Disciplined Equity  >  U.S. Disciplined Small Cap Core

U.S. Disciplined Small Cap Core

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. Small Cap Core Equity
Benchmark Russell 2000® Index
Inception Date 09/01/1998
Total Assets $1.08 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

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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.

Brian Garbe

Steven Rossi, CFA, FRM

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

Performance

As of 12/31/2018

  COMPOSITE PERFORMANCE IN USD (%)
  QTR YTD 1 YR 3 YR* 5 YR* 10 YR*
U.S. Disciplined Small Cap Core (gross) -20.81% -13.76% -13.76% 4.67% 3.15% 11.73%
U.S. Disciplined Small Cap Core (net) -20.90% -14.17% -14.17% 4.01% 2.44% 10.89%
Standard Deviation --- --- 19.45% 16.24% 15.41% 17.85%
Sharpe Ratio --- --- -0.80 0.23 0.17 0.64
Russell 2000 -20.20% -11.01% -11.01% 7.36% 4.41% 11.97%
Excess Return -0.61% -2.74% -2.74% -2.69% -1.26% -0.25%
Tracking Error --- --- 3.19% 2.93% 2.99% 3.09%
Information Ratio --- --- -0.86 -0.92 -0.42 -0.08

*Annualized

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 the Global Investment Performance Standards (GIPS®). U.S. Disciplined Small Cap Core includes portfolios that invest in the securities of small capitalization companies utilizing sophisticated stock ranking and portfolio construction tools combined with fundamental 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 2000® Index is a trademark/service mark of the Frank Russell Company. Russell® is trademark of the Frank Russell Company.