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Total Market Plus Equity

disciplined
Total Market Plus Equity

Investment Objective

Long-term capital appreciation consistent with risk to principal.

We seek to create and consistently maintain 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.

For information on the mutual fund, click here.

Key Tenets of Our Approach
Key 1

Proprietary, multi-factor stock selection buy and sell models for each sector

Key 2

Downside risk screens (e.g. earnings surprise indicators, quality of earnings)

Key 3

Leading industry group indicators, integrating top-down and bottom-up metrics

Universe
  • Russell 3000 Index
Benchmark
  • Russell 3000 Index
Operating Target
  • Typically 80-140 long holdings
  • Typically 40-100 short holdings
  • Existing long position maximum: 3% for any security
  • Existing short position maximum: -0.8% for any security
  • Fully invested: Typically <1% cash

 

Constraints
  • Sector: +/– 3% vs. the benchmark
  • Industry: +/– 2% vs. the benchmark
Vehicles

The Russell 3000 Index is an unmanaged market value weighted index with dividends reinvested, which measures performance of the 3,000 largest companies in the market.

One cannot invest directly in an index.

This website is for informational purposes only. 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.

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.

Performance quoted is past performance and is not a guarantee of future results. Products have fees that reduce their performance, indexes do not.

Glenmede Investment Management, LP claims compliance with the Global Investment Performance Standards (GIPS®). GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

*Prior to 08/30/2022, this composite was known as the Quantitative U.S. Large Cap Socially Responsible Composite.

Investors cannot invest directly in an index.

The Bank of America Merrill Lynch 1-3 US Year Treasury Index is an unmanaged index that tracks the performance of the direct sovereign debt of the U.S. Government having a maturity of at least one year and less than three year.

The CBOE Put/Write T-W Index is a benchmark index designed to track the performance of a hypothetical short put strategy. CBOE introduced the CBOE S&P 500 PutWrite T-W Index on July 3, 2014. The PWT Index replicates the methodology used to calculate the PUT Index, with one exception. That is, on each roll date the SPX puts are deemed to be sold at the Ptwap, a price equal to the time-weighted average of reported bid prices, of the selected SPX put option beginning at 11:30 a.m. ET and ending at 12:00 p.m. ET. Accordingly, Ptwap is used in place of the Pvwap on PWT roll dates. CBOE has not calculated a separate series of historical values for the PWT Index prior to July 3, 2014. Rather, historical values for the PWT Index prior to July 3, 2014, may be considered the same as PUT Index values. The Index is unmanaged.

The FTSE 3 Month US T Bill Index Series is intended to track the daily performance of 3 month US Treasury bills. The indexes are designed to operate as a reference rate for a series of funds. The Index is unmanaged.

The ICE BofA 1 to 3 Year Govt/Agency Index total return comprises price appreciation/depreciation and income as a percentage of the original investment. The Index is market value weighted and is designed to measure the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than one year and less than or equal to three years. The Index is unmanaged.

The MSCI All Country World captures large and mid-cap representation across 23 Developed Markets (DM) and 23 Emerging Markets (EM) countries. With 2,480 constituents, the index covers approximately 85% of the global investable equity opportunity set. The Index is unmanaged.

The MSCI World ex US Index is a free float-adjusted market capitalization index that is designed to measure the equity market performance of developed markets, excluding the US. The MSCI World ex US Index consists of the following 22 developed market country indices: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom. The Index is unmanaged.

The S&P 500 Index consists of 500 widely held common stocks. This unmanaged Index is a total return index with dividends reinvested.

The Russell 1000 Index is an unmanaged, market value weighted index, which measures performance of the largest 1,000 companies in the market.

The Russell 1000 Growth Index is an unmanaged, market value weighted index, which measures performance of the largest 1,000 companies in the market. Returns include the reinvestment of dividends and other income.

The Russell 1000 Value Index is an unmanaged, market value weighted index, which measures the performance of those 1,000 largest companies in the Russell 3000 Index with lower price-to-book ratios and lower forecasted growth values.

The Russell 2000 Index is an unmanaged, market value weighted index, which measures performance of the 2,000 companies that are between the1,000th and 3,000th largest in the market.

The Russell 3000 Index is an unmanaged market value weighted index with dividends reinvested, which measures performance of the 3,000 largest companies in the market.

As of 4/30/25
QTD
YTD
1 Year
3 Year
5 Year
10 Year
Since Inception
Inception Date
Total Market Plus Equity (gross)
-1.30 %
-2.95 %
9.72 %
6.17 %
16.98 %
9.97 %
8.83 %
12/31/2006
Total Market Plus Equity (net)
-1.38 %
-3.27 %
8.64 %
5.11 %
15.70 %
8.68 %
7.54 %
12/31/2006
Russell 3000 Index
-0.67 %
-5.36 %
11.40 %
11.41 %
15.12 %
11.68 %
9.63 %
12/31/2006
As of 4/30/25
QTD
-1.30 %
YTD
-2.95 %
1 Year
9.72 %
3 Year
6.17 %
5 Year
16.98 %
10 Year
9.97 %
Since Inception
8.83 %
Inception Date
12/31/2006
As of 4/30/25
QTD
-1.38 %
YTD
-3.27 %
1 Year
8.64 %
3 Year
5.11 %
5 Year
15.70 %
10 Year
8.68 %
Since Inception
7.54 %
Inception Date
12/31/2006
As of 4/30/25
QTD
-0.67 %
YTD
-5.36 %
1 Year
11.40 %
3 Year
11.41 %
5 Year
15.12 %
10 Year
11.68 %
Since Inception
9.63 %
Inception Date
12/31/2006
For information on mutual fund performance, click here.

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.

Performance quoted is past performance and is not a guarantee of future results. Products have fees that reduce their performance, indexes do not.

Investors cannot invest directly in an index.

Glenmede Investment Management, LP claims compliance with the Global Investment Performance Standards (GIPS®).

GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Glenmede Investment Management, LP, a registered Investment Advisor, is an affiliate of the Glenmede Trust Company, NA (GTC). The “Firm” is defined as all investment advisory accounts managed by Glenmede Investment Management LP. Effective January 1, 2007, the Investment Product Management Group of GTC became Glenmede Investment Management, LP. All performance prior to January 1, 2007, shown here as the performance of GIM, was previously reported as the performance of the Investment Product Management Group of the Glenmede Trust Company.

All of the composites’ valuations and returns are computed and stated in U.S. Dollars. Net numbers are net of max allowable management fee for this strategy. Additional information regarding the Company’s policies for valuing portfolios, calculating performance and preparing compliant presentations, is available upon request. A GIPS® compliant presentation, as well as a complete list of firm composites and performance, can be requested from GIM Client Service at 215.419.6662. Please see the GIPS® presentation for further explanation.

The Russell 3000 Index is an unmanaged market value weighted index with dividends reinvested, which measures performance of the 3,000 largest companies in the market.