Quantitative U.S. Large Cap Faith-Based Equity*
|As of 12/31/22||Inception Date|
|QTD||YTD||1 Year||3 Year||5 Year||10 Year||Since Inception|
|Quantitative U.S. Large Cap Faith-Based Equity (Gross)*||11.6%||-14.0%||-14.0%||7.0%||6.9%||12.2%||9.4%||06/30/2008|
|Quantitative U.S. Large Cap Faith-Based Equity (Net)*||11.4%||-14.7%||-14.7%||6.3%||6.1%||11.4%||8.6%|
Calendar Year Returns
*Prior to 08/30/2022, this composite was known as the Quantitative U.S. Large Cap Socially Responsible Composite.
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.
GIM believes that a benchmark-agnostic portfolio of large cap stocks, which meet faith-based criteria and are 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 faith-based criteria.
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
Faith-based screening integrated into portfolios since 2001
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 team since strategy inception Inception date of June 30, 2008
Summary Investment Guidelines
- Universe: Russell 1000, S&P 500, or stocks 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 2% above the benchmark weighting
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.