Quantitative U.S.

LARGE CAP GROWTH 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 Growth team since strategy inception
Inception date of December 31, 2002

Summary Investment Guidelines

  • Universe: Russell 1000 Growth
  • Benchmark: Russell 1000 Growth Index
  • 60-90 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

    Director of Quantitative Research
  • Paul T. Sullivan, CFA

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

    Portfolio Manager, Quantitative Equity
 
As of 12/31/2018 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Quantitative U.S. Large Cap Growth Equity (Gross) -13.2% -4.1% -4.1% 10.1% 11.1% 16.6% 11.5% 12/31/2002
Quantitative U.S. Large Cap Growth Equity (Net) -13.4% -4.8% -4.8% 9.3% 10.3% 15.7% 10.6%  
Russell 1000 Growth -15.9% -1.5% -1.5% 11.1% 10.4% 15.3% 9.9%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Growth Gross +/-
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%