Systematic
Global
Equities

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.

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.

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

ESG
Strategies

Factor
Selection

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.

Portfolio
Construction

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