Small Cap

Alpha Quant® Small Cap Value portfolio is a systematic strategy that invests in companies with strong cash flows, lower debt and high free cash flow yield. With the goal of avoiding value traps, the strategy excludes companies with high levels of short interest. The strategy is built bottom-up and diversified across sectors and industries.

The portfolio is managed with a fundamentally based, systematic process with portfolio adjustments and annual rebalancing to equal weight to maintain the portfolio’s focused fundamental profile.

Alpha Quant® SMID Cap portfolio is a multi-strategy portfolio that combines distinct systematic sub-strategies across small- and mid-capitalization quality and value investment styles. The portfolio is comprised of small- and mid-cap stocks selected based on profitability, valuation, low debt and strong cash flows. The strategy is built bottom-up and diversified across sectors and industries.

The portfolio is managed with a fundamentally based, systematic process with portfolio adjustments and annual rebalancing to equal weight to maintain the portfolio’s focused fundamental profile.

Alpha Quant® Small Cap portfolio is a multi-strategy portfolio that combines distinct systematic sub-strategies across small-capitalization quality and value investment styles. The portfolio is comprised of small-cap stocks selected based on profitability, valuation, low debt and strong cash flows. The strategy is built bottom-up and diversified across sectors and industries.

The portfolio is managed with a fundamentally based, systematic process with portfolio adjustments and annual rebalancing to equal weight to maintain the portfolio’s focused fundamental profile.

Alpha Quant® Small Cap Quality portfolio is a multi-strategy, systematic portfolio that invests in companies based on profitability, low debt, and strong cash flows. Based on the underlying factors employed, this quality-oriented portfolio may tend to display value characteristics as well. The strategy is built bottom-up and diversified across sectors and industries.

The portfolio is managed with a fundamentally based, systematic process with portfolio adjustments and annual rebalancing to equal weight at the sub-strategy level to maintain the portfolio’s focused fundamental profile.