Factset Investor Day Presentation Deck
FACTSET
Middle Office Performance Solutions
Provides a complete solution for middle office operations, including performance measurement, attribution,
Global Investment Performance Standards ("GIPS"), and reporting on cloud and API-based platforms
OPPORTUNITIES
Provide investment teams with a single solution
for performance measurement, attribution,
GIPS composite management, and reporting
Provide more precise results for middle office
performance and risk calculations, as required by
investment teams
Enable flexible, accessible, and digital distribution
of performance and risk results, driving timely
and transparent communication with stakeholders
Global Absolute Return
Benchmark: FTSE (3 M) Treasury Bill (LOC)
Currency: JPY
Reporting Date: 28 February 2022
Year
2012
Composite Composite Primary
Total Return Total Return Benchmark
Gross% Net %
%
2013
2014
2015
2016
2017
2018
2019
39.00
20.91
22.00
-12.77
743
33.23
-15.67
22.00
-12.77
7.43
33:23
-15.67
11.49
11.49
32.01
32.01
6.32
6.32
11.59
0.03
16.10
10.17
2.60
4.39
YTD 2022 -6.79
-6.79
16.16
4.39
10
0.61
n/a The three-year ex-post risk statistics are not presented because the composite does not yet have 36 monthly returns as of this date.
Disclosures
Definition of the Firm
FactSet is an independent investment management firm established in 2007. FactSet manages a variety of equity, fixed-income, and balanced assets,
primarily for European clients.
2020
2021
39.00
20.91
3-Yr
St Dev %
Composite Benchmark Composite Benchmark
3-Yr
3-Yr
3-Yr
Return% Return% St Dev %
7.46
-2.34
21.52
11.89
9.10
19.31
27.04
16.00
15.28
8.76
14.51
4.56
7.68
6.47
13.89
13.03
12.46
21.62
14.11
0.36
-2.78
-2.60
-0.79
1.28
-4.45
7.80
7.47
11.68
3.65
-1.68
-2.06
-0.72
-1.35
12.12
12.24
8.95
8.26
8.60
7.89
10.93
10.07
15.95
Composite Composite Total Firm
Number of
Assets Assets
Portfolios Dispersion
(millions) (millions)
%
0.00
0.00
0.00
16.00
10.16
5.76
5.15
4.60
10
10
10
FACTSET
10
10
10
10
10
10
10
3.85
7.75
8.01
5.24
775,445 97,168,231
974,609 140,290,331
1,209,426 186,836,838
1,051,761 187 417,709
1,129,904 n/a
1,505.373 247,299,584
1,269,482 237 273,699
1,415,354 297,565,214
1,868,427 351,891,287
1.648,568 352,836,406
1,476,624 n/a
5.45
8.76
4.63
Composite Descripti
FactSet's Global Absolute Return Composite is a fixed life strategy that uses a global macro approach to find what we believe are deep value-based equity
and fixed-income securities. We look for value among beaten-down equity and fixed-income securities, including both investment-grade and non-investment-
grade 88 12019 CFA Institute. All rights reserved. www.cfainstitute.org Global Investment Performance Standards (GIPS) for Firms bonds, and may use
currency forwards to add value or for hedging purposes. Key risks: The burden of national debt, high political risks, and a possible change in monetary policy
by central banks may derail the economy. Because investments include both investment- and non-investment-grade debt, there is also the risk that credit
events may affect the valuation and repayment of principal and interest. Fixed-income securities are also subject to interest rate risk, sector and/or country
risk, and industry risk. Equity securities are subject to several risks including market risk, company-specific event risk, or becoming worthless in the case of
bankruptcy. The strategy invests in currency forwards not only for hedging purposes but also for alpha generation. There is risk that currency bets may not
work in our favor as a result of political events, central bank intervention, or other factors not foreseen. The investments are expected to be liquidated in
December 2022, and all proceeds will be distributed at that time. The composite was created in June 2012.
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