Quantitative U.S.
LARGE CAP GROWTH EQUITY
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 Growth team since strategy inception
Inception date of December 31, 2002
Summary Investment Guidelines
- Universe: Russell 1000 Growth
- Benchmark: Russell 1000 Growth Index
- 50-90 holdings
- Maximum position size: 3% for any security
- Sector: +/–3% vs. Russell 1000 Growth
- Industry: +/–2% vs. Russell 1000 Growth
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 12/31/2020 | QTD | YTD | 1 YEAR | 3 YEAR | 5 YEAR | 10 YEAR | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|
| Quantitative U.S. Large Cap Growth Equity (Gross) | 11.5% | 19.6% | 19.6% | 16.0% | 16.8% | 16.3% | 13.1% | 12/31/2002 |
| Quantitative U.S. Large Cap Growth Equity (Net) | 11.3% | 18.8% | 18.8% | 15.1% | 15.9% | 15.4% | 12.3% | |
| Russell 1000 Growth | 11.4% | 38.5% | 38.5% | 23.0% | 21.0% | 17.2% | 12.7% |
Calendar Year Returns
| Glenmede Gross | Glenmede Net | Russell 1000 Growth | Gross +/- | |
|---|---|---|---|---|
| 2020 | 19.6% | 18.8% | 38.5% | -18.8% |
| 2019 | 36.0% | 35.0% | 36.4% | -0.4% |
| 2018 | -4.1% | -4.8% | -1.5% | -2.5 |
| 2017 | 28.9% | 28.0% | 30.2% | -1.3% |
| 2016 | 8.0% | 7.2% | 7.1% | 0.9% |
| 2015 | 4.8% | 4.0% | 5.7% | -0.9% |
| 2014 | 21.1% | 20.2% | 13.1% | 8.0% |
| 2013 | 38.3% | 37.3% | 33.5% | 4.8% |
| 2012 | 16.2% | 15.4% | 15.3% | 0.9% |
| 2011 | 1.9% | 1.1% | 2.6% | -0.7% |
| 2010 | 22.8% | 21.9% | 16.7% | 6.1% |
| 2009 | 35.8% | 34.9% | 37.2% | -1.4% |
| 2008 | -39.6% | -40.1% | -38.4% | -1.2% |
| 2007 | 7.2% | 6.5% | 11.8% | -4.6% |
| 2006 | 12.5% | 11.6% | 9.1% | 3.4% |
| 2005 | 10.9% | 10.0% | 5.3% | 5.6% |
| 2004 | 13.7% | 12.9% | 6.3% | 7.4% |
| 2003 | 33.5% | 32.5% | 29.8% | 3.7% |
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.