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Long/Short Liquid Alternatives

Quantitative U.S. Total Market 130/30 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. Total Market 130/30 Equity (Gross) 7.5% 24.4% 61.1% 13.7% 15.8% 13.5% 9.6% 12/31/2006
Quantitative U.S. Total Market 130/30 Equity (Net) 7.2% 23.6% 59.1% 12.3% 14.4% 12.1% 8.2%
Russell 3000 8.2% 15.1% 44.2% 18.7% 17.9% 14.7% 10.3%

Calendar Year Returns

2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Glenmede Gross 6.3% 25.8% -10.7% 24.4% 15.3% -0.3% 14.2% 41.2% 13.3% 2% 19.9% 21.6% -33.7% -1.7%
Glenmede Net 4.9% 24.2% -11.9% 22.9% 13.9% -1.5% 12.8% 39.5% 11.9% 0.8% 18.5% 20.1% -34.5% -2.8%
Russell 3000 20.9% 31% -5.2% 21.1% 12.7% 0.5% 12.6% 33.6% 16.4% 1% 16.9% 28.3% -37.3% 5.1%
Gross +/- -14.6% -5.2% -5.5% 3.3% 2.6% -0.8% 1.6% 7.5% -3.1% 1% 3% -6.7% 3.6% -6.8%

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 broad market portfolio of stocks, constructed with a disciplined blend of proprietary, multi-factor models and down-side risk screens, will achieve superior long-term performance. The Total Market 130/30 invests in and shorts companies with an attractive or unattractive combination of valuation, fundamental, earnings and technical characteristics, respectively. The portfolio is based on proprietary, multi-factor buy and sell models used to rank stocks within each sector.

The competitive advantage of our Total Market 130/30 strategy is derived from the following key attributes:

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 Total Market 130/30 team since strategy inception Inception date of December 31, 2006

Summary Investment Guidelines

  • Universe: Russell 3000 or other domestic public stocks with over $200 million in market capitalization
  • Benchmark: Russell 3000
  • 60-140 long holdings/40-100 short holdings
  • Existing position maximum: 2% for any security
  • Sector: +/–3% vs. Russell 3000

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.