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
|As of 12/31/2020||QTD||YTD||1 YEAR||3 YEAR||5 YEAR||10 YEAR||Since Inception||Inception Date|
|Quantitative U.S. Small Cap Equity (Gross)||27.7%||8.5%||8.5%||6.2%||N/A||N/A||6.0%||11/30/2017|
|Quantitative U.S. Small Cap Equity (Net)||27.4%||7.5%||7.5%||5.3%||N/A||N/A||5.2%|
Calendar Year Returns
|Glenmede Gross||Glenmede Net||Russell 2000||Gross +/-|
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.