Asset Management

CONCEPT

Based on in-depth investment and research as the core, the asset management business of RIME Capital is based on a prudent and rigorous risk control strategy, deeply mining the value of assets, and combining stock investment and fixed income investment to achieve long-term and stable asset appreciation for customers.

In the post-epidemic cycle, in the environment of increased uncertainty in domestic and foreign financial markets and intensified price volatility of various assets, we will customize the best investment plan for customers.

We aim to build a long-term stable absolute return portfolio, strive to avoid systemic risks and market extremes, and increase portfolio returns while reducing portfolio volatility.The team will uphold the spirit of RIME and strive to create a 'RIME' investment miracle under two important and contradictory conditions: low risk and high return.

OUR TEAM

The team members have more than 15+ years of experience in Finance Industry, and are well experienced in fund management of insurance asset management platform
More than $300+ million, Asset under management and advisory
Various Strategic products including equity, fixed income and hybrid funds, all of which are actively managed, and FoF products are planned to be developed in the future

OUR STRATEGY

Asset Allocation

Specialized in large-scale asset allocation and trend investment

Yield Strategy

Fixed Income: Achieve absolute returns through different durations and trading of U.S. Treasuries and investment-grade bonds
Equity: Pursue long-term stable returns, build long-short portfolios through in-depth analysis of stock fundamentals, and capture investment opportunities with derivatives and structured products

Risk management

Quantitative timing and quantitative stock selection are used to accurately determine the timing of trading, meanwhile effectively hedge systemic risks to achieve long-term, stable and low-volatility strategy

Portfolio investment Return = strategic asset allocation + tactical asset allocation + market timing

Generally, the decisive factor for more than 90% of the portfolio's return comes from the strategic asset allocation SAA

strategic asset allocation

Macro strategy over long-term or multi-term investment horizon
Systematic top down asset allocation.
Set target configuration ratio and adjust at regular intervals
Ensure target is not deviated from and risk under control, and risk-return characteristics are established in an equilibrium state

Tactical asset allocation

Tactical, dynamic asset allocation
Investment decisions are correlated to economic cycles and market sentiment
Stock market: growth vs value, industry
Bond market: duration, credit, leverage, convertible bonds
Seek short/medium-term excess returns

Market timing

Micro strategies over very short-term investment horizon
Adjust with market sentiment or behavior patterns
Earn active managed alpha α
Stock market: swings, individual stocks, IPOs, etc
Bond market: swings, term spread, credit spread, etc

Bottom-up + top-down configuration combination

The actively allocated hedge fund portfolio evaluates investment opportunities from a global macro perspective to a top-down perspective, and selects large asset classes and regions with investment opportunities for asset allocation; Combined with qualitative and quantitative analysis of funds and fund managers bottoms up, the portfolio construction method, fund manager style, competence distribution, income sources and other dimensions are dismantled and classified, as to select strategies, regions, risk exposures, and underlying funds. Thereby achieve the goal of significantly reducing portfolio risks (volatility and drawdown), adapting to different market styles, and reaching relatively smooth medium to long term stable investment return.

Bottom-up

Focus on fundamental analysis of underlying fund
Choose hedge funds with special advantages and characteristics to achieve consistent alpha returns to the portfolio