F/m Integrated Alpha All Cap Focused
US All Cap Core Equities
Seek long-term growth of capital.
This strategy aims to outperform broad equity market indices across market cycles with less risk and has the flexibility to seek opportunities across styles. The strategy utilizes the manager’s proprietary QuantActive investment approach, combining quantitative analysis with active management to enhance stock selection and manage risk.
|Inception||May 31, 2012|
|Benchmark||Dow Jones U.S. Total Stock Market Index|
|Vehicles Available||Separate Account, Model Delivery|
|Holdings||30 – 60|
|Maximum Position Size||≈ 6%|
|Maximum Cash||≈ 15%|
|Active Sector Exposure||+/- 20%|
|Statistical Expectations vs. Primary Benchmark|
|Active Share||> 75%|
|Beta||0.8 to 1.3|
|Maximum Tracking Error||≈ 8%|
Guidelines only. There can be no assurance any objectives can be achieved.