Ryan Labs harvests ‘flight-to-quality premium’

Defensive risk premia strategy buys ultra-long-dated Treasury futures when markets panic

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As a discretionary investor with a focus on risk-adjusted relative value fixed income and liability-driven investing (LDI), Sun Life Financial-owned Ryan Labs Asset Management has never been a quantitative shop.

Historically, the $8 billion asset manager has employed fundamental macroeconomic and sector research in its core fixed-income strategies to identify securities that score well on a relative value basis. Now the firm has developed a strategy drawing on so-called defensive risk premia

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