Quantitative U.S.

Small Cap Equity

Mutual Fund

GIM believes that a benchmark-agnostic portfolio of small 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 Small Cap team since strategy inception
Inception date of November 30, 2017 
 

Summary Investment Guidelines

  • Universe: Russell 2000 Index
  • Benchmark: Russell 2000 Index
  • 80-140 holdings
  • Maximum position size: 2% for any security
  • Sector: +/–3% vs. Russell 2000 Index

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. Small Cap Equity (Gross) -17.8% -10.4% -10.4% N/A N/A N/A -9.6% 11/30/2017
Quantitative U.S. Small Cap Equity (Net) -18.0% -11.1% -11.1% N/A N/A N/A -10.3%  
Russell 2000 -20.2% -11.0% -11.0% N/A N/A N/A -10.5%