For investors looking for significant excess return relative to the FTSE TMX Canada Universe Bond Index and interested in quantitative portfolio management using modern technologies. The strategy seeks for value across all sectors of the Canadian bond market using computer modeling. Seeks maximum current income and total return through active asset allocation across fixed income sectors. Active asset allocation is paramount in our efforts to mitigate risk and achieve better risk-adjusted returns. The strategy can be more or less aggressive per client mandate.
Nymbus Quant Absolute Return Bond is a strategy that seeks to generate stable risk-adjusted absolute returns consisting of dividends, interest income and capital gains by investing primarily in investment grade corporate debt and debt-like securities, with a focus on capital preservation. The strategy is actively managed, using computer modeling and artificial intelligence, to optimize current income and mitigates interest rate risk to generate returns regardless of the interest rate environment. It is designed to offer the benefits of a core bond approach – capital preservation, liquidity and diversification – but with higher income potential and the opportunity to minimize downside risk to a greater degree.
The strategy offers exposure to a diversified portfolio of high quality real estate equities with the objective of providing high and consistent income in a risk-controlled framework. Listed commercial real estate provides persistent income streams, through a tax-efficient monthly distribution, combined with long term capital gains potential. Canadian real estate investments trust (REITs) are occasionally mispriced and provide opportunities for tactical asset allocation shifts.
The strategy offers exposure to a combination of a long diversified portfolio of high quality defensive equities alongside a short exposure to weaker companies. This portfolio construction limits the directional market risk of the strategy and aims to provide significant excess return in a risk-controlled framework.