Investment Objective*

Seek long-term capital appreciation by outperforming the MSCI EAFE Index over a full market cycle, while maintaining a diversified portfolio of equities across EAFE markets with tightly controlled active risk.

 

Investment Approach

A disciplined, systematic investment process that combines fundamental and behavioural insights to identify attractively valued companies with high-quality fundamentals and improving growth prospects. Our innovative stock-selection model evaluates each company in context, placing greater emphasis on the factors most relevant to its stage of development, while the portfolio maintains an intentional tilt towards Growth insights. Tightly benchmark-aware portfolio construction seeks to translate these insights efficiently into a diversified portfolio while maintaining low tracking error.

 

Key Features

• A diversified portfolio of developed-market equities across EAFE countries.
• An enhanced, benchmark-aware approach designed to serve as a low tracking-error core international equity allocation.
• Systematic stock selection incorporating Growth, Linkages, Quality and Value insights.
• Contextual modelling that dynamically adjusts the emphasis on Growth and Value at the company level.
• Tightly controlled portfolio construction designed to maximise exposure to intended alpha sources while limiting uncompensated risks.
• An experienced investment team supported by three decades of live quantitative equity track records and an ongoing commitment to rigorous research.