Active management of credit more effective over the longer term than a target-seeking strategy

John Sorrell, Head of Credit

Duration: Approx 4 minutes

Active management of the exposure to credit can substantially improve performance but a sole focus on a targeted level of outperformance may not be the best strategy. In fact, over the long term, following a mean reverting strategy will deliver better returns than managing credit in pursuit of a target level of outperformance.

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