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
- 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
Portfolio Manager, Quantitative Equity
Paul T. Sullivan, CFA
Portfolio Manager, Quantitative Equity
Alexander R. Atanasiu, CFA
Portfolio Manager, Quantitative Equity
| As of 12/31/2019 | QTD | YTD | 1 YEAR | 3 YEAR | 5 YEAR | 10 YEAR | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|
| Quantitative U.S. Large Cap Growth Equity (Gross) | 10.4% | 36.0% | 36.0% | 18.9% | 13.7% | 16.6% | 12.8% | 12/31/2002 |
| Quantitative U.S. Large Cap Growth Equity (Net) | 10.2% | 35.0% | 35.0% | 18.0% | 12.9% | 15.7% | 11.9% | |
| Russell 1000 Growth | 10.6% | 36.4% | 36.4% | 20.5% | 14.6% | 15.2% | 11.3% |
Calendar Year Returns
| Glenmede Gross | Glenmede Net | Russell 1000 Growth | Gross +/- | |
|---|---|---|---|---|
| 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% |