Long Term Bond Strategic Bias

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 greater carry, or higher yield to maturity than the index, 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
  • Information ratio above 0.50 since inception

Formerly known as the Quantitative Long Term Bond strategy.



Click here to access the official presentation document.