Equities
Quantitative U.S. Small Cap Equity Portfolio
Performance
| Equities | Ticker | As of 01/27/23 | As of 12/31/22 | Inception Date | Gross Expense Ratio | Net Expense Ratio | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Nav | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Since Inception | |||||
| Quantitative U.S. Small Cap Equity | GQSCX | 12.85 | 8.62% | -8.30% | 9.16% | 7.10% | N/A | 7.74% | 11/13/17 | 3.45% | 0.85% * |
Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value will change so that an investor’s shares when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted. Performance of periods less than one year are cumulative and not annualized. Returns assume the deduction of fund expenses. Performance data current to the most Month- end can be obtained by calling 1-800-442-8299.
Year to Date (YTD) returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested.
Overview
GIM believes that a benchmark-agnostic portfolio of small cap stocks, constructed with a disciplined blend of proprietary multi-factor models and downside risk screens, may achieve long-term performance.
Quantitative discipline; fundamental insight Models based on intuitive fundamentals that drive performance
Proprietary, diversified models for each sector Unique multi-factor stock selection models for buying and selling
Downside risk screens Proprietary earnings surprise indicators, quality of earnings and stock price volatility
Benchmark-agnostic position weights Minimizes single-stock risk; avoids bias toward expensive stocks
Integrates top-down and bottom-up analysis Target +/- 2% of industry group weightings relative to benchmark.
ESG integrated: Thoughtful application of material Environmental, Social, and Governance (ESG) criteria ESG factors, such as proprietary ESG momentum, are incorporated into stock selection models
Continuity of senior Small Cap team since inception Inception date of November 13, 2017
Summary Investment Guidelines
- Universe: Russell 2000 Index
- Benchmark: Russell 2000 Index
- 80-140 holdings
- Maximum position size: 2% for any security
- Sector: +/–3% vs. Russell 2000 Index
Portfolio Managers
Before you invest in the Glenmede Funds please refer to the equity prospectus and/or bond prospectus and/or equity institutional class prospectus for important information about the investment company, including investment objectives, risks, charges and expenses. You may also obtain a hard copy of the prospectus by calling 1-800-442-8299. The prospectus should be read carefully before you invest or send money. Related Literature and Disclosures
*The Quantitative Small Cap Equity Portfolio has contractual management fee/expense waivers that continue through February 28, 2022.
Investments in small issuers generally carry greater risk than is customarily associated with larger companies such as narrower markets, limited financial resources and less liquid stocks.
The Glenmede Funds are offered only to United States residents, and information on this site is intended only for such persons. Nothing on this website should be considered a solicitation to buy or an offer to sell shares of any Glenmede Fund in any jurisdiction where the offer of solicitation would be unlawful under the securities laws of such jurisdiction.
The Russell 2000 Index is an unmanaged, market value weighted index, which measures performance of the 2,000 companies that are between the 1,000th and 3,000th largest in the market. One cannot invest directly in an index.
Mutual fund investing involves risk. Principal loss is possible.
The Glenmede Funds are distributed by Quasar Distributors, LLC.