F/m Integrated Alpha Large Cap Focused
US Large Cap Core Equities
Seek long-term growth of capital.
This strategy seeks long-term growth of capital with downside risk reduction by investing in large capitalization US companies with accelerating revenues and earnings. The manager’s proprietary QuantActive process seeks to combine technology-based, quantitative analysis with active, qualitative management to enhance stock selection and manage risk.
|Inception||May 31, 2012|
|Benchmark||S&P 500 Index|
|Vehicles Available||Separate Account, Model Delivery, Mutual Fund – IAFLX, IAFMX|
|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.