Quantitative U.S.

Large Cap Core Equity

Mutual Fund

GIM believes that a benchmark-agnostic portfolio of large cap stocks, constructed with a disciplined blend of proprietary multi-factor models and downside risk screens, may achieve long-term performance.

Quantitative discipline; fundamental insight
Models based on intuitive fundamentals that drive performance

Proprietary, diversified models for each sector
Unique models for buying and selling

Benchmark-agnostic position weights
Minimizes single-stock risk; avoids bias toward expensive stocks

Integrates top-down and bottom-up analysis
Target +/- 2% of industry group weightings relative to benchmark.

Continuity of senior Large Cap Core team since strategy inception
Inception date of March 31, 2002

Summary Investment Guidelines

  • Universe: Russell 1000, S&P 500
  • Benchmark: Russell 1000 Index
  • 80-120 holdings
  • Maximum position size: 2% for any security
  • Sector: +/–3% vs. Russell 1000

Portfolio Managers

  • Vladimir de Vassal, CFA

    Portfolio Manager, Quantitative Equity
  • Paul T. Sullivan, CFA

    Portfolio Manager, Quantitative Equity
  • Alexander R. Atanasiu, CFA

    Portfolio Manager, Quantitative Equity
 
As of 3/31/2021 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Quantitative U.S. Large Cap Core Equity (Gross) 11.1% 11.1% 64.8% 12.2% 14.1% 13.8% 10.3% 03/31/2002
Quantitative U.S. Large Cap Core Equity (Net) 10.9% 10.9% 63.6% 11.4% 13.2% 13.0% 9.5%  
Russell 1000 5.9% 5.9% 60.6% 17.3% 16.7% 14.0% 9.2%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Gross +/-
2020 8.8% 8.0% 21.0% -12.1%
2019 24.5% 23.6% 31.4% -6.9%
2018 -7.1% -7.8% -4.8% -2.4%
2017 25.3% 24.3% 21.7% 3.6%
2016 11.8% 10.9% 12.1% -0.3%
2015 2.2% 1.4% 0.9% 1.3%
2014 16.9% 16.0% 0.9% 3.7%
2013 38.9% 37.9% 33.1% 5.8%
2012 18.5% 17.6% 16.4% 2.1%
2011 3.8% 3.0% 1.5% 2.3%
2010 18.9% 18.1% 16.1% 2.8%
2009 28.2% 27.2% 28.4% -0.4%
2008 -37.4% -37.9% -37.6% 0.2%
2007 5.6% 4.8% 5.8% -0.2%
2006 16.5% 15.7% 15.5% 1.0%
2005 10.5% 9.7% 6.3% 4.2%
2004 15.2% 14.4% 11.4% 3.8%
2003 34.5% 33.5% 29.9% 4.6%

 

 

This website is for informational purposes only and is not a solicitation for any product or service.  GIM products are actively managed and their characteristics will vary.  All investment has risk, including the risk of loss of principal.  There can be no assurance that efforts to manage risk or to achieve any articulated investment objective will be successful.  An investor should consider investment objectives, risks, charges and expenses carefully before investing. For additional information regarding risks and about the firm, please refer to Related Literature and Disclosures.