Baker Gilmore
Product highlights
- Specialty fixed income manager
- Fundamental value-oriented approach
- Rigorous forecasting methodology
- Leading-edge risk management and attribution
Investment objective
- Maximize long-term total returns while protecting capital from major market fluctuations
- Exceed the return of the FTSE Canada Universe Bond Index by 0.75% over rolling four-year periods
Philosophy & 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
- Opportunity exists when issues with low default risk are attractively valued
- A value-oriented, long-term theme-driven approach, together with a deep understanding of risk, enables Baker Gilmore to add value while avoiding credit downgrades and defaults
Portfolio construction & risk controls
- Innovative risk and attribution systems
- Sharp focus on downside protection
- Strategies chosen to optimize risk/return trade-offs
- Targeted top-down exposures are achieved through careful security selection
- Risk management is integral to the investment process and ensures the portfolio is positioned for the highest risk-adjusted expected returns
Strategy Inception Date
The inception date of the Baker Gilmore Universe (Core) Bond strategy is December 31, 1993
For more information on this
product please contact:
Brent Wilkins
Senior Vice President,
Head of Institutional Sales, Canada
Tel: +1 (416) 364-5396
Email: [email protected]
Baker Gilmore & Associates Inc.
July 12th, 2022