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Equities

Quantitative U.S. Small Cap Equity

Mutual Fund

Performance

As of 6/30/21 Inception Date
QTD YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Quantitative U.S. Small Cap Equity (Gross) 7.5% 27.2% 65.2% 12.5% N/A N/A 12.5% 11/30/2017
Quantitative U.S. Small Cap Equity (Net) 7.2% 26.6% 63.6% 11.5% N/A N/A 11.5%
Russell 2000 4.3% 17.5% 62.0% 13.5% N/A N/A 13.4%

Calendar Year Returns

2020 2019 2018
Glenmede Gross 8.5% 23.2% -10.4%
Glenmede Net 7.5% 22.3% -11.1%
Russell 2000 20.0% 25.5% -11%
Gross +/- -11.4% -2.3% 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 small 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 models for buying and selling

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.

Continuity of senior Small Cap team since strategy inception Inception date of November 30, 2017

Summary Investment Guidelines

  • Universe: Russell 2000 Index
  • Benchmark: Russell 2000 Index
  • 80-140 holdings
  • Maximum position size: 2% for any security
  • Sector: +/–3% vs. Russell 2000 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.