On July 25, 2014, Bayview Asset Management Co., Ltd., (BVAM) launched its Active Asset Allocation Fund US, which mainly invests in U.S. bond futures, U.S. stock index futures, currency futures (dollar/yen), etc. as the second fund following Active Asset Allocation Fund (launched on December 12, 2013), which mainly invests in domestic bond futures, domestic stock index futures, etc.

The fund deploys BVAM’s proprietary quantitative model (the RM (Relative Momentum) Model) in the same manner as for Active Asset Allocation Fund, and by flexibly adjusting allocation to the U.S. bond futures, U.S. stock index futures, currency futures (dollar/yen), etc., aims to deliver stable absolute returns on a yen basis.

The fund allocates assets to equity, bonds, etc., in a rational manner by maintaining an accurate grasp of the structural characteristics of financial markets. Once again, in the same manner as last time, in conjunction with a financial institution that is a seed investor, we both made the best use of our long years of practical investment experiences to repeatedly improve the fund model and have finally achieved its application to the U.S. market.

In addition, the already-launched Active Asset Allocation Fund has been performing well as previously expected even during a period of seven months after its launch when the stock market, without a sense of direction, was unfavorable for the fund. The fund has been under consideration in terms of the sophistication of transaction timing, the addition of new short-term signals, and so on. Under the circumstances, BVAM intends to continue developing the model so as to achieve a stable investment performance irrespective of the market situation.

Continuing on further beyond this new fund launch, BVAM strives to provide investment products that meet its clients’ expectations.

For inquiries, please contact the Investment Management Planning Department at 813-5210-3341.