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obsessively improving portfolio management for more than 3 decades.

 
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what solutions are you looking for?

 
 
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Which product is right for you?

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News and Publications

 

Investortools Adds Order Routing Connectivity with Trumid to Enhance Fixed-income Trading Experience

New Expanded coverage on over 2,200 Credits

James Morris, Senior VP at Investortools, featured in Institutional Investor

Municipal Market Performance Report 2023 Year in Review

Events

 
 

Performance Reports and White Papers

 
 
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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. 

Simulated performance provides a detailed (Bottom-Up) Breakdown of Total Return

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