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 12/31/2020 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Quantitative U.S. Large Cap Value Equity (Gross) 17.6% -0.9% -0.9% 3.4% 9.3% N/A 7.4% 04/30/2015
Quantitative U.S. Large Cap Value Equity (Net) 17.4% -1.6% -1.6% 2.7% 8.5% N/A 6.7%  
Russell 1000 Value 16.3% 2.8% 2.8% 6.1% 9.7% N/A 7.8%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Value Gross +/-
2020 -0.9% -1.6% 2.8% -3.7%
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

 

 

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.