Table of Contents
Market-neutral alpha1 to 30-Day US Treasury Bills targeting 3-5% volatility.
Actively managed, multi-factor strategy based on fundamental insights that systematically adapts to changing company growth rates and market conditions.
- US all-cap focus
- Live track record since 2012
- Disciplined, bottom-up approach seeks high-quality, well-priced companies with good growth prospects
- Long and short exposures expand return potential while seeking to deliver persistent performance
- Highly experienced team provides portfolio oversight and makes continual model enhancements
1Alpha=excess return above the benchmark.
*The basis for this performance objective is QMA’s research and its long experience in managing equity accounts that use quantitative methods to drive stock selection and portfolio construction. There can be no guarantee that this objective will be achieved.