The Enhanced U.S. Large-Cap Value investment strategy seeks to enhance a portfolio’s performance relative to the Russell 1000 Value Index, while keeping other risk-related attributes in line with the benchmark.
The Enhanced U.S. Large-Cap Value investment process is based on proprietary quantitative modeling strategies. These strategies seek out the most attractive large-cap value investment opportunities based on a set of quantitative factors, including fundamental valuation, market sentiment, profitability, earnings quality and financial/market momentum. The team continuously evaluates and tweaks its existing quantitative models by paying particular attention to changing market dynamics in order to successfully identify new investment opportunities.
This strategy attempts to outperform the Russell 1000 Value Index using a multi-factor model to overweight undervalued securities and underweight overvalued ones. In addition to seeking to outperforming its own benchmark, the portfolio is structured to resemble and retain similar risk characteristics to its benchmark.
Enhanced U.S. Large-Cap Value Index portfolios within the composite are subject to certain risks such as market and investment style risk.
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