Long Duration

A strategy designed to help pensions hedge liabilities that seeks to generate excess return through fundamental, bottom-up credit selection

Overview

ABOUT THIS STRATEGY

We believe a bottom-up, fundamentally driven investment process can generate risk-adjusted outperformance and capital preservation over time. Our comprehensive, bottom-up view drives decision-making at a macro level, enabling us to make informed risk and sector allocation decisions.

INVESTMENT APPROACH

Potential Pension Liability Hedge
The portfolio managers' expertise in corporate credit selection may be beneficial for avoiding credit downgrades and improving funded status.

Customized Solutions
The portfolio managers partner with clients to create customized solutions designed to meet individual plan needs.

Duration and Credit Risk Management
Quantum Global, our proprietary fixed income portfolio and riskmanagement system, is integrated into every step of the investment process. Duration and other key sources of portfolio risk are measured and managed consistent with key LDI objectives.

Featured Insight

Fixed Income Perspectives

Quarterly insight from our fixed income teams to help clients navigate the risks and opportunities ahead.

Knowledge. Shared

primary-wireframe_JH_Dandelion_Shaded_Wire_Layered_660x440_transparent

At Janus Henderson, we believe in the sharing of expert insight for better investment and business decisions.

We call this ethos Knowledge. Shared.

PORTFOLIO MANAGEMENT

Michael Keough

Portfolio Manager

Industry since 2006. Joined Firm in 2007.

Performance

RETURNS (%) (As of 06/30/2020)
Composite Gross Composite Net Bloomberg Barclays Long Government/Credit Index
 
3M YTD 1YR 3YR 5YR Since Inception
(09/01/2011)
Composite Gross 6.75 15.59 21.92 11.01 9.83 8.24
Composite Net 6.68 15.44 21.59 10.71 9.54 7.95
Bloomberg Barclays Long Government/Credit Index 6.23 12.82 18.91 10.32 8.98 4.70
RETURNS (%) (As of 08/31/2020)
Composite Gross Composite Net Bloomberg Barclays Long Government/Credit Index
 
3M YTD 1YR 3YR 5YR Since Inception
(09/01/2011)
Composite Gross 2.98 17.08 13.33 10.66 9.72 8.23
Composite Net 2.92 16.87 13.03 10.37 9.42 7.94
Bloomberg Barclays Long Government/Credit Index 2.93 14.36 10.92 9.91 8.98 4.96

Documents

TOP