Announcement of the launch of “Active Asset Allocation Fund”
December 12, 2013
On December 12, 2013, Bayview Asset Management Co., Ltd. (BVAM), which is headed by Mr. Ken Yagi, President and CEO, launches its “Active Asset Allocation Fund”, which invests mainly in yen-denominated government bonds and also trades bond futures and stock index futures.
The fund deploys BVAM’s proprietary quantitative model (the RM (Relative Momentum) Model ) developed in conjunction with a financial institution that is a seed investor, and by flexibly adjusting allocation to bond futures and stock index futures, aims to deliver stable absolute returns over the long term.
The fund leverages the benefits of diversification and keeps a lid on risk by maintaining an accurate grasp of the structural characteristics of financial markets, formulating consistent investment rules, and allocating assets to equity, bonds, etc. in a rational and flexible manner.
The fund initially invests in actuals, such as Japanese government bonds and derivatives, namely bond futures and stock index futures. However, BVAM continues to develop the quantitative model in order to add new asset types, diversify transaction timing, and so on.
Continuing on further beyond this new fund launch, BVAM strives to provide investment products that meet its clients expectations.
For inquiries, please contact the Investment Management Planning Department at 813-5210-3341.