How We Excel
Quantitative Expertise
Quantitative Expertise
Unique quantitative products
designed to capture excess returns
DIAM is a leader in active quantitative products in Japan. Our proprietary Excess Return Model has been applied to a variety of strategies that have earned us wide recognition from institutional investors and professional consultants for our consistent performance and top-class innovation. We also work closely with Mizuho-DL Financial Technology Co., Ltd., a pioneering leader in financial technology development in Japan, to combine practical investment experience with the latest theoretical advances, and develop relative-return and absolute-return products across a diverse range of risk profiles. Financial engineering experts at Mizuho-DL Financial Technology Co., Ltd. and experienced portfolio managers at DIAM work in close partnership to maintain the model at effective levels.
Teamwork with Mizuho-DL Financial Technology Co., Ltd.
Development of DIAM’s ERM Strategies
| 2011: |
Inception of Emerging Mid and Small Cap (ERM applied to Minimum Variance Portfolio) (Reference benchmark: MSCI EM SMID (EMERGING MARKETS Small+Mid Cap) ) |
|---|---|
| 2009: |
Inception of Canadian Enhanced Index Inception of European Enhanced Index (Industry Specific Model) |
| 2008: |
Inception of Asia Enhanced Index (ex Japan) (MSCI Pacific ex Japan (including dividend)) |
| 2007: |
Inception of Japanese Equity Enhanced Active (130/30 Strategy) Inception of Enhanced Index (BRICs) |
| 2006: |
Inception of Mid and Small Cap Equity Quantitative Active (Europe: HSBC Smaller European Company / Japan: Russell/Nomura Small Cap Index) |
| 2003: |
Inception of European Equity Market Neutral |
| 2002: |
Inception of Enhanced Index (Japan: TOPIX / Europe: MSCI Europe Index / Global: MSCI KOKUSAI Index) |
| 2000: |
Inception of US Equity Enhanced Index (S&P500, Industry Specific Model) Inception of Japanese Equity Market Neutral Inception of Japanese Equity Enhanced Strategy (TOPIX) |
| 1998: |
Completion of European ERM |
| 1997: |
Inception of US Equity Enhanced Index (MSCI USA Index) |
| 1996: |
Inception of Global Enhanced Strategy (MSCI KOKUSAI Index) Inception of US Mid and Small Cap Equity Quantitative Active (Russell 2000 Index) |
| 1994: |
Completion of Japanese Equity ERM prototype |
| 1992: |
Inception of US Equity Market Neutral |
