FundCalibre Elite Radar: Artemis Target Return Bond

That is the view of bond veteran Stephen Snowden, who feels that after facing numerous economic headwinds, significant opportunities are starting to appear for the Artemis Target Return bond fund.

Before you ask - yes - this fund does sit in the Investment Association Target Absolute Return sector, but as Snowden himself explains "attempting to deliver positive returns in all market conditions is a noble quest - but it is doomed to fail".

Hence he is keen to stress the term ‘target return' rather than ‘absolute return' - as the fund carries some interest rate and credit risk.

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However, this low beta fund also has some absolute return traits. With the ability to go long and short, the fund invests globally in government and corporate bonds as well as asset-backed and mortgage-backed securities. The fund targets an annual return of at least the Bank of England Base rate, plus 2.5% after fees.

Maximising risk-adjusted returns is the goal and the fund looks to generate returns from six different sources: asset allocation, stock selection, ratings, sector selection, yield curve and duration.

The fund is broken down into three modules: credit, rates and carry. The carry module tends to be the least volatile and consists of short-duration investment-grade credit.

The rates module focuses on government bond markets across the world, incorporating views on inflation, interest rates and yield curves; while the credit module focuses on fundamental research and finding stock-specific opportunities across investment grade, high yield and emerging markets. All three help build this unconstrained portfolio.

Snowden has an exceptional track record dating back more than two decades, having worked at both Aegon and Old Mutual in that time. He is joined by co-manager Juan Valenzuela on this product.

In the face of rampant inflation, rising interest rates and ongoing geopolitical concerns, you could understand any manager being cautious - but Snowden is now relatively bullish, claiming "you only ever get bargains on stormy days."

Snowden points to the focus on short-duration (the portfolio has modified duration between two years to four plus years, as a major opportunity, particularly as markets have priced in base rates in the UK peaking at 5.3%.

He strongly believes these forecasts are wide of the mark, adding the UK mortgage market and, ultimately, consumer spending, could not handle rates in excess of 4%.

"The idea of rates going to 5% to 6% is remote. That means the yield on short-dated investment grade bonds is incredibly attractive - and these are the cornerstone of this product. You are now getting roughly 6% yields on short-dated investment grade corporate bonds at the index level.

"How much more damage needs to be done to the bond market in order for us to see further losses in the next 12 months?

The bond market can fall in that time, but yields would have to rise from 6% to 9% in short-dated investment grade bonds to lose money in that period.

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They did peak at 8% yields during the Global Financial Crisis, so we would need to see destruction in the bond market in excess of the GFE to lose money in that timeframe."

So what do these opportunities actually look like in the current portfolio? A good example is a position in Canary Wharf Group, a holding which yields almost 8% and matures in less than 2.5 years.

Snowden says the top 10 tenants are rock solid with "arguably the weakest being HM Government". Adding you will get your money back on an incredible yield.

The dramatic falls seen in bond prices means yields on UK corporate bonds have now risen to 7%, roughly matching what the markets are forecasting for inflation in the next 12 months.

However, Snowden says the attraction for this 7% yield comes in the longer term, with inflation forecasted to fall to less than 4% in 12 months and 3% in the following 12 months after that.

He says: "At 7%, multi-asset and equity funds will be buying bonds - so demand has increased. All the while supply will fall as the economics of many a companies' boardroom change dramatically when yields go from 2% to 7%. A reduction in supply and an increase in demand will result in a rally."

Given all the challenges this fund has faced, it is quite a feat that it has produced a positive return since launch.

But there is now confidence in a number of opportunities opening up for short-duration investors - if that is the case then this experienced management team and rock solid investment process make it an ideal core holding for investors.

Darius McDermott is managing director of FundCalibre

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