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

Factor Strategies

Passive Strategies

Index Replication Strategies