Equity

Global Low Volatility Strategy

The strategy aims to outperform the MSCI World Index (Net) with significantly less volatility through the rational, systematic application of quantitative techniques that combine responsive, disciplined security selection and unbiased portfolio modeling.

Products offered
  • Separate Account

Competitive advantages

Active approach

The team’s active approach to systematic factor-based investing aims to generate alpha for their clients superior to passive approaches.

Cutting edge but transparent portfolios

Clients benefit from the latest cutting-edge techniques with full transparency into the drivers of risk and return in their portfolios.

Continuous innovation

While founded on decades of research, continuous innovation is core to the team’s fundamental beliefs.

Composite performance

Average annual returns

Average annual returns

(as of 9/30/2024)
8/1/2006
1M
3M
YTD
1Y
3Y
5Y
10Y
Inception
Composite (Gross)
1.91
10.98
14.85
21.93
6.88
6.76
6.71
6.09
Composite (Net)
1.87
10.85
14.45
21.35
6.36
6.24
6.18
5.56
Benchmark
1.83
6.36
18.86
32.43
9.08
13.04
10.07
7.89
Benchmark
0.14
10.17
15.33
23.05
6.11
6.18
8.18
7.14
Benchmark
2.15
11.90
12.11
21.13
5.77
4.86
5.94
6.52

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Calendar year

Calendar year

2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
Composite
4.85
-6.67
17.24
-0.73
19.21
-7.83
21.02
5.26
-1.47
8.53
Benchmark
23.79
-18.14
21.82
15.90
27.67
-8.71
22.40
7.51
-0.87
4.94
Benchmark
7.42
-9.79
14.26
2.61
23.17
-2.03
17.32
7.47
5.16
11.37
Benchmark
7.62
-7.75
16.09
-4.30
18.31
-4.33
18.44
7.25
-2.63
7.83

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.


Our team
Meet the investment team

The team believes company returns are predictable based on quantitative factors. They seek to systematically harvest these factors to generate alpha for their clients.

Key risks

Market risk: Security markets are volatile and may decline significantly in response to adverse issuer, regulatory, political, or economic developments with different sectors of the market and different security types reacting differently to such developments.

Equity securities risk: Equity securities fluctuate in value and price in response to factors specific to the issuer of the security, such as management performance, financial condition, and market demand for the issuer's products or services, as well as factors unrelated to the fundamental condition of the issuer, including general market, economic, and political conditions.

Small-cap securities risk: If a strategy invests in the securities of smaller-capitalization companies, these securities tend to be more volatile and less liquid than those of larger companies.

Foreign securities risk: If a strategy invests in the securities of non-U.S. issuers, these investments may be subject to lower liquidity, greater price volatility, and risks related to adverse political, regulatory, market, or economic developments and may be affected by changes in foreign currency exchange rates.

Investors should know that this strategy deployed may be subject to additional investment risks. For important information about the investment manager, please refer to Form ADV Part 2.

Contact Us

We look forward to helping you with your investment needs