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Ryan Labs Fixed Income Indices

Published in Fixed Income Indices

Ryan Labs Asset Management offers actively managed fixed income separate account vehicles to institutional investors. A diversified, disciplined, and structured investment process is employed versus popular market indexes, as well as custom liability indexes. Ryan Labs Asset Management has specialized in managing fixed income portfolios tailored to the unique duration needs of institutional clients since 1988.

Strategies include Liability Driven Investing (LDI) strategies managed versus a Custom Liability Index, as well as enhanced market strategies managed against traditional fixed income benchmarks. In 1991, Ryan Labs became the first asset manager to create and manage a bond portfolio versus a daily Custom Liability Index consistent with FAS 158 accounting standards.

Index and portfolio analytics provide the Ryan Labs Portfolio Management Team with daily liability index characteristics, daily risk management control of assets versus liabilities, and performance attribution of assets versus a customized. Ryan Labs has synergistically created indexes to assist portfolio managers in adding value to generic and custom mandates. By replicating a market enhanced portfolio index on a daily basis, and by pricing customized indexes daily, our portfolio managers can easily track the risk and reward characteristics of portfolios. This also helps to determine where excess alpha exists along the yield curve, while assisting our managers in identifying over/under performing sectors.

Ryan Labs 3 and 5 Year GIC Indices are composites of market rates of $1 million Guaranteed Investment Contracts held for three/five years and representative of an unmanaged, diversified investment grade portfolio of contracts.

Key Features and Coverage on RIMES

For this data source, RIMES hosts 3 & 5 Year GIC Indices, Masters.

Some of the index items available include:

  • Average Yield, Expected Monthly Return, Last Purchase Yield, Total Return, Start Date of Series, etc.



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