Systematic
Global
Equities
Active Strategies use disciplined stock selection and portfolio construction methods for generating alpha.
Factor Strategies use risk premia associated with various factors to drive incremental returns.
Passive Strategies offer exposure to market beta through index replication.
All three of these strategies are complimentary and represent a continuum. ESG Factors are incorporated in all Active Strategies.
Active
Strategies
Quantitative Stock Selection
Reliable idea generation from internally built quantitative models.
Risk
Awareness
Quantification of major sources of risk within targeted tracking error bands.
Portfolio
Construction
Strike an appropriate balance between risk and return by maximizing the potential for alpha generation and controlling active risk.
Factor
Strategies
Factor
Selection
Use well-researched factors that have been proven to generate long-term excess returns versus capitalization weighted broad market benchmarks.
Portfolio
Construction
Stock weights within a portfolio are determined by their exposure to selected factors.
Single and Multi- Factor Strategies
Portfolios can be targeted to offer exposure to a single factor or combined in static or dynamic multi-factor strategies for more diversification.
Passive
Strategies
Portfolio
Profile
Replicate selected indices and achieve benchmark returns with minimal dispersion.
Portfolio
Construction
Use a variety of indexing methodologies for portfolio construction like full index replication and optimization.
Portfolio
Monitoring
Minimize variance from benchmark by monitoring cash exposure, accrued
Systematic Global Equity Strategies
Active Strategies
Factor Strategies
Passive Strategies
Index Replication Strategies