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Quantitative U.S. Large Cap Core Equity Strategy Q1 2021 Review & Outlook: Strategy Outperforms Benchmark with Strong Multi-Factor Selection Models

April 27, 2021

Glenmede’s Quantitative U.S. Large Cap Core Equity Strategy outperformed the Russell 1000 by 4.9%. Portfolio Manager Alex Atanasiu, CFA, discusses the positive contributions from Glenmede’s stock selection models, though quality was a slight drag. Sector allocations were also a slight positive for the quarter. He also dives into the sector-neutral performance across factors, which show the change in market leadership resulted in large performance swings.