U.S. Multi Factor Quantitative


This strategy aims to deliver superior risk-adjusted returns relative to the benchmark over the medium to long term by investing in U.S. equities.


100% S&P 500 Index

Philosophy and process

  • A 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.
  • The security-selection process creates a composite of more than 30 factors grouped under 8 themes such as value, quality, momentum, growth, low volatility as well as sentiment, technical, and defensive.
  • A high-conviction strategy that selects the top 15% stocks of the index based on their relative score vs the team’s proprietary blend of factors.
  • The portfolio is rebalanced monthly.

Why invest in these strategies?

  • Access to targeted multifactor exposure to the U.S. equity market.
  • Strategy tends to have less downside risk during a weaker market, but good participation in a strong equity market.
  • Proven and repeatable process to attain performance objectives.

How to invest?

Portfolio Manager(s)

Sébastien Vaillancourt

Senior Director, Portfolio Manager, Quantitative Equities

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