In today’s fixed-income environment, speed, precision, and efficiency are prerequisites for staying competitive and generating alpha. Whether you’re a portfolio manager overseeing hundreds of SMA accounts or an execution desk tasked with optimizing tax efficiency, Perform®’s Portfolio Builder is purpose-built to meet the demands of a modern investment operation.
Fast, Intelligent Portfolio Investment
Portfolio Builder brings the power of automated portfolio construction and the ability to discover optimal trades into a unified, intuitive interface. In seconds, users can construct high-quality portfolios by tapping into the Investortools Dealer Network (IDN), a deep pool of click-to-engage municipal bond liquidity, to source live offerings, Bids Wanted in Competition (BWIC), and submit Requests for Quote (RFQ).
Portfolio Builder’s key capabilities include:
- Evaluation of thousands of live offers per portfolio in real-time
- Seamless integration with IDN for instant access to executable trades
- Smart prioritization of portfolios based on cash aging
This is execution management re-imagined. Portfolio Builder is fast, targeted, and built to scale your business.
Smarter Trade Selection Through Optimization
At the core of Portfolio Builder lies a robust optimization engine, designed to support portfolio management objectives with sophistication and flexibility. It evaluates each potential trade using a blend of analytics, market insights, and portfolio-specific guidelines.
Portfolio Builder considerations:
- Investment process that incorporates both top-down and bottom-up portfolio construction techniques
- Intelligent sequencing reduces portfolio construction times
- Live market insights inform portfolio construction
- Duration and curve alignment to shape portfolios around strategy
- Native integrations ensure alignment with strategic objectives and constraints
Portfolio Builder unlocks the ability to rapidly construct portfolios that perform consistently and capture alpha.
Modified Sharpe Ratio Methodology White Paper
The Modified Sharpe Ratio (MSR) is an after-tax reward-for-risk ratio designed to enable an apples-to-apples comparison of individual securities with different federal tax status, state tax status, de minimis threshold risk, duration level, sector, rating, and security features, including calls and sinking funds. It can be thought of as a spread-for-spread-risk ratio, or as a risk-adjusted after-tax option-adjusted spread.
Scale Without Limits
Built for teams and designed to grow with your business, Portfolio Builder offers unmatched scalability by supporting:
- The ability to adjust investment pacing to align with the desired portfolio construction horizon
- The staging of pre-trade proposals to avoid blotter congestion
- Concurrent runs by multiple users without conflict
Whether you’re managing model-based allocations or customizing portfolios to adhere to specific objectives, Portfolio Builder provides the automation, control, and scale to execute with confidence.
About Investortools
For more than four decades, Investortools has been a leading SaaS provider of solutions regarded by the industry as a prerequisite for fixed-income investment management. Its comprehensive product suite covers portfolio, order, and execution management, performance analytics, 2a-7 compliance, and credit analysis. Trusted by over 200 firms managing more than $1 trillion in assets, Investortools supports SMA managers, fund managers, broker-dealers, and other key market participants.
