Discovering Value and Providing Solutions
in the Fixed Income Marketplace


 Historical Performance Attribution

Why did an investment portfolio over or under perform its' peer group? Performance Attribution explores the decisions portfolio managers implemented in attempting to create investment value. FICP® provides detailed analyses of our past investment recommendations, endeavoring to distinguish between two widely practiced and competing methodoligies utilized by investors: the question of whether it is superior security selection or superior market timing that is the primary source of an investment portfolio’s overall measured performance.

Prospective Portfolio Performance Attribution

FICP® also applies performance attribution metrics and risk analytics to the marketplace before  investment recommendations are made in attempt to gain an edge over typical industry returns.

Trade Documentation

FICP® fully documents for our customers every step of analyses we provide in the trade evaluation process which leads to executed investment decisions, including:
    •    Portfolio Level
    •    Individual Securities Level
    •    Swaps
    •    Cash
    •    Leverage