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INDEX DATA

Since our inception, Ryan Labs has synergistically utilized our ability to create indexes to assist our portfolio managers in adding value to generic and custom mandates. In 1991, Ryan Labs created the first Custom Liability Index ™, and since then, we have created over 2000 indexes.

By replicating a market enhanced portfolio index on a daily basis, and by pricing our customized indexes daily, our portfolio managers can easily track the risk and reward characteristics of each client's portfolio. This also helps to determine where excess alpha exists along the yield curve, while assisting our managers in identifying over/underperforming sectors.

To request a login for access to Ryan Labs index data, please click here.