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Quantitative U.S. Large Cap Growth Equity Strategy Q4 2020 Review & Outlook: Portfolio structure and well-diversified approach keeps Strategy in-line with the benchmark

January 20, 2021

Despite unfavorable contributions from multi-factor stock selection models and underexposures to negative earners in the Russell 1000 Growth Index, The Glenmede Quantitative U.S. Large Cap Growth Equity Strategy produced relatively in-line performance with the Russell 1000 Growth Index. Portfolio Manager Val de Vassal,CFA,  reviews how the strategy benefited from its underexposures to some of the largest mega-cap stocks and relatively lower market capitalizations versus the benchmark. He explains how the diversified strategy remains well-positioned with its multifactor approach favoring stocks with cheaper valuations, stronger fundamentals, positive earnings/revenue estimate trends and attractive technicals.