Systematic Active U.S. Core Equity Program

The Systematic Active U.S. Core Equity program is designed to isolate long and medium term drivers of relative returns within economic sectors and the broader market, and combines these to build a diversified portfolio of stocks with characteristics suitable for each phase of the market cycle.

Risk is managed systematically and all trading is done electronically.

This program seeks to outperform the Russell 1000 Index by 2-4% annualized over the long term, with 2-4% annualized tracking error.