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U.S. Systematic

A Quantitative Factor-Optimized Approach, investing in High Alpha Potential U.S. Equities

What Set's Us Apart

A Seasoned Quant Team of PhDs and CFAs, with built-in support from Global Macro Research expertise from Heckman Global

The Portfolio Managers each have 30+ years on the street, with prior experience managing billions in assets in Global and International Equity strategies at well known Institutions, and notable media recognition for Global Equity Asset Allocation Research.


Different Factors are rewarded in different market environments. Each Stock has different exposures to these investment factors. Diversifying across investment factors leads to more consistent outperformance over the long run.


Valuation Cheap stocks have historically outperformed market over long-run‍

Profitability Important for long-term outperformance

Quality Cash flows should support earnings‍

Sentiment Agreement amongst Analysts is positive

Risk Beta and Volatility

Management Policy R&D, Capex and Share issuance/repurchase

Momentum Price and Earnings Trends

Portfolio Construction & Monitoring

Combining Top-Down Sector Allocation, Bottom-Up Stock Selection and prudent Risk Management, the strategy  limits systematic market risks, such as excessive exposures to particular sectors and market capitalization segments. Aims to maximize alpha and adheres to a strict sell discipline

Strategy Facts

Strategy Stats


Performance prior to 1-Year is Annualized. Past performance is not indicative of future results.

Past performance is not indicative of future results.

Portfolio Stats

Risk Measures

Up Capture

Down Capture

Top 10 Holdings

Sector Breakdown

Top 5 Quarterly Contributors

Top 5 Quarterly Detractors


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