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Information contained in this area of the Website is published solely for general informative purposes and intended only for United States and Canadian institutional investors, consultants, financial advisers, and other intermediaries who are who are knowledgeable and experienced in the financial services market and in investment products of this nature. If you are a retail, individual investor or non-ultra-high net worth individual then please leave this website immediately. The information is not authorized for use in a jurisdiction where distribution is not authorized and is not intended for distribution to retail clients, the general public or retail investors. If you choose to access this Website from locations outside of the United States or Canada, you do so at your own initiative and risk, and are responsible for compliance with all applicable laws.

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Canadian Institutional Investors: By accessing this site you confirm that you are a “permitted client” as defined in National Instrument 31-103 Registration Requirements, Exemptions and Ongoing Registrant Obligations of the Canadian Securities Administrators, you agree not to forward or make the contents of this site available to any person who is not a “permitted client”, and you agree to be subject to intechinvestments.com terms of use. The information on this Website is for informational purposes only and does not constitute (i) an offer for products or services or (ii) the provision of investment advice of any kind, tailored or otherwise. The information on this Website should also not be construed as an offer to sell or a solicitation of an offer to buy to any persons who are prohibited from receiving such information under the laws applicable to their place of citizenship, domicile or residence. Intech Investment Management LLC (“Intech”) does not have any funds that offer securities under a simplified prospectus for general offer or sale within Canada. No securities regulatory authority in Canada has reviewed or in any way passed upon this website or the merits of any investment available, and any representation to the contrary is an offense. Intech is registered with the United States Securities & Exchange Commission under the Investment Advisers Act of 1940. Intech is a subsidiary of Janus Henderson Group plc, and is affiliated with its subsidiaries and affiliates.


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Responsible Quant

Systematically encourage strong environmental, social and governance practices.

 

Introduction

Our ESG investing approaches – integration, screening and active ownership – help our clients shape their portfolios to their sustainability and investment policies and objectives. We offer a distinctive portfolio-centric approach that’s designed to boost a portfolio’s ESG profile versus its benchmark while maximizing risk-adjusted returns.

Integration

Including material ESG factors into our investment analysis and decision making.

Screening

Using specific criteria to include, exclude, overweight or underweight investments by specific ESG criteria.

Active Ownership

Influencing corporate behavior in ESG issues through proxy voting and direct company contact.

Intech ESG Integration

Integration

Systematically including material ESG factors into analysis and decision making requires a significant investment in ESG evaluation. We partner with a global team of 185 research analysts who help us enrich our security datasets with ESG ratings based on thousands of data points.1 

Database enrichment allows us to consider ESG criteria in our optimization routines, which determines holdings based on a client’s risk, return and sustainability objectives.

Intech_Screening

Screening

Our clients use two types of screening 1) positive screening which only includes or overweights investments with higher ESG ratings; or 2) negative screening which excludes or underweights investments based on ESG criteria.

Positive screening is the most common approach used by our ESG investing clients. Our negative screens are typically based on client-defined exclusions.

Intech_Active Ownership

Active Ownership

Clients can extend their influence on ESG issues through our ESG proxy voting program. This program applies ISS Sustainability Voting Guidelines, providing a seamless way to align votes with a broad consensus of sustainability-minded investors.

Additionally, our ESG engagement program involves direct correspondence with boards of directors of companies with low ESG ratings that details our concerns and requests a response.

Intech_Team_2018 (1)

Community Impact

Corporate responsibility has intrinsic value to Intech and we’re committed to helping our communities flourish. That's why our people regularly give back to the communities where they live and work. Their communities see Intech® employees involved year-after-year at a range of events, including:

 

Partnerships

Realizing the benefits of responsible investing is a global endeavor, requiring global action. We partner with organizations that align with our ESG investing efforts and encourage you to visit their websites to learn more about their missions.

 

UNPRI

As a signatory of the United Nations Principles of Responsible Investing (UNPRI) since November 2012, we are committed to UNPRI’s six voluntary principles, including the incorporation of ESG issues into investment analysis and decision-making.

 

MSCI ESG Research

We partner with MSCI for their global expertise in ESG research, allowing us to leverage their global team of 185 research analysts who provide us an ESG ratings database of over 13,000 issuers linked to over 590,000 securities.

 

Janus Henderson Investors

As a founding signatory of PRI, our parent company is a long-time supporter of responsible investing. The company’s dedicated Governance and Responsible Investment team works to support ESG integration across Janus Henderson Investors.

Download our ESG Policy Statement

Our Founder

Our founder, E. Robert Fernholz, Ph.D., was born in 1941 in New Jersey. His father was a distinguished German chemist who fled Germany and immigrated to the US in 1935 to join the faculty of Princeton University. Dr. Fernholz's mother, Mary Briganti Fernholz, was the daughter of Italian Immigrants who came to the US in the early 1900s. She held an M.S. degree in Economics from Smith College and worked at Princeton University as a research assistant in the Economics Department.

Growing up in Princeton and attending Princeton Country Day School, Dr. Fernholz graduated high school at Deerfield Academy in Massachusetts in 1958. He majored in mathematics at Princeton University, under the direction of William Feller, and received his B.A .degree magna cum laude in 1962. He earned his Ph.D. in mathematics at Columbia University in 1967, writing his thesis under the direction of Lipman Bers.

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Dr. Fernholz began his career as an academic mathematician at the University of Washington, and later held various professorships at City University of New York, Universidad Nacional de Buenos Aires, and Princeton University. Fernholz left Princeton University in 1980 to become Research Director at Arbitrage Management Company. He also worked at Brignoli Models where he worked along-side Dr. Harry Markowitz.

In 1987, Dr. Fernholz founded Intech, basing our mathematical investment process on a 1982 paper he published, “Stochastic Portfolio Theory and Stochastic Market Equilibrium.” He later elaborated on these mathematical methods in his monograph, Stochastic Portfolio Theory (Springer 2002). Dr. Fernholz is also the author of numerous research articles both in pure and applied mathematics as well as statistics and mathematics of finance.

Dr. Fernholz married Luisa Turrin in 1970 and they have two sons: Daniel and Ricardo. Luisa Turrin Fernholz earned a Ph.D. in Statistics from Rutgers University and is Professor Emerita in Statistics at Temple University. Daniel T. Fernholz holds a Ph.D. in Computer Science from the University of Texas at Austin, and Ricardo T. Fernholz earned a Ph.D. in Economics from the University of California, Berkeley and is currently Assistant Professor of Economics at Claremont McKenna College.

Dr. Fernholz and his wife Luisa founded the Minerva Research Foundation in 1993 to promote research in mathematical and statistical sciences and to encourage the participation of women in these disciplines. Luisa Fernholz directs the Foundation, which has given support to the Institute’s School of Mathematics since 2007. Dr. Fernholz is also a trustee at the Institute for Advanced Study, an independent, postdoctoral research center for theoretical research, and the academic home for distinguished scholars like Albert Einstein, Kurt Gödel, John von Neumann and Hermann Weyl.

 

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