Delegate in C# attribute

I am looking to put a static delegate inside of a custom attribute. What I am running into is Activator.CreateInstance is a major bottle neck and I'd like to avoid it. I am using Mono and running on iOS so compiled lambda and any JIT'd method is out of question. What I was hoping to do is put a static factory constructor on each class that has the attribute. So it would be something like:

[CustomAtt("cool",FactoryMethod)]
public class SomeClass{
    public static SomeClass FactoryMethod(){
        return new SomeClass()
    }
}

This gives me a compile error An Attribute must be a constant expression, typeof expression or array creation expression

The reason I was going to stick it in the attribute is all of the objects I will be creating already have the attribute and I have the attribute when I need to create the object.

Is there another way to accomplish this, or another faster way of creating objects.