Strategies and Capabilities


Active Equities

We are active managers, focused on solving investment problems. Built by a team with decades of experience, the stock-selection model that informs all of our solutions contains our best investment insights — carefully scrutinised, extensively tested and grounded in a strong economic rationale.


Our Investment Philosophy


Investors today are focused not just on the return potential of their portfolios, but also on the potential for excess risk and cost, so we have designed active equity solutions that aim to put investors’ primary objectives at the centre of portfolio construction.

Our Active Equity solutions utilise a systematic stock selection process, incorporating a range of security evaluation measures, to select a portfolio of securities that is expected to produce superior risk adjusted returns compared with the cap-weighted index.


Our Approach


Investors today are focused not just on the return potential of their portfolios, but also on the potential for excess risk and cost, so we have designed active equity solutions that aim to put investors’ primary objectives at the centre of portfolio construction.

Our Active Equity solutions utilise a systematic stock selection process, incorporating a range of security evaluation measures, to select a portfolio of securities that is expected to produce superior risk adjusted returns compared with the cap-weighted index.

Research

 

We work hard to develop not just innovative ways of choosing the most promising stocks, but also cutting -edge techniques for portfolio construction.

 

Stock Selection

 

We forecast stock returns using a multitude of data, including information of company fundamentals and the actions of market participants, through our proprietary stock-selection model.

 

Portfolio Construction

 

We balance return forecasts with expected risks and costs to help ensure that our research-tested investment insights are optimally reflected in our portfolios.

 

Portfolio Review & Risk Management

 

We regularly review the drivers of return, look for unexpected risk exposures, and seek to take just enough risk to achieve our risk and return targets.

 


Managing Currency in Global Portfolios


To hedge or not to hedge?

Investing in a global fund with Australian dollars can seem daunting given the fluctuations in value against other currencies. We manage currency risk using SSGA’s Dynamic Strategic Hedging programme (“DSH”). Rather than choosing the Fund to be unhedged or fully hedged, we adjust the hedge ratio for each currency in the portfolio according to our medium to long-term assessment of that currency’s economic value relative to the Australian dollar.


Meet The Fund Managers


Olivia Engel, CFA

CIO Global Active Quantitative Equity

Toby Warburton, CFA, Ph.D.

Co-Head of Portfolio Management, Active Quantitative Equity

Chee Ooi

Senior Portfolio Manager

Bruce Apted

Bruce Apted

Head of Portfolio Management - Australia Active Quantitative Equity