U.S. Disciplined Large Cap Growth

Summary

STRATEGY FACTS

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. Large Cap Growth Equity
Benchmark Russell 1000® Growth Index
Inception Date 11/01/2005
Total Assets $1.37 B

TARGET

Tracking Error Up to 4% over a standard market cycle
Excess Return 1.5% - 2.5% over a standard market cycle

INVESTMENT TEAM

tooltip
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.

Yulin Long, Ph.D.

Tsuyoshi Ozaki, Ph.D.

5 Investment Analysts

2 Client Portfolio Managers

Documents & Resources

N/A

 

U.S. Disciplined Large Cap Growth uses a quantitative approach to invest in in companies with market capitalizations greater than $1 billion that are growing rapidly and have sustainable earnings.

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

Performance

As of 12/31/2018

  COMPOSITE PERFORMANCE IN USD (%)
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR*
U.S. Disciplined Large Cap Growth (gross) -16.63% -4.55% -4.55% 9.99% 8.62% 15.45%
U.S. Disciplined Large Cap Growth (net) -16.75% -5.10% -5.10% 9.19% 7.76% 14.64%
Standard Deviation --- --- 17.24% 12.26% 11.78% 13.90%
Sharpe Ratio --- --- -0.37 0.73 0.68 1.09
Russell 1000 Growth -15.89% -1.51% -1.51% 11.15% 10.40% 15.29%
Excess Return -0.74% -3.04% -3.04% -1.16% -1.78% 0.16%
Tracking Error --- --- 1.28% 1.85% 1.92% 2.09%
Information Ratio --- --- -2.37 -0.63 -0.93 0.08

*Annualized

Sources: Frank Russell Co., 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 Growth Equity composite includes portfolios that invest in a diversified mix of U.S. growth stocks utilizing quantitative analysis. 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.

The Russell 1000® Index is a trademark/service mark of the Frank Russell Company. Russell® is trademark of the Frank Russell Company.