Intech’s equity strategies seek consistent excess returns over cap-weighted benchmarks while minimizing active risk. To achieve this objective, we harness stock price volatility to exploit diversification as an alpha source, not just risk reduction.
An Unconventional Approach
Our investment process attempts to construct portfolios that are more efficient than a benchmark, then replenish our diversification through rebalancing. Rebalancing systematically allows for trading profit opportunities that can compound over time.
Unlike many managers, we don’t rely on market inefficiencies or anomalies; instead, we depend on mathematical analysis of observed stock price volatility, diversification, and rebalancing, offering you a distinctive alpha source.
Enhanced Equity Strategies
Since 1987, our enhanced equity strategies have sought to offer the benefits of passive investing while outperforming passive vehicles after fees. These strategies target a higher probability of excess returns by limiting active risk, potentially narrowing the range of excess return outcomes and controlling funded status volatility.
Intech’s active strategies attempt to offer a dependable source of excess return with a moderate – and predictable – amount of active risk for the core of your portfolio. Our clients use these strategies for pure style exposure, diversifying their alpha sources in multi-manager settings, and offsetting factor tilts created by conventional managers.