Ryan Labs harvests ‘flight-to-quality premium’

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

down-arrow

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 th

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: