U.S. Disciplined Small Cap Core

Summary

TARGET

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

INVESTMENT TEAM

Steven Rossi, CFA, FRM

Guan Wang, CFA

5 Investment Analysts

2 Client Portfolio Managers

Documents & Resources

N/A

 

U.S. Disciplined Small Cap Core utilizes a proprietary multi-factor quantitative model to construct a portfolio that invests in small-cap 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

Availability

Investment capabilities are available to institutional clients through separate accounts, sub-advised portfolios and commingled vehicles. Please contact us for availability in your region.

Performance

*Annualized

Sources: Standard & Poor's, FactSet

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.

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.

The Russell 2000® Index is a trademark/service mark of the Frank Russell Company. Russell® is trademark of the Frank Russell Company.