The U.S. Large Cap Equity Strategy seeks to outperform the S&P 500 Index over a market cycle, while reducing overall volatility.
- Utilizes a quantitative multi factor approach to identify companies that we believe have the potential to outperform.
- Focused fundamental research that eliminates companies with heightened idiosyncratic risk.
- Dynamic company specific constraint process that seeks to restrict stocks with weak prospects or poor Environmental, Social, and Governance (ESG) characteristics.
- Unique risk management approach that results in a diversified portfolio with lower standard deviation than the benchmark over full market cycles.
- Benchmarked against the S&P 500
- 80-120 U.S. large capitalization holdings
- Sector weight +/- 15% of the benchmark
- Turnover historically 40-80%
- Lower standard deviation than the benchmark over full market cycles
- Fully invested
- Strong ESG considerations
- Individually customizable for your constraints
* Beta & Standard Deviation 36 months
** Dividend yield weighted average, all other data weighted median
Fund holdings and sector allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security.
Total Returns As Of December 31, 2019
Inception Date: February 01, 2011
Strategy Excess Returns Vs. Benchmark Results (Monthly)
Calendar Year Returns
Performance numbers for the most recent period are preliminary and subject to change. Returns for periods of less than one year are not annualized. Past performance is not a reliable indicator of future performance and should not be relied upon to make investment decisions.
The benchmark is the S&P 500 Total Return Index. The S&P 500 is widely regarded as the best single gauge of large cap U.S. equities. The index includes 500 leading companies and captures approximately 80% coverage of available market capitalization.
You cannot invest directly in an index.
For a GIPS-compliant composite presentation, see this Fact Sheet: