Strategien
Lösungen & Multi-Asset
Applied Enhanced Index Russell 1000 Strategy
|
Applied Enhanced Index Russell 1000 Strategy |
Strategien
Lösungen & Multi-Asset
Applied Enhanced Index Russell 1000 Strategy
|
|
|
We believe common, market-oriented factors drive the majority of stock returns.
Over the last 20 years, market-driven factors have explained about 65% of the relative performance of global separate account managers1.
Our goal is to extract value from these return drivers.
Using proprietary methodology, we seek to identify those factors most likely to produce excess returns in the current environment. Through quantitative modeling and screening, we then tilt the portfolio toward stocks with exposure to those factors.
Potential to realize index-like returns, after fees |
Every part of the investment process is oriented towards taking calculated risks and managing those risks over time. |
Focused on limiting tracking error |
To manage tracking error and overall volatility, the team seeks to closely align the portfolio's sector weightings, average market capitalization and beta with the Russell 1000 Index. |