Active Quantitative Equity

Active Quantitative Equity

Active Quantitative Equity

Our Active Quantitative Equity Strategies employ a systematic investment process, based on economic fundamentals, to uncover the market inefficiencies which drive security mispricings.  Constant research and innovation are at the core of delivering outperformance for our clients.

Global Defensive Equity* Strategy

The Global Defensive Equity Strategy was recognized a winner in the Global Core Equity category at the U.S. Investment Management Awards. Award selection is based on factors such as 1-, 3-, and 5-year performance, Sharpe ratio, information ratio, standard deviation and upside capture.

The Global Defensive Equity Strategy seeks a balance in managing risk and growth opportunities. The team weighs risk aware portfolio construction against stock selection considerations, aiming for a low risk portfolio with reasonable valuations and exposures to stocks that can offer robust free cash flow generation, high quality balance sheets and improving sentiment.

This website provides summary information regarding the Strategy. It should be read in conjunction with the Strategy's Disclosure Document, which is available from SSGA. The Strategy Disclosure Document contains important information about the Strategy, including a description of a number of risks.

 * Prior to October 1, 2016 the strategy was named Global Managed Volatility Alpha.

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Institutional Investor 2016 U.S. Investment Management Awards Important Information:


A short-list of top performing managers in each of the following strategies are identified by Institutional Investor magazine's editorial and research teams in consultation with eVestment’s* research team. We analyze investment strategies based on factors such as one-, three- and 5-year performance, Sharpe ratio, information ratio, standard deviation and upside market capture. Each category is analyzed based on the factors used by institutional investors in their own searches on eVestment. More than 1000 leading U.S. pension plans, foundations, endowments and other institutional investors are surveyed and asked to vote for up to three of the top performing managers in each strategy in which they invested during the past year. Institutional Investor's editorial team analyzes the results of the survey to determine the investment manager winners.

For more information, please visit: www.usinvestmentawards.com/winners.php