| MARKET PLUS |
| Number of Holdings |
125-150 Stocks |
| Tracking Error Range |
1 - 2% vs.
S&P 500 |
| Macro Sector Range |
±1% pts. of
S&P 500 |
| Economic Sector Range |
±2% pts. of
S&P 500 |
| Weighted Average Market Cap Range |
±10% of the
S&P 500 |
| Price/Earnings Range |
±10% of
S&P 500 P/E |
|
This is a low tracking error, large cap core product driven by our quantitative models. The portfolio typically holds about 125-150 stocks and tracking error is less than 2%. This product offers controlled risk and excess return potential and is an attractive alternative to passive index funds. This product can be tilted to offer low volatility portfolios versus the S&P/Barra Value and Growth benchmarks for clients who want style exposure with minimal volatility.
Portfolio Manager:
Sumali Sanyal, CFA
Director of Quantitative Analysis
- Vice President, Portfolio Manager of Market Plus product
- MBA, Oakland University - Finance & MIS
- BS, MS, University of Calcutta - Economics
- 8 Years of Experience - Quantitative Analysis, Portfolio Management
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