|As of 12/31/22||Inception Date|
|QTD||YTD||1 Year||3 Year||5 Year||10 Year||Since Inception|
|Quantitative U.S. Large Cap Value Equity (Gross)||14.0%||-5.5%||-5.5%||6.9%||6.4%||N/A||8.4%||04/30/2015|
|Quantitative U.S. Large Cap Value Equity (Net)||13.8%||-6.2%||-6.2%||6.1%||5.6%||N/A||7.6%|
|Russell 1000 Value||12.4%||-7.5%||-7.5%||6.0%||6.7%||N/A||7.7%|
Calendar Year Returns
|Russell 1000 Value||-7.5%||25.2%||2.8%||26.5%||-8.3%||13.7%||17.3%||-4.02%|
*Performance 4/30/2015 – 12/31/2015
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, 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 Large Cap Value team since strategy inception Inception date of April 30, 2015
Summary Investment Guidelines
- Universe: Russell 1000 Value Index
- Benchmark: Russell 1000 Value Index
- 60-90 holdings
- Maximum position size: 2% for any security
- Sector: +/–3% vs. Russell 1000 Value Index
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.