Nymbus Capital's active quantitative approach uses modern technologies such as big data, artificial intelligence and distributed computing to find value in all sectors of the bond market to build a portfolio of high quality short-term securities. With a focus on yield enhancement and capital preservation, the strategy aims to maximize the return per unit of risk with a low level of volatility.
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 Long/Short Income 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’s investment objectives are to generate absolute returns throughout the credit cycle by investing long and short in credit and other income generating securities with a capability to hedge credit and interest rate risk. The strategy will also seek to preserve capital and mitigate risk through the application of disciplined and rigorous risk management.
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.