Firm Overview
Investment Management
Large Cap Growth and Value
Active Indexing
Inflation Hedge
Consulting
Alignment of Interests
Financial Market Commentary
Form ADV Part I
Form ADV Part 2A
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This strategy utilizes quantitative growth and value methodologies to build a traditional long-only portfolio of large capitalization stocks.  The growth strategy identifies stocks experiencing strong earnings momentum which is confirmed by superior price momentum.  The value strategy concentrates on stocks selling at the low end of their ten to fifteen year historical valuation range.  Stocks are selected from a universe of over 600 large cap companies using internally-developed quantitative models.  The diversification of two distinct strategies, as well as positions in over 100 different stocks, reduces the price volatility, i.e., risk, of the strategy.

Key Attributes:

  • Two distinct strategies in a single portfolio structure
  • Thirteen year history of superior performance
  • Growth and value strategies have a low correlation with each other
  • Growth strategy focuses on earnings growth and stock price momentum
  • Value strategy identifies stocks in the bottom decile of their fifteen year valuation range
  • Broadly diversified across approximately 100 different stocks