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15 August 2025One Pager
Real Return Bond Dynamic Exposure Strategy (RRB)
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