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Expected Risk Reduction: up to 35%

Inception: 11/01/2000

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U.S. Equity Strategies

Overview and Capabilities

We’ve been studying U.S. equity stock price volatility for over 30 years. Our database of U.S. equity volatility is our most comprehensive, allowing for extensive modeling opportunities that help us improve our applications across all markets and platforms.

  • Leading U.S. equity quantitative asset manager by AUM 1
    • #2 Enhanced Equity
    • #4 U.S. Equity
    • #5 Low Volatility Equity
  • 11 U.S. equity strategies available to institutions1
  • US$22.9 billion in AUM focused on U.S. equity markets1

We employ one process across our U.S. equity strategies. Strategies differ by investment platform, benchmark, and risk budget.

Latest Insights

Let’s Hope for a Little More of This Type of Volatility

June 29, 2018

A European Taste for Volatility...

June 8, 2018

Diversification, Volatility, and Surprising Alpha

Whitepaper

Why Equities for Absolute Return?

Whitepaper

Can You Hide From The Bogey Man?

Whitepaper

Filter Resources

MSCI Canada Index

Intech® Canadian
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI Emerging Markets Index

Intech® Emerging Markets
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: Available

MSCI Europe Index

Intech® European
Adaptive Volatility (EUR)

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: Available

MSCI Europe Index

Intech® European
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 3-4%

Inception: 2010-01-01

MSCI Europe Index

Intech® European
Low Volatility (EUR)

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

Citigroup 3-Month T-Bill Index

Intech® Global Absolute Return

Platform: Absolute Return

Leverage: No

Inception: Available

MSCI All Country World Index

Intech® Global All Country
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 45%

Inception: 2014-10-01

MSCI All Country World ex Australia Index

Intech® Global All Country
Adaptive Volatility ex Australia

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2013-10-01

MSCI All Country World ex USA Index

Intech® Global All Country
Adaptive Volatility ex U.S.

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 50%

Inception: Available

MSCI All Country World ex Japan Index

Intech® Global All Country
Core ex Japan

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2015-10-01

MSCI All Country World ex U.S.A. Index

Intech® Global All Country
Core ex U.S.

Platform: Core Equity

Expected Tracking Error: 2.25-3.25%

Inception: 2014-07-01

MSCI All Country World Index

Intech® Global All Country
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1-1.5%

Inception: 2011-11-01

MSCI All Country World Index

Intech® Global All Country
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 60%

Inception: Available

MSCI All Country World ex USA Index

Intech® Global All Country
Low Volatility ex U.S.

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI World High Dividend Yield Index

Intech® Global Income
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: Available

MSCI Kokusai (World ex Japan) Index

Intech® Global Large Cap
Core ex Japan (Kokusai)

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2009-05-01

MSCI World Index

Intech® Global
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2014-07-01

MSCI World Index

Intech® Global
Adaptive Volatility (EUR)

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 35%

Inception: 2014-07-01

MSCI All Country World Index

Intech® Global
All Country Core

Platform: Core Equity

Expected Tracking Error: 2.25-3.25%

Inception: 2013-05-01

MSCI World Index

Intech® Global
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1.25-1.5%

Inception: Available

MSCI World Index ex Australia

Intech® Global
Enhanced Index ex Australia

Platform: Enhanced Equity

Expected Tracking Error: 1.25-1.5%

Inception: Available

MSCI World Index

Intech® Global
Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 1.5-2.5%

Inception: 2015-05-01

MSCI World Index

Intech® Global
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 2.5-3.5%

Inception: 2005-01-01

MSCI World Index

Intech® Global
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: 2012-01-01

MSCI EAFE Index

Intech® International
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 45%

Inception: Available

MSCI EAFE Index

Intech® International
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 3-4%

Inception: 2006-11-01

MSCI EAFE Index

Intech® International
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 55%

Inception: Available

MSCI USA Index

Intech® Large Cap
Core U.S.A.

Platform: Core Equity

Expected Tracking Error: 3-3.75%

Inception: 2012-08-01

Citigroup 3-Month T-Bill Index

Intech® U.S. Absolute Return

Platform: Absolute Return

Leverage: No

Inception: 2017-07-01

Russell 1000 Index

Intech® U.S.
Adaptive Volatility

Platform: Adaptive Volatility

Expected Risk Reduction: Up to 40%

Inception: 2013-06-01

Russell 1000 Index

Intech® U.S.
Broad Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 2-2.25%

Inception: 2001-04-01

Russell 1000 Growth Index

Intech® U.S.
Broad Large Cap Growth

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 2000-11-01

Russell 1000 Value Index

Intech® U.S.
Broad Large Cap Value

Platform: Core Equity

Expected Tracking Error: 1.8-2.3%

Inception: 2004-08-01

S&P 500 Index

Intech® U.S.
Enhanced Index

Platform: Enhanced Equity

Expected Tracking Error: 1.35-1.5%

Inception: 1998-04-01

S&P 500 Index

Intech® U.S.
Enhanced Plus

Platform: Enhanced Equity

Expected Tracking Error: 2-2.25%

Inception: 1987-07-01

S&P 500 Index

Intech® U.S.
Large Cap Core

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 2001-08-01

S&P 500 Growth Index

Intech® U.S.
Large Cap Growth

Platform: Core Equity

Expected Tracking Error: 4-5%

Inception: 1993-07-01

Russell 1000 Index

Intech® U.S.
Low Volatility

Platform: Low Volatility

Expected Risk Reduction: Up to 45%

Inception: 2012-08-01

Intech® Bespoke Solutions

Construct a customized solution to fit your benchmark, return objectives or risk budget.

Contact Intech®

Ask about how you can harness volatility to address your challenges.

1. Assets under management, ranks, and strategies are based on AUM data reported to the eVestment Alliance databases as of March 31, 2018, and include all active equity strategies where the primary investment approach is equal to “quantitative.” The number of managers includes those with at least one strategy in each group. US Equity includes strategies where the geographic region is “United States” and is comprised of 207 managers. Enhanced Equity is the combined universe of all enhanced equity universes and includes 36 managers. Low Volatility Equity includes strategies in the All Low Volatility Equity Universe and included 48 managers. Information is current as of the date shown and may change at any time.

Past performance is no guarantee of future results. Investing involves risk, including possible loss of principal and fluctuation of value. There is no guarantee that any investment strategy will achieve its objectives, generate profits, or avoid losses.