Research proves it: For institutional portfolios, a systematic multi-factor approach offers greater diversification in terms of the investment universe and a better risk-return profile than traditional fundamental approaches.
Asset owners often manage their own bond portfolios or outsource them to traditional fundamental managers. However, both approaches may not tap into the breadth and depth of the full global universe and return sources. A data-driven, factor-based approach can open new potential for bond portfolios, complementing traditional fundamental approaches.
DATA-DRIVEN FIXED INCOME SOLUTIONS
Investment Grade Credit
Capture the return potential of corporate bonds with a systematic approach
Your advantage: We act science-based and systematic
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Larger investment universe: Quoniam’s data-driven approach efficiently analyses the global investment universe, providing access to more sources of return. -
High diversification: Portfolios hold a large number of small, active positions, resulting in high diversification and low tracking error.
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Alternative performance drivers: While fundamental approaches often generate returns through an active carry strategy, Quoniam incorporates more sources of return such as value and momentum.
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insights
Get in touch with Quoniam, and let’s discuss your investment goals and how to achieve them. Contact us for an analysis of the best strategy for you.