Investment Objective
Achieve above-benchmark long-term performance through capital appreciation.
We seek to create and consistently maintain a strategy with favorable attributes relative to the benchmark index utilizing unique stock ranking models for each sector, downside risk screens and leading industry group indicators.
Key Tenets of Our Approach
Proprietary, multi-factor stock selection buy and sell models for each sector
Downside risk screens (e.g. earnings surprise indicators, quality of earnings)
Leading industry group indicators, integrating top-down and bottom-up metrics
Universe
- Russell 1000 Index
Benchmark
- Russell 1000 Index
Operating Target
- Typically, 80-140 long holdings
- 40-100 short holdings
- Existing long position maximum: 3% for any security
- Existing short position maximum: -0.8% for any security
- Fully invested: Typically <1% cash
Limiting Exposure
- Sector: +/– 3% vs. the benchmark
- Industry group targets: +/– 2% vs. the benchmark
The Russell 1000 Index is an unmanaged, market value weighted index, which measures total return performance of the 1,000 companies that are largest in the market.
One cannot invest directly in an index.
This website is for informational purposes only. GIM products are actively managed and their characteristics will vary. All investment has risk, including the risk of loss of principal. There can be no assurance that efforts to manage risk or to achieve any articulated investment objective will be successful. An investor should consider investment objectives, risks, charges and expenses carefully before investing. For additional information regarding risks and about the firm, please refer to Related Literature and Disclosures.