Tools & Analysis

Our suite of quantitative tools and our dedicated specialists provide deeper insights into the dynamics that drive portfolio performance.

Muni Bond Analysis

Analyze your clients' municipal bond portfolios to gain a deeper understanding of their structure and exposure to various risk/return sources as well as the impact of transitioning the portfolio to a separately managed account (SMA).

We provide three levels of analysis:

  • 1. Portfolio Analysis:

    Assesses a muni portfolio's maturity, credit quality and other key characteristics, comparing them to those of an AB municipal SMA portfolio. Delivery time: 24 hours.

  • 2. Shock Analysis:

    Illustrates the impact of an interest rate increase or decrease on the prices of bonds in a muni portfolio. Delivery time: 24 hours.

  • 3. Hold/Sell Analysis:

    Shows the order in which the portfolio-management team would sell out of bonds delivered in kind to an AB municipal SMA portfolio. Delivery time: 36-48 hours.

Contact an AB Specialist at (800) 247-4154 to conduct a municipal bond portfolio analysis.

Fixed Income Risk Factor Analysis

We analyze a bond portfolio's historical performance to estimate the risk factors that drive its performance, focusing on sensitivity to three main factors:

  • 1. Interest Rates:

    Changes in market interest rates.

  • 2. Credit/Growth:

    Risk assets, including high-yield and investment-grade credit, emerging sovereigns and currency.

  • 3. Volatility:

    Changes in bond market volatility.

Factor analysis can identify hidden risks and ways to align portfolio positioning with clients' objectives. It can help you stay confident in—and comfortable with—your clients' portfolios.

Contact an AB Specialist at (800) 247-4154 to do a deep dive into your fixed-income portfolios.

Equity Factor Analysis

After an extended beta rally, understanding portfolio exposures—intended and unintended—is critical to success moving forward.

We provide a detailed equity portfolio diagnostic, using a proprietary multifactor regression analysis and a holdings-based historical analysis.

By analyzing historical performance and holdings, we can identify unintended exposures to equity factors, show how your portfolio may respond to various market shocks, and provide details on holdings that overlap across your funds. We identify opportunities that align with your view of the economic environment.

We also do a deep dive into other characteristics that have been driving returns or might impact after-tax returns in the future. These include potential capital gains exposure in underlying mutual funds.

Contact an AB Specialist at (800) 247-4154 to do a deep dive into your equity portfolios

Hypothetical Tool

With this tool, you can analyze the composition and performance of a portfolio of ETFs, open-end funds and closed-end funds in the Morningstar universe, generating a client-approved hypothetical report.

The Morningstar® Hypothetical Report Includes:

  • Hypothetical Portfolio Illustration:

    Historical performance illustration versus a benchmark or competing investment option.

    Sample Report
  • Distribution and Withdrawal Summary:

    Understand the impact of purchases, sales and reinvestments in a portfolio.

    Sample Report
  • Portfolio X-Ray®:

    Understand basic portfolio characteristics and how holdings and expenses align with financial goals.

    Sample Report
  • Portfolio Snapshot™:

    Concise summary of sector, credit, style and other exposures.

    Sample Report
  • Stock Intersection:

    Analyzes the top 50 stock positions (net), helping to identify overlap among investments.

    Sample Report
  • Investment Detail™ Report:

    In-depth performance characteristics and metrics, holdings, sector exposures and more.

    Sample Report
  • Underlying Holdings Report:

    Fundamental analysis, including in-depth analysis of underlying holdings.

    Sample Report
  • Price and Distribution Report:

    Provides the historical month-end net asset value (or market price) for a security, as well as the income and capital gain distributions.

    Sample Report

Analyze your client's portfolio now.

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The information on this web site is general communication and is educational in nature. It is for informational purposes only and is not designed to be a recommendation of any specific investment product, strategy, plan design or for any other purpose. Unless specified, examples used in the materials, or online tools, are completely hypothetical. By providing this information, none of AllianceBernstein, or its employees has the responsibility or authority to provide or has provided investment advice in a fiduciary capacity. Commentaries and opinions provided should not be construed as suggestions for taking or refraining from any course of action and should not be viewed as an investment recommendation because it is provided as part of the general marketing and advertising activities of AllianceBernstein. Please contact your financial professional for investment advice tailored to your specific needs.