Quantitative U.S.

Large Cap Value 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 Value team since strategy inception
Inception date of April 30, 2015
 

Summary Investment Guidelines

  • Universe: Russell 1000 Value Index
  • Benchmark: Russell 1000 Value Index
  • 60-90 holdings
  • Maximum position size: 2% for any security
  • Sector: +/–3% vs. Russell 1000 Value Index

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 6/30/2020 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Quantitative U.S. Large Cap Value Equity (Gross) 18.7% -19.2% -10.4% 0.3% 4.2% N/A 4.0% 04/30/2015
Quantitative U.S. Large Cap Value Equity (Net) 18.5% -19.5% -11.0% -0.4% 3.4% N/A 3.2%  
Russell 1000 Value 14.3% -16.3% -8.8% 1.8% 4.6% N/A 4.3%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Value Gross +/-
2019 28.6% 27.6% 26.5% 2.1%
2018 -13.1% -13.8% -8.3% -4.9%
2017 20.3% 19.5% 13.7% 6.7%
2016 17.2% 16.3% 17.3% -0.1%
2015* -3.72% -4.21% -4.02% 0.3%

*Performance 4/30/2015 - 12/31/2015