INVESTMENT STRATEGIES

Quant Canadian Fixed Income

Overview

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.

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Quant Absolute Return Bond

Overview

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.

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FOLCO Real Estate

Overview

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.

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FOLCO Long/Short REITs+

Overview

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.

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Canadian Equities

Overview

The Canadian Equities strategy uses an actively managed multifactor approach with a stronger focus on a combination of the value and momentum factors. Equities in Canada have a cyclical history where the value and momentum have strong periods of outperformance depending on specific market cycles and both factors complement each other well through those cycles. We implement a systematic and unbiased quantitative approach which helps reduce cognitive biases preventing styles and objective divergence. While implementing the systematic process, we have a bottom-up procedure for both value and momentum factors. The portfolios are blended while individual selections are analyzed from a fundamental and technical point of view. Significant risk management and control measures are finally applied to reduce unwanted deviations from styles and indices.

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Global Equities

Overview

The Global Equities strategy uses an actively managed multifactor approach with a stronger focus on a combination of the value and momentum factors. We also have a country by country selection completed by our proprietary models. We therefore focus solely where value or momentum factors have a history of strong outperformance so we do not “waste” factor strength with the noise of Global Markets. Our global equity portfolio encompasses 18 countries where we implement a systematic and unbiased quantitative approach which helps reduce cognitive biases preventing styles and objective divergence. While implementing the systematic process, we have a bottom-up procedure for both value and momentum factors. The portfolios are blended while individual selections are analyzed from a fundamental and technical point of view. Significant risk management and control measures are finally applied to reduce unwanted deviations from styles and indices.

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