Memorial Day Tag

27 Jun

Posted at 17:20h in Small Cap by

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.

27 Jun

Posted at 17:19h in Small Cap by

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.

27 Jun

Posted at 17:17h in Small Cap by

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.

27 Jun

Posted at 17:15h in Small Cap by

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.

27 Jun

Posted at 17:13h in Mid Cap by

Alpha Quant® Mid 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 managing “value trap” risk, the strategy incorporates earnings and revenue growth factors. 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.

27 Jun

Posted at 17:10h in Mid Cap by

Alpha Quant® Mid Cap portfolio is a multi-strategy portfolio that combines distinct systematic sub-strategies across mid-capitalization quality and value investment styles. The portfolio is comprised of 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.

27 Jun

Posted at 17:10h in Mid Cap by

Alpha Quant® Mid Cap Growth portfolio is a multi-strategy, systematic portfolio that invests in companies with high profitability and strong cash flows. The strategy aims to select profitable companies with sustainable earnings growth. 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.

27 Jun

Posted at 17:09h in Mid Cap by

Alpha Quant® Mid Cap Quality portfolio is a systematic strategy that selects companies with high return on invested capital, strong cash flows, and high productivity. The strategy aims to select profitable companies with sustainable earnings growth. 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.

27 Jun

Posted at 17:06h in Mid Cap by

Alpha Quant® Mid Cap Quality Growth portfolio is a systematic strategy that selects companies with high return on equity and strong cash flows. The strategy aims to select profitable companies with sustainable earnings growth. 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.

27 Jun

Posted at 17:04h in Defensive Equity by

SmartALPHA® Defensive Value Equity Strategy aims to outperform the market over a full market cycle. It is expected to strongly out-perform during periods of economic contraction through recession phases. The portfolio will typically display strong free cash flow generation, lower debt leverage and lower valuation multiples as compared to the benchmark and peers. The portfolio is managed to mirror the underlying SmartALPHA® Defensive Value Index. Portfolio is driven by a rules-based process with quarterly reconstitution and annual rebalancing to maintain the portfolio’s focused fundamental profile.

27 Jun

Posted at 17:03h in Defensive Equity by

SmartALPHA® Defensive Equity Strategy aims to outperform the market over a full market cycle. It is expected to strongly out-perform during periods of economic contraction through recession phases. The portfolio is managed to track an equal-weighted blend of the SmartALPHA® Defensive Growth and Value Indexes with the goal of further factor and style diversification. The indexes are constructed with a rules-based process with quarterly reconstitution and annual rebalancing to maintain the focused fundamental profile.

27 Jun

Posted at 16:59h in Defensive Equity by

SmartALPHA® Defensive Growth Equity Strategy aims to outperform the market over a full market cycle. It is expected to strongly out-perform during periods of economic contraction through recession phases. The portfolio will typically display strong earnings and revenue momentum and good cash flow generation. The portfolio is managed to mirror the underlying SmartALPHA® Defensive Growth Index. Portfolio is driven by a rules-based process with quarterly rebalancing to maintain the portfolio’s focused fundamental profile.