U.S. Sustainable Large 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. Large Cap Core Equity
Benchmark S&P 500®
Inception Date 07/01/2016
Total Assets $243.35 M

TARGET

Tracking Error 2% - 4% over a standard market cycle
Excess Return 1.5% - 2% 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.

Gregory Woodhams, CFA

Justin Brown, CFA

Joe Reiland, CFA

Rob Bove, CPA

3 Investment Analysts

1 Client Portfolio Manager

Documents & Resources

N/A

 

The U.S. Sustainable Large Cap Core strategy seeks to deliver long-term financial results while integrating material environmental, social and governance (ESG) factors into the investment process.

We believe:

  • Companies with both improving business fundamentals and risk management1 of material ESG issues will outperform over time
  • ESG analysis complements traditional financial analysis resulting in a more comprehensive understanding of risk
  • ESG integration rather than exclusionary screening leads to better diversification and a more robust opportunity set

1 Risk management does not imply low risk.

Performance

As of 12/31/2018

  COMPOSITE PERFORMANCE IN USD (%)
  QTR YTD 1 YR 3 YR* 5 YR* Since Inception*
U.S. Sustainable Large Cap Core (gross) -13.96% -4.62% -4.62% --- --- 11.88%
U.S. Sustainable Large Cap Core (net) -14.15% -5.58% -5.58% --- --- 10.65%
Standard Deviation --- --- 16.16% --- --- 11.63%
Sharpe Ratio --- --- -0.40 --- --- 0.92
S&P 500 - Total Return -13.52% -4.38% -4.38% --- --- 9.55%
Excess Return -0.44% -0.24% -0.24% --- --- 2.33%
Tracking Error --- --- 1.90% --- --- 2.04%
Information Ratio --- --- -0.13 --- --- 1.14

*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 GIPS®. U.S. Sustainable Large Cap Core seeks a total return that exceeds the benchmark (S&P 500) over a market cycle using primarily a quantitative equity investment strategy targeting large cap U.S. companies with attractive environmental, social and governmental (ESG) characteristics. Performance results are expressed and calculated in U.S. dollars. The return may increase or decrease as a result of currency fluctuations.

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