The strategy employs in-depth fundamental research to identify companies that demonstrate superior execution and that have strong value creation potential and a compelling risk/reward profile.
- Seek to manage risk by limiting position sizes to 3% active weight at purchase; maximum position size of 4% active weight
- Constant monitoring and discussion to identify non-quantifiable risk
- Seek a well-balanced portfolio by limiting sector weights to
- Barra Risk Model – monthly portfolio evaluation (60 risk factors)
Firm Level: Independent Risk Management Team
- Performs comprehensive portfolio reviews with investment team and senior management
- Monitors individual security holdings across the entire firm