Strategies

The Long term bond strategic bias strategy is comparable to the FTSE Canada long term bond index. Its portfolio duration is similar to this benchmark, but with different sector weightings. This asset management strategy combines an overweighting of quality credits with a central position on the rate curve.

With this strategy, Optimum Asset Management can offer a higher yield to maturity than the benchmark, while ensuring flawless risk management. This is possible thanks to quality credits of Canadian bonds—provincial, municipal and corporate—on the financial markets.

Optimum strategy based on six types of analysis

• Fundamental analysis
• Technical analysis
• Market sentiment analysis
• Seasonality analysis
• ESG analysis
• Multi asset class analysis

Strategy highlights

• Ongoing risk management strategy created in 2006
• Developed with exclusive cutting-edge technology incorporating qualitative and quantitative filters
• Effective, structured investment process that has generated value added over 10 years
• Objective to generate an information ratio greater than 0.50 (high potential for outperformance)

Documentation