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obsessively improving portfolio management for more than 3 decades.

 
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Which product is right for you?

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WHITE PAPERS

Fixed Income Performance Attribution

Investortools provides insight into ways to identify and quantify the sources and reasons for a portfolio’s total return. Explore the math behind these calculations and learn how Custom Index Manager (CIM) can help you explain the performance of your portfolios.

Factor-based attribution explains returns using independent systematic factors like income effects, yield curve effects, and spread effects. 

Allocation attribution attributes excess return (portfolio total return minus index total return) to hierarchical allocation decisions and return differences within each grouping. 

To receive a copy of one or both papers, please call us at 630-553-0040, or submit the following form: