Ryan Labs Harvests "Flight-to-Quality Premium"
Defensive risk premia strategy buys ultra-long-dated Treasury futures when markets panic.
Treasury Rate Duration, Inflation, and the DRP
U.S. Treastury rate duration is a diversifying risk exposure accessible to, and investible by, all investors regardless of their scale.
With higher rates, does the Flight-to-Quality dynamic remain intact?
Recent evidence says yes. Click in the link below for more details.
2017 Annual Performance Review
Celebrating 16 Years of Outperformance: 2017 Year End Review
Overlay Strategies Part One: Treasury Futures Overlay June, 2016
An introduction towards overlay strategies as part one of a three part series with a focus on Treasury Futures.
Bond Market Illiquidity November, 2015
An overview of the impact of illiquidity in the fixed income market on institutional investors
Introduction to Sustainability Modeling for Faith Based Organizations
Globally, faith based organizations (FBOs) both large and small are facing challenges unlike any other institutional entity...
2Q15 Core Fixed Income Outlook
With the second quarter just around the corner, we sat down with two of our portfolio managers to discuss the Ryan Labs core fixed income strategy and outlook. Michael Donelan, CFA...