With over twenty years of experience in international bond management, Dynagest has developed instruments used to track benchmarks encompassing a broad range of debt. This approach lends itself particularly well to strategies applying systematic, full or asymmetric currency hedging.
Dynagest uses optimised sampling consisting of maximising returns on the bond portfolio while faithfully aligning the main risk factors relating to the benchmark. Sensitivity to shifts in the yield curve, sensitivity to changes in credit risk premiums, sector composition and currency exposure are carefully monitored.
stringent monitoring of performance in relation to a benchmark index
broad diversification across sectors and credit ratings
Key Rate Durations (KRD) are used to control a portfolio’s sensitivity to shifts in the yield curve
Duration Times Spreads (DTS) allow managers to effectively control sensitivity to changes in risk premiums.
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