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.
Quantitative Stock Selection
Reliable idea generation from internally built quantitative models.
Quantification of major sources of risk within targeted tracking error bands.
Strike an appropriate balance between risk and return by maximizing the potential for alpha generation and controlling active risk.
Use well-researched factors that have been proven to generate long-term excess returns versus capitalization weighted broad market benchmarks.
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.
Replicate selected indices and achieve benchmark returns with minimal dispersion.
Use a variety of indexing methodologies for portfolio construction like full index replication and optimization.
Minimize variance from benchmark by monitoring cash exposure, accrued
Systematic Global Equity Strategies
Index Replication Strategies