analytics
Risk management, performance attribution and reporting tools
Why clog up your workflow with subpar solutions? Bloomberg’s portfolio analytics tools support investment decision making, performance attribution and portfolio reporting.
Get the industry’s next-generation portfolio analytics solution — combining actionable global data and a service model that evolves to fit your ever-changing needs.
Your risks and forecasts on your terms
Aggregate, organize and link your data to maximize value, reduce your total cost of ownership and accelerate your cloud journey.
Uncover hidden performance drivers
Attribution is everything. With our multi-asset-class attribution analysis tools, you can gain valuable insights into the drivers of portfolio out-performance.
Automate integrated reporting
Consistent, comprehensive information can be delivered to clients on demand through reporting solutions that pull data from across the Bloomberg network.
Customize rich dashboards of data
Your management approach is unique — your dashboards should be, too. Curate customized views and filter your universes in a flexible layout, enabling efficient multi-portfolio analysis.
Portfolio Management Tools
Risk Management Analytics
Portfolio risk tools that offer unparalleled forecast accuracy and quality assurance for all types of portfolio analysis, universes and investment styles.
Uncover new investment opportunities and mitigate risk like never before with our industry leading, multi-asset class risk models.
The most advanced suite of risk models built over the course of a massive, multi-year effort across a global team of portfolio analytics researchers and engineers.
First risk models in the industry to properly disentangle factor risk from idiosyncratic risk for better portfolio optimization and risk forecasting.
New multi-asset-class risk models, produced on a daily basis, that undergo dozens of diagnostics tests performed by a Model QA team committed to strict governance protocols.
Bona fide term structure of risk that forecasts portfolio volatility at different prediction horizons.
Performance Attribution
Customizable, easy-to-use attribution analysis tools that allow you to track historical returns and monitor active return.
Understand exposures to unseen risks and drivers of outperformance with Bloomberg’s next-generation attribution tools.
Highest level of customization and accuracy to expose drivers of outperformance across multiple model choices provided by multi-asset-class, hybrid performance attribution.
Brinson Total Return and Factor-Based Attribution to assess performance attribution and expose unseen risks.
Seamless transitions from performance calculations to attribution analysis using proprietary BBG data, mixed with 3rd party and client data.
Robust factor and sector-based performance attribution with advanced setting for allocation to currencies, yield curve positioning, factors and security selection.
Portfolio Reporting
Deliver comprehensive, visual reports to clients in minutes with our automated and batched client reporting tools.
Quickly automate and batch stakeholder-ready portfolio performance reports with connectivity to Bloomberg and third party business intelligence
tools.
Capacity to automate, batch and schedule hundreds of thousands of portfolio reports overnight using sophisticated dependency mechanisms when all inputs are available.
Rich data, supported by BQL, pushes to the Bloomberg cloud where it can be directly accessed from Excel, Bloomberg quant tools and Microsoft Power BI.
Wide-ranging, custom portfolio reports spanning portfolio characteristics, ex-ante risk, and performance attribution.
Multiple portfolio reporting output types, such as presentation-quality PSF or machine-readable CVS/XML portfolio reports, for more comprehensive presentations.
Portfolio Visualization
Bloomberg’s portfolio analytics dashboard offers multi-portfolio visualization for faster, more efficient analyses and templates to craft engaging and visual client-ready reports.
Curate customized dashboards to filter your universes in a flexible layout, enabling fast and efficient multi-portfolio analysis.
Enhanced UI delivers outstanding speed and performance for large-scale universes, offering ease of navigation across performance and attribution, intraday analysis, scenario stress testing and more.
Customizable, parallel views of all investment universes with key security insights highlighted with the portfolio analytics interface.
Combined portfolio reports to stakeholders with third-party portfolio visualization tools like Power BI and Tableau.
Custom client reporting with access to Power BI templates that combine portfolio characters, risk and performance attribution in one location.