null Global Investment Grade Beta Plus

Global Investment Grade Beta Plus

Passive Fixed Income Efficient Beta US
  • Benchmark Bloomberg Barclays Global Aggregate Total Return Index
  • Inception Date March 2020

Strategy Overview

Mellon’s Global Investment Grade Beta Plus strategy offers an efficient, disciplined and systematic approach designed to overcome the challenges in today’s global investment grade corporate bond universe— difficulty realizing the full credit premium, high transaction costs, and high index turnover.

 

Objective
The strategy sees annualized excess returns of 50-75 basis points versus Bloomberg Barclays Global Aggregate Total Return Index at low tracking error volatility (0.75 – 1.0%).

 

Approach
Mellon’s approach to investing in global investment grade credit seeks to add value with low tracking error by strategically managing turnover and allocating the risk budget to higher risk-adjusted return market segments. The strategy also leverages Mellon’s proprietary, time-tested credit model to enhance security selection, mitigating exposure to lower quality issuers and over-valued bonds. Finally, it utilizes our cutting-edge trading innovation to cost-effectively source diversified baskets of bonds through credit portfolio trading.

 

Please note that all investment strategies involve risk.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.