U.S. Short Duration Inflation Protection Bond

Summary

TARGET

Tracking Error 0.5% - 1.5% over a standard market cycle
Excess Return 0.25% - 0.75% over a standard market cycle

Documents & Resources

N/A

 

The U.S. Short Duration Inflation Protection Bond strategy implements an actively managed, multiple sector approach to inflation-linked portfolio management as a hedge against U.S. inflation.

The U.S. Short Duration Inflation Protection Bond strategy's philosophy focuses on identifying and exploiting inefficiencies in the inflation-linked markets through multiple sources, including sector allocation, security selection, duration management and yield curve management.

Key tenets:

  • Exploit market inefficiencies through fundamental research, which provides the basis for relative value assessments between sectors and securities
  • Seek diversified sources of return
  • Employ a defined risk management process

Availability

Investment capabilities are available to institutional clients through separate accounts, sub-advised portfolios and commingled vehicles. Please contact us for availability in your region.

Performance

*Annualized

Sources: Bloomberg Index Services Ltd, FactSet

Portfolio managers are not licensed by the Hong Kong Securities and Futures Commission to perform any regulated function in or from Hong Kong. Furthermore, none of the portfolio managers are located in or operate in or from Hong Kong.

Data reflects past performance. Past performance does not guarantee future results. The value of investments may fluctuate. Data assumes reinvestment of dividends and capital gains.

Source: Bloomberg Index Services Ltd