Duration Capital
Overlay Performance
Three overlay variants -- Conservative, Moderate, and Aggressive -- built on the QuAD Model foundation. Each uses liquid sovereign bond futures to generate uncorrelated alpha on top of an existing portfolio, calibrated to your mandate, risk parameters, and implementation preferences.
The Overlay strategy family uses liquid sovereign bond futures to generate uncorrelated alpha on top of any existing portfolio. Because the active management is conducted entirely within the futures overlay, there is no need to reposition the underlying portfolio -- making implementation fast, tax-efficient, and operationally seamless. Three risk variants allow each client to calibrate the active risk budget to their specific tolerance and mandate.
No disruption to bond portfolio. True uncorrelated, tax-advantaged alpha. Customized active risk. Daily liquidity. Full capital efficiency.
Live Track Record
Active risk ±5 years. Designed for clients seeking modest, uncorrelated return enhancement with minimal disruption to existing fixed income allocations.
2.23%
Annualized Alpha
Live Track Record
Active risk ±10 years. A balanced overlay suited to portfolios seeking meaningfully higher alpha contribution while preserving existing systematic exposures.
4.41%
Annualized Alpha
Live Track Record
Active risk ±20 years. Maximum alpha expression within the overlay framework, suitable for institutional mandates with higher risk tolerance.
8.58%
Annualized Alpha