The objective of this strategy is to provide improved return potential relative to the benchmark in a risk- and cost-controlled manner. The benchmark captures global large- and mid-cap corporations across 21 developed markets, excluding the U.S. and Canada.
100% MSCI EAFE Index
Philosophy and process
Systematic multifactor-investment approach that aims to identify and invest in securities that provide exposure to multiple drivers of returns (factors) for enhanced performance potential and diversification benefits.
Security-selection process blends the three complementary quantitative factor themes of momentum, quality, and value. In other words, companies with improving price and fundamental trends relative to peers, with underlying businesses that are profitable and that have other quality attributes are favoured.
Diversified and risk-controlled security selection typically produces portfolios that hold hundreds of positions, diversified across geographical locations and sectors, to manage unwanted risk while focusing on enhanced returns.