For equity portfolios, break down your active return in terms of sector allocation, security selection, and currency movements. Leverage our proprietary risk models to assess how various risk factors contributed to your portfolio’s performance. Understand why your portfolio outperformed or underperformed a benchmark over a historical time period and analyze how the structure of your portfolio contributed to your active performance. Identify the sectors or holdings that have contributed to your portfolio’s performance and compare it relative to your benchmark. Gain insight into your portfolio’s historical risk/return profile by examining ex-post standard deviation, Sharpe ratio and other statistical measures. Easily change the analysis time frame to identify specific sub-periods or long-term performance patterns. Examine the historical cumulative performance of your portfolio relative to its benchmark. Identify the sectors or holdings that have exhibited the best risk/return trade-off and contributed the most to your portfolio’s return. With the Bloomberg Portfolio & Risk Analytics solution, PORT, you will be able to examine the historical performance of your portfolio, either on an absolute basis or relative to a benchmark. This platform offers centrally administered off-terminal batched reporting capabilities calculated by industry leading attribution and risk models. PORT is fully integrated with the Bloomberg Terminal at no additional cost.īloomberg also offers an industrial-strength version of its Portfolio & Risk Analytics platform called PORT Enterprise. The terminals based version of our Portfolio & Risk Analytics platform offers a comprehensive perspective for your portfolio-past, present and future-streamlining your overall investment management workflow. Our platform will help you make quicker, more informed decisions by enabling you to easily and accurately measure portfolio risk and return. 
The Bloomberg Terminal puts the industry’s most powerful suite of global, multi-asset portfolio and risk analysis tools at your fingertips.īloomberg’s Portfolio & Risk Analytics solution for investment professionals empowers you with the tools required to successfully implement optimal investment portfolio strategies.
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