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Customized Solutions
Smith Group has the ability to customize solutions for
its clients. Applying its investment discipline
within a risk budgeted portfolio construction framework,
Smith Group is able to construct a portfolio using
sophisticated risk modeling tools to maintain overall
benchmark characteristics by minimizing benchmark
relative exposures to risk factors such as market
capitalization, valuation, industry, volatility, etc.
Our process then emphasizes value-added security
selection as the dominant driver of portfolio excess
return. Portfolio holdings vary due to benchmark
but are around 100 - 200 securities.
Strategies
Russell 1000 Growth Index
This Index measures the growth stocks within the Russell 1000, which is composed of the 1,000 largest companies in the Russell 3000 (about 90% of its total value).
• Inception: February 26, 2008
S&P 500 Citi Growth Index
This Index is created by dividing the S&P 500 Index based
upon seven different factors, four to determine value
characteristics and three to determine growth
characteristics. The companies with growth characteristics
are allocated to the growth index, with about one-third
being allocated to both the growth and value index.
• Inception: September 24, 2007
Capabilities
MSCI ACWI (All Country World Index)
This index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets.
MSCI ACWI (All Country World Index) Ex-US Index
This index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets, excluding the United States.
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