Description

The fund utilizes an active management approach, guided by a proprietary quantitative system to achieve its investment objectives. This system systematically screens a broad universe of equities from developed markets worldwide, covering companies of all sizes—large, mid, and small-capitalization—and ensuring a diverse representation of sectors and industries. The pool of potential investments is primarily derived from the components of the FTSE Developed All Cap Index and the Russell 3000 Index. The quantitative model employs a rules-based methodology to assess various factor exposures, specifically identifying and favoring stocks that are priced attractively relative to their intrinsic fundamental value. This valuation assessment considers metrics such as price-to-book and price-to-earnings ratios, projected future earnings, and operating cash flow. This focus on value has been historically recognized as a significant driver of long-term stock market performance.