Active Strategies use disciplined stock selection and portfolio construction methods for generating alpha.
Passive Strategies offer exposure to market beta through index replication.
ESG Strategies offer exposure to single or multiple Environmental, Social, and Governance factors.
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.
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 dividends, and corporate actions.
ESG factors are selected based on the primary objective of the underlying strategy. Includes factors outside of the traditional, fundamental, measures found in financial statements to determine a company’s suitability for investment.
Stock weights within a portfolio are determined by their exposure to the selected ESG factors. Portfolios can be constructed passively, to match an existing ESG index, or actively managed versus a target index.
Single and Multi- Factor Strategies
Portfolios can be targeted to offer exposure to a single ESG factor or to combined multiple ESG factors.
Systematic Global Equity Strategies
Index Replication Strategies