U.S. Disciplined Large Cap Core 130/30



As of 12/31/2018 tooltip

When Listed:

Mutual funds and CIT only available in the United States.

SICAVs only available in certain non-U.S. countries. Please check country availability.

Available Vehicles Separate Account
Mutual Fund
Investment Universe U.S. Extended Large Cap Core
Benchmark S&P 500® Index
Inception Date 01/01/2007
Total Assets $771.55 M


Tracking Error Up to 4% over a standard market cycle
Excess Return 2% - 4% over a standard market cycle


Portfolio managers are not licensed by the Hong Kong Securities and Futures Commission to perform any regulated function in or from Hong Kong. Furthermore, none of the portfolio managers are located in or operate in or from Hong Kong.

Claudia Musat

Steven Rossi, CFA, FRM

5 Investment Analysts

2 Client Portfolio Managers

Documents & Resources



U.S. Disciplined Large Cap Core 130/30 utilizes a quantitative model multi-factor model to construct a portfolio that typically has 130% of assets in long equity positions and 30% of assets in short equity positions in large capitalization companies.

We believe:

  • Investor biases create security mis-pricings
  • We can identify and capitalize on those security mis-pricings by:
    • investing with an objective, systematic, and disciplined process
    • incorporating multiple dimensions of alpha
  • A process should be constructed on the foundation of economically sensible, fundamental measures
  • A multi-dimensional view of risk minimizes unintended exposures
    • Continuous process improvement is key to success


As of 12/31/2018

  QTR YTD 1 YR 3 YR* 5 YR* 10 YR*
U.S. Disciplined Large Cap Core 130/30 (gross) -13.42% -5.71% -5.71% 8.14% 7.14% 13.23%
U.S. Disciplined Large Cap Core 130/30 (net) -13.48% -5.97% -5.97% 7.42% 6.23% 12.41%
Standard Deviation --- --- 15.89% 11.37% 10.98% 13.82%
Sharpe Ratio --- --- -0.48 0.63 0.60 0.93
S&P 500 -13.52% -4.38% -4.38% 9.26% 8.49% 13.12%
Excess Return 0.10% -1.32% -1.32% -1.11% -1.35% 0.11%
Tracking Error --- --- 3.43% 2.86% 2.70% 2.93%
Information Ratio --- --- -0.39 -0.39 -0.50 0.04


Sources: Standard & Poor's, FactSet

Data reflects past performance. Past performance does not guarantee future results. The value of investments may fluctuate. Data assumes reinvestment of dividends and capital gains.

For a presentation that complies with the GIPS® standards, click here .

For purposes of compliance with the Global Investment Performance Standards ("GIPS®"), the Firm is defined as American Century Investment Management, Inc. ("ACIM"). ACIM claims compliance with GIPS®. The U.S. Disciplined Large Cap Core 130/30 composite includes portfolios that typically invest approximately 130% of assets in long equity positions and 30% of assets in short equity positions in large capitalization companies, utilizing a quantitative model combining growth, momentum, and value factors to model expected returns and an optimization process to construct portfolios. Index futures (and currency forwards and futures, where applicable or appropriate) are occasionally used to equitize cash and manage portfolio risk. Other derivative instruments may be used, as allowed, as part of the investment strategy. Returns are calculated and stated in U.S. dollars and may increase or decrease as a result of currency fluctuation.

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