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14 August 2025One Pager
Real Return Bond Dynamic Exposure Strategy (RRB)
By Validus - 13 August 2025
Validus’ Real Return Bond Dynamic Exposure Strategy
Kambiz Kazemi, Chief Investment Officer
Validus RRB Proxy Strategy
The Validus Real Return Bond (RRB) Proxy Strategy is a liquid and scalable strategy that
combines Canadian government bonds with a basket of selected commodities, created
using a proprietary mapping methodology of Canadian CPI.
Inside the one-pager
- Strategy construction at a glance
- Return and drawdown snapshots
- Period returns table through the latest cut
- How the 6-month rolling correlation behaves across regimes
Source
Bloomberg, Validus Risk Management