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 3/31/2019 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Quantitative U.S. Large Cap Core Equity (Gross) 10.7% 10.7% 3.8% 12.4% 10.4% 17.3% 9.6% 03/31/2002
Quantitative U.S. Large Cap Core Equity (Net) 10.5% 10.5% 3.1% 11.6% 9.6% 16.4% 8.8%  
Russell 1000 14.0% 14.0% 9.3% 13.5% 10.6% 16.1% 7.9%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Gross +/-
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%