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ESG Mandated

Quantitative U.S. Large Cap Socially Responsible Equity

Performance

As of 6/30/21 Inception Date
QTD YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Quantitative U.S. Large Cap Socially Responsible Equity (Gross) 6.2% 20.3% 47.6% 14.6% 15.5% 13.9% 11.2% 06/30/2008
Quantitative U.S. Large Cap Socially Responsible Equity (Net) 6.0% 19.8% 46.5% 13.8% 14.7% 13.1% 10.4%
Russell 1000 8.5% 15.0% 43.1% 19.2% 18.0% 14.9% 12.2%

Calendar Year Returns

2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Glenmede Gross 10.1% 25.4% -9.3% 21.9% 14.7% 1.4% 16.2% 38.1% 17% -0.3% 21.4% 29%
Glenmede Net 9.3% 24.4% -10% 21% 13.8% 0.7% 15.4% 37.1% 16.1% -1.1% 20.5% 28.1%
Russell 1000 21.0% 31.4% -4.8% 21.7% 12.1% 0.9% 13.2% 33.1% 16.4% 1.5% 16.1% 28.4%
Gross +/- -10.8% -6% -4.5% 0.2% 2.6% 0.5% 3% 5% 0.6% -1.8% 5.3% 0.6%

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 socially responsible large cap stocks, 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.

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

Social responsibility screening integrated into portfolios since 2001

Benchmark-agnostic position weights Minimizes single-stock risk; avoids bias toward expensive stocks

Continuity of senior Socially Responsible 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.