Teams
Systematic Equity Team - Mid-Year InsightsSystematic Equity Team | September 5, 2018September 5, 2018 | Systematic Equity Team
Exploiting Market Inefficiencies with a Systematic ApproachSystematic Equity Team | July 11, 2018July 11, 2018 | Systematic Equity Team
Systematic Equity Team
Emerging Markets Equity
Objective
The Systematic Emerging Markets Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI Emerging Markets ND Index, over a full market cycle.
Investment Universe
Stocks within the MSCI Emerging Markets IMI Index are evaluated for consideration in the portfolio.
Global Equity
Objective
The Global Equity Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI All Country World Index over a full market cycle.
Investment Universe
Stocks within the MSCI All Country World Index are evaluated for consideration in the portfolio.
International Equity Opportunities
Objective
The International Equity Opportunities Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI EAFE Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in international equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the MSCI EAFE IMI Index are evaluated for consideration as either a long or short positions.
International Equity (Systematic)
Objective
The International Equity (Systematic) Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI EAFE Index over a full market cycle.
Investment Universe
Stocks within the MSCI EAFE Index are evaluated for consideration in the portfolio.
Large-Cap Enhanced
Objective
The Large-Cap Enhanced Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 1000 Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in US equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the Russell 1000 Index plus the 1,000 most liquid stocks in the Russell 2000 Index are evaluated for consideration as either a long or short position.
Small-Cap Core
Objective
The Small-Cap Core Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 2000 Index over a full market cycle.
Investment Universe
Stocks within the Russell 2000 Index are evaluated for consideration in the portfolio.
US Equity Opportunities
Objective
The US Equity Opportunities Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 1000 Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in US equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the Russell 1000 Index plus the 1,000 most liquid stocks in the Russell 2000 Index are evaluated for consideration as either a long or short position.
