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Expected Risk Reduction: up to 35%
Inception: 11/01/2000
trueWe’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.
We employ one process across our U.S. equity strategies. Strategies differ by investment platform, benchmark, and risk budget.
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1. Assets under management and ranks are based on data reported to the eVestment Alliance databases as of December 31, 2018, and included all institutional active equity strategies where the primary investment approach is equal to “quantitative” and “enhanced equity.” This group included 39 managers. Information is current as of the date shown and may change at any time.
2. Tenure is based on Intech enhanced equity accounts for the period ended December 31, 2018.
3. Lower relative ex-post tracking error is based on eVestment Alliance’s calculation of the population standard deviation of excess return as of December 31, 2018. The calculation included all active equity strategies where the primary investment approach is equal to “quantitative” and “enhanced equity.” This group included 39 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. Risk controls, as referenced, do not promise any level of performance or guarantee against loss of principal.
