Quantitative Universe Bonds

With its Quantitative Universe Bond strategy, Optimum Asset Management aims to ensure that the portfolio duration matches the benchmark, but with different sector weightings. This asset management strategy combines an overweighting of quality credits with a central position on the rate curve. 

Thanks to the quality credits of provincial, municipal and corporate bonds, this Optimum strategy offers a greater carry, or higher yield to maturity than the index, while preserving capital.

Optimum strategy based on four types of analysis

  • Fundamental analysis
  • Technical analysis
  • Market sentiment analysis
  • Seasonality analysis

Strategy Highlights

  • Capital preservation strategy created in 2005
  • Developed using exclusive cutting-edge technology with qualitative and quantitative filters
  • Proven solid returns—consistent value added over 10 years
  • Information ratio above 0.50 since inception

Documentation

 

Click here to access the official presentation document.