Capture Small Cap Performance with a Stable Risk Profile
The Quality Small Cap Core strategy seeks to provide exposure to small and micro-cap stocks while avoiding those companies showing signs of distress.
The Quality Small Cap Core strategy seeks to efficiently capture the small-cap premium by investing in a diverse portfolio of quality small cap companies. The strategy seeks to exploit equity market inefficiencies and investors’ behavioral biases to generate alpha – while avoiding value stocks showing signals of distress or stocks unlikely to sustain growth rates
STRATEGY HIGHLIGHTS
A Multi-Factor Model with Value, Quality, Momentum, & Size
Proprietary factor definitions, smart multi-factor construction, and efficient use of risk come together to pursue predictable outcomes.
Value
The Value factor targets companies that trade at low current valuations.
Value strategies seek to provide excess returns as companies grow and their current valuations become more in line with normalized and prospective valuations.
Quality
The Quality factor targets companies with efficient management, profitability, and strong cash flows.
Quality strategies seek to provide excess returns by investing in companies that are better positioned for short and long term growth.
Momentum
The Momentum factor targets companies that have strong market sentiment and analyst sentiment.
Momentum strategies seek to provide excess returns by investing in companies with strong tailwinds for
higher growth than the benchmark.
Size
The Size factor targets companies of smaller market capitalization.
Size strategies seek to provide excess returns by investing in companies of smaller size that have more room to grow within their industries and geographies.
