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Large Cap
Large-Cap Core/Growth
Our Large-Cap Core/Growth strategy is the firm’s flagship offering
and has the longest successful track record. The portfolio
comprises about 40 companies. Each position is weighted
at inception within a fairly tight range with a 4% maximum exposure.
• Benchmark: S&P 500 Index
• Inception: January 1, 1996
Disciplined Alpha – R1000 Growth
Our Disciplined Alpha – R1000 Growth strategy applies Smith
Group’s investment discipline within a risk budgeted
portfolio construction framework. The portfolio is
constructed 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. The
portfolio comprises 100 - 150 companies.
• Benchmark: Russell 1000 Growth Index
• Inception: February 26, 2008
Disciplined Alpha - S&P 500 Citi
/Growth
Our Disciplined Alpha S&P 500 Citi / Growth strategy applies
Smith Group’s investment discipline within a risk budgeted
portfolio construction framework. The portfolio is
constructed 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. The
portfolio comprises 100 - 125 companies.
• Benchmark: S&P 500 Citi/Growth
• Inception: September 23, 2007
Disciplined Alpha - Core
Our Disciplined Alpha Core strategy applies Smith Group’s investment discipline within a risk budgeted portfolio construction framework. The portfolio is constructed 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. The portfolio comprises 100
- 125 companies.
• Benchmark: S&P 500• Inception: December 29, 2009
Large-Cap Core/Value
Our Large-Cap Core/Value strategy applies the Smith Group’s
investment discipline to a value universe. The portfolio
comprises about 40 companies. Each position is weighted
at inception within a fairly tight range with a 4% maximum exposure.
• Benchmark: Russell 1000 Value Index
• Inception: April 1, 1999
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