Large Cap Quantitative Equity
Fund Resources
- Fact Sheet (PDF | 206 KB)
- Commentary (PDF | 153 KB)
- Strategy Highlight (PDF | 118 KB)
- Prospectus - A, C & I Shares(PDF | 829 KB)
- Annual Report (PDF | 2 MB)
- Semi-annual Report (PDF | 953 KB)
- SAI (PDF | 2 MB)
| Class | CUSIP | Ticker |
|---|---|---|
| A | 76628R698 | SQEAX |
| C | 76628R680 | SQELX |
| I | 76628R714 | SQETX |
Subadvisor
Objective of the strategy
The strategy seeks to provide long-term capital appreciation by investing in large cap companies ($3 billion or more in market cap) with the most attractive earnings growth prospects and valuation characteristics within each sector.
What are the principles that have enabled the strategy to be successful?
Fundamental factor analysis — the team analyzed decades of factor data to determine which factors had the strongest relationship with stock returns. The specific company factors that were most important in driving stock prices in the past were used to develop quantitative models.
Sector-specific quantitative models — although many of the factors are important across sectors, the degree of importance varies by sector. Models have been developed for each of 10 major industry sectors that weight the characteristics accordingly.
Active management — the strategy does not try to emulate the benchmark. The team believes that the models can build and maintain a portfolio that has higher return potential than the benchmark over time.
Investment Risks
This Fund carries high reward potential and, correspondingly, has greater risk tied to it than more conservative investments.
Equity securities (stocks) are more volatile and carry more risk than other forms of investments, including investments in high-grade fixed income securities. The net asset value per share of this Fund will fluctuate as the value of the securities in the portfolio changes. Common stocks, and funds investing in common stocks, generally provide greater return potential when compared with other types of investments.