Absolute Return
Fixed Income

Baker Gilmore’s Absolute Return Strategy provides
an “all-weather” solution focused on producing
positive returns regardless of the macro
environment and underlying market direction.

This strategy provides an alternative solution for investors concerned
with rising interest rates, while allowing them to maintain exposure to
fixed income securities that can provide a source of capital
preservation in the event of challenging equity market environments.


While offering portfolio diversification and low correlation to
traditional asset classes, our Absolute Return Strategy also provides a
more liquid source of diversification than that of popular illiquid
private market investments.

Product highlights

  • Focus on capital preservation while seeking to deliver positive returns across all market cycles
  • Allocate duration risk to optimize risk/return relationship
  • Global opportunity set and flexibility to invest outside traditional bond universe
  • Multiple sources of added value and precise risk management

& process

  • Markets regularly deviate from fundamentals
  • Top-down macro forecasting of key factors that drive bond market returns
  • Bottom-up fundamental research focused on accurately determining default risk
  • A long-term value-oriented approach combined with a deep understanding of risk to create a portfolio that seeks positive returns across all bond market environments
  • Use of multiple sources of added value with no persistent tilts or biases

Portfolio construction & risk controls

  • Opportunistically invests across the fixed income spectrum
  • Diversified, high conviction portfolio optimizing risk/return trade-offs
  • Targeted top-down exposures achieved through careful security selection
  • Innovative risk and attribution systems
  • Integrated risk management
  • Ongoing review to ensure portfolio positioned for highest risk-adjusted expected return

For more information on this
product please contact:

Brent Wilkins

Senior Vice President,
Head of Institutional Sales, Canada

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Baker Gilmore & Associates Inc.
July 12th, 2022