Quantitative Growth


Strategy Overview

The Quantitative Growth strategy seeks long-term capital appreciation by investing in top-ranked growth stocks in the Russell 3000 Growth Index, as determined by VGA’s proprietary screening models.

This managed strategy is offered in an SMA structure and is available in two versions: hedged and long-only.

Strategy Summary

The strategy invests in a targeted portfolio of approximately 50 individual stocks selected from the Russell 3000 Growth Index through a proprietary screening process that seeks to identify companies with above-average growth potential that trade at attractive valuations (also known as “Growth at a Reasonable Price,” or GARP).

The strategy is rebalanced semi-annually, although individual positions may be adjusted opportunistically. The hedged version is risk-managed, whereby equity exposure is reduced when our macro models determine that the potential for strong equity returns has diminished. The long-only version remains fully invested in the individual stocks regardless of market backdrop.

Strategy Objective

The Quantitative Growth strategy seeks two primary objectives:

  1. Long-term capital appreciation from growth stocks, but with reduced volatility.
  2. The hedged version seeks to outperform the IQ Equity Long/Short hedge index, and the long-only version seeks to outperform the Russell 3000 Growth Index over a full market cycle.

Portfolio Managers

Tom Samuelson, CFA, CMT
Chief Investment Officer
Kendall Dilley, CFA, CMT
Portfolio Manager

Strategy Information

  • Inception: October 2015
  • Category: Long Short Equity & US SA Large Value
  • Structure: Managed Account (SMA)
Request for Proposal

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For more information on the Quantitative Growth Strategy, contact us.

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