Attribution analysis

The Inalytics' bond service provides the alpha of a bond portfolio and attributes the outperformance in terms of the critical factors that drive investment decisions. Where possible, these are defined to be orthogonal. They are:

• Currencies
• Credit
• Duration
• Yield curve effects (twist, butterfly) 
• Other (yield, country and stock specific effects)

These effects are presented in a set of intuitive and easy-to-understand charts and tables which means that you spend the minimum amount of time searching for data and the maximum time interpreting the results.