The U.S. Small Cap Equity Strategy seeks to outperform the Russell 2000 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 restricts 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 Russell 2000
- 80-120 U.S. small 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
Total Returns As Of September 30, 2019
Inception Date: February 01, 2014
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 Russell 2000® Index. The Russell 2000® Index consists of the smallest 2,000 companies in a group of 3,000 U.S. companies in the Russell 3000® Index, as ranked by market capitalization.
You cannot invest directly in an index.
For a GIPS-compliant composite presentation, see this Fact Sheet: