ESG Mandated
Quantitative U.S. Large Cap Environmental Equity
Performance
| As of 3/31/23 | Inception Date | |||||||
|---|---|---|---|---|---|---|---|---|
| QTD | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Since Inception | ||
| Quantitative U.S. Large Cap Environmental Equity (Gross) | 4.4% | 4.4% | -6.2% | 18.7% | 7.8% | 11.1% | 8.2% | 12/31/2001 |
| Quantitative U.S. Large Cap Environmental Equity (Net) | 4.2% | 4.2% | -6.9% | 17.9% | 7.0% | 10.3% | 7.4% | |
| Russell 1000 | 7.5% | 7.5% | -8.4% | 18.6% | 10.9% | 12.0% | 8.4% | |
Calendar Year Returns
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Glenmede Gross | -15.0% | 27.9% | 8.9% | 24.4% | -6.1% | 23.7% | 10.0% | 2.5% | 16.0% | 40.6% | 14.8% | 1.4% | 17.8% | 26.8% | -38.4% | 5.2% | 17.7% | 4.3% | 13.0% | 27.0% |
| Glenmede Net | -15.7% | 27.0% | 8.1% | 23.5% | -6.8% | 22.8% | 9.2% | 1.8% | 16% | 39.6% | 14.0% | 0.7% | 16.9% | 25.9% | -38.8% | 4.4% | 16.8% | 3.5% | 12.2% | 26.1% |
| Russell 1000 | -19.1% | 26.5% | 21.0% | 31.4% | -4.8% | 21.7% | 12.1% | 0.9% | 13.2% | 33.1% | 16.4% | 1.5% | 16.1% | 28.4% | -37.6% | 5.8% | 15.5% | 6.3% | 11.4% | 29.9% |
| Gross +/- | 4.1% | 1.4% | -12.1% | -7.0% | -1.4% | 2.0% | -2.1% | 1.6% | 2.8% | 7.5% | -1.6% | -0.1% | 1.7% | -1.6% | -0.8% | -0.6% | 2.2% | -2.0% | 1.6% | -2.9% |
Performance quoted is past performance and is not a guarantee of future results. Products have fees that reduce their performance, indexes do not. You cannot invest directly in an index. For further information see the Fact Sheet below.
Overview
GIM believes that a benchmark-agnostic portfolio of large cap stocks, using environmentally sensitive screens and constructed with proprietary multi-factor models, may achieve superior long-term performance. Our disciplined process creates and consistently maintains 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. The process employs a quantitative discipline based on fundamental insights and environmental considerations.
Quantitative discipline; fundamental insight Models based on intuitive fundamentals that drive performance
Proprietary, diversified models for each industry group Unique models for buying and selling
Environmental sensitivity screening integrated into portfolios since 2001 Data evolution has allowed for differentiating companies with more attractive and improving environmental characteristics
Benchmark-agnostic position weights Minimizes single-stock risk; avoids bias toward expensive stocks
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 Environmentally Sensitive team since strategy inception Inception date of December 31, 2001
Summary Investment Guidelines
- Universe: domestic stocks in the Russell 1000, S&P 500 or over $3 billion in market capitalization
- Benchmark: Russell 1000
- 80-120 holdings
- Existing position maximum: 2% for any security
- Sector: +/–3% vs. Russell 1000
- Maximum sub-industry weightings are limited to 3% above the benchmark weightings
Portfolio Managers
Literature
This website is for informational purposes only and is not a solicitation for any product or service. 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.