The strategy’s objective is to seek long-term capital appreciation. It aims to deliver excess returns within the mid capitalization segment of the U.S. equity market. This is achieved by systematically exploiting academically rooted, empirically tested equity premia while maintaining broad diversification within and across industries.
STRATEGY OVERVIEW
- Focused Exposures
- Small-Mid Caps
- Low Relative Price
- High Profitability
- Conservative Investment
- Positive Momentum
- Diversification Across
- Securities
- Sectors
- Premiums