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 are expected to outperform
- Focused fundamental research that eliminates companies with heightened idiosyncratic risk
- Dynamic company specific constraint process that restricts stocks with weak prospects or poor ESG characteristics
- Unique risk management approach that results in a lower volatility portfolio that is diversified across sectors and factors
- Benchmarked against the S&P 500
- 80-120 U.S. large capitalization holdings
- Sector weight +/- 15% of the benchmark
- Turnover typically 40-80%
- Volatility lower than the benchmark
- Fully invested
- Strong ESG considerations
- Individually customizable for your constraints
* Beta & Standard Deviation 36 months
** Dividend yield weighted average, all other data weighted median
Total Returns As Of September 30, 2019
Inception Date: February 1, 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: