Built on Enduring, Long-Term Foundations

  • Research-driven quantitative investment processes built on academic, economic and behavioral foundations implemented by experienced market practitioners are the key to achieving superior investment performance.
  • Within equities, usage of select carefully chosen value, growth and quality factors is the most robust basis for achieving excess returns.

Dynamic, Not Static

  • Building multi-factor equity portfolios is the most effective tool for leveraging factors into outperformance.
  • An adaptive, dynamic approach to choosing those factor weightings that reflects how investor behavior varies over sectors and time will generally outperform a more static approach.

The Value of Experience

  • Given the finite and changing nature of asset classes, dynamic asset allocation is often best executed via a combination of quantitative techniques and fundamental judgment of seasoned investors.

Adding Alpha in Execution

  • Efficient portfolio implementation, both by building a diversified portfolio to maximize return per unit of risk and by cost-efficient execution, is an important contributor to achieving and preserving outperformance.

Thoughtful ESG Approach.