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.