Investment Objective*

Seek long-term capital appreciation by outperforming the Russell MidCap® Value Index over a full market cycle, while maintaining a diversified portfolio of US mid-cap value equities.

 

Investment Approach

A disciplined, systematic investment process that combines fundamental and behavioural insights to identify low valued companies with attractive business prospects. Our innovative stock-selection model evaluates each company in context, placing greater emphasis on the valuation factors most relevant to current market conditions. Risk-aware portfolio construction seeks to translate these insights efficiently into a diversified portfolio while maintaining controlled active risk.

 

Key Features

• A diversified portfolio of US mid-cap value equities.
• An active, benchmark-aware approach designed to serve as a consistent core US mid-cap value equity allocation.
• Systematic stock selection incorporating Value and Business Prospects (Growth and Quality) insights.
• Contextual modelling that dynamically adjusts the emphasis on Value factors at the company level.
• Pragmatic 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.