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Expected Risk Reduction: up to 35%

Inception: 11/01/2000

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Active Core Equity Investment Strategies

Overview and Applications

Intech active core equity strategies attempt to offer the core of your portfolio a dependable source of excess return, delivered with the minimum – yet stable – amount of active risk. Our clients use these strategies to address a number of needs:

  • Access a liquid source of excess returns to fund future liabilities
  • Implement pure style exposure consistent with policy allocations
  • Complement traditional managers in a multi-manager DC plan
  • Apply risk controls to a typically large portfolio allocation
  • Offset factor tilts created by conventional managers

We employ one process across Intech’s five investment platforms, including our active core equity platform. Platforms differ by risk-return objective – relative or absolute. Platform strategies differ by benchmark and/or risk budget.

#4/Large Cap Equity Quant Manager by AUM1

#1/Large Cap Equity Quant Manager in Japan by AUM1

#2/U.S. Large Cap Growth Equity Quant Manager by AUM1

10/Average Platform Account Tenure in Years2

Why Intech for Active Core Equity?

Tap a Reliable Alpha Source

Equity price volatility is ubiquitous and has been our source of both excess return and a key to risk control for over 30 years. Our clients never have to depend on the market’s “realization” of intrinsic value, earnings expectations or factor premiums.

Add a True Complement

We don’t forecast factors or company performance; instead, we use volatility and correlations to improve diversification for an index, then capture a rebalancing premium. This fundamental difference can produce excess returns uncorrelated with those of conventional managers.

Improve Risk Budgeting

The typical active manager increases active bets as the range of stock returns increase (i.e., dispersion). We do the opposite, potentially offering a more stable ex-post tracking error compared to traditional managers. Stable active risk means a more stable risk budget.3

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