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 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 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
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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.
Risk Statistics
Compliance StatementPerformance 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. Investing involves risks including the possible loss of principal and fluctuation in value. Performance includes the reinvestment of dividends and other earnings. Performance figures are presented net of fees or both gross and net. In some instances, fees deducted are actual, in other instances, fees deducted are the highest charged in the composite/portfolio. Actual fees may vary depending on, among other things, the applicable fees schedule and portfolio size. SGI fees are available upon request and may also be found in Part 2A of its Form ADV. Composite returns are calculated from account-level returns based on account membership in the composite during the daily holding period and applying a beginning asset-weighted methodology to each account. Performance includes the reinvestment of dividends and other earning. Investing involves risks including the possible loss of principal and fluctuation in value. The volatility of the indices may be materially different from the individual performance attained by a specific investor. In addition, SGI’s holdings may differ significantly from the securities that comprise the indices. The indices have not been selected to represent an appropriate benchmark to compare an investor’s performance, but rather are disclosed to allow for comparison of the investor’s performance to that of certain well-known and widely recognized indices. You cannot invest directly in an index. For a GIPS-compliant composite presentation, see this Fact Sheet: Total Returns As Of December 31, 2022
Past performance does not guarantee future results. Small Cap Strategy Excess Returns Vs. Russel 2000 Index (Monthly)
Past performance does not guarantee future results. Performance for rolling periods other than monthly are different and are available upon request. The monthly rolling periods are calculated based on the strategy return minus the benchmark return. Outperformance is not indicative of positive absolute performance. Rolling periods calculated monthly since inception. Calendar Year Returns
Past performance does not guarantee future results. Compliance StatementPerformance 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. Investing involves risks including the possible loss of principal and fluctuation in value. Performance includes the reinvestment of dividends and other earnings. Performance figures are presented net of fees or both gross and net. In some instances, fees deducted are actual, in other instances, fees deducted are the highest charged in the composite/portfolio. Actual fees may vary depending on, among other things, the applicable fees schedule and portfolio size. SGI fees are available upon request and may also be found in Part 2A of its Form ADV. Composite returns are calculated from account-level returns based on account membership in the composite during the daily holding period and applying a beginning asset-weighted methodology to each account. Performance includes the reinvestment of dividends and other earning. Investing involves risks including the possible loss of principal and fluctuation in value. The volatility of the indices may be materially different from the individual performance attained by a specific investor. In addition, SGI’s holdings may differ significantly from the securities that comprise the indices. The indices have not been selected to represent an appropriate benchmark to compare an investor’s performance, but rather are disclosed to allow for comparison of the investor’s performance to that of certain well-known and widely recognized indices. You cannot invest directly in an index. For a GIPS-compliant composite presentation, see this Fact Sheet:
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