I’m looking for a decent portfolio analysis system to provide risk and performance analysis for fixed income portfolios. Information I’m interested includes sector exposure, exposure for different ratings, etc. I know FactSet has something like that. Anybody here using it? What are the other products available? Thanks!
Bloomberg, BondEdge, and Barclays POINT will do that no problem. FactSet still has issues with pulling data from many fixed income products, so if you don’t load in the holdings of all your ETFs and mutual funds, you will have problems. FactSet can batch upload holdings for you, and provide robust analytics once the holdings are in the system, though. The first three (Bloomberg and BondEdge in particular) pull data very easily. I use the PORT functionalities in Bloomberg daily, and it does well with most fixed income data. If something doesn’t model well (pricing issues, etc)for something like scenario analysis, you can designate a proxy. All of these tools will do basic holdings-based analysis, though.
Is there any significant difference between PORT and MARS?