Fixed Income Analytics

Loaded with features for sophisticated fixed income portfolio analysis, Perform is a complete fixed income analysis system for both taxable and tax-exempt bonds. Users can look ahead in simulations, back in return attribution, analyze their current holdings, and even rewind portfolios historically.

Perform often provides more than one way to attack a problem with its powerful data analysis tools. If the data is in Perform, you should be able to access it for analysis. For example, portfolio structures (such as asset class or duration) can be analyzed either in graph or report form. Spreads can be analyzed and accessed historically. You can also compare the makeup and performance of a portfolio with its historical makeup and performance as of any specified date in the past. Perform stores all your price and portfolio history.

Perform’s total return analysis feature enables you to analyze results rather than manipulate data. For those who need to understand their return in terms of portfolio structure, Perform aggregates this information into user-definable buckets. For those who want to know the return contribution of individual bonds, Perform provides data on individual securities – including returns on all transactions. Perform will calculate total return between any historical pricing dates and across multiple portfolios simultaneously.

Simulations enable users to construct multiple non-parallel yield curve shifts and simulate many environments at once. Traders can test (and save) swap ideas. Swaps can be placed into simulated yield curve changes, to understand how a prospective trade will perform in different yield environments.

Municipal bond managers will find value in Perform’s delivery of the Standard & Poor’s / Investortools Municipal Bond Indices* total return benchmarks. Perform also provides comparison of those returns (and index structures) to your own portfolio.

*More information regarding the Standard & Poor’s / Investortools Municipal Bond Indices is available at http://www.kennyweb.com/kwnext/mip/pi/pidirectorycurrent.html.