Quantitative Value


Strategy Overview

The Quantitative Value strategy seeks long-term capital appreciation by investing in top-ranked stocks in the Russell 3000 Index, as determined by VGA's proprietary screening models, over a full market cycle.

This managed strategy is offered in two versions: hedged and long-only. It seeks two primary objectives: 1) long-term, risk-managed capital appreciation, and 2) HFRX Equity Hedge Index over a full market cycle via an SMA structure.

Quantitative Value Strategy

Strategy Summary

The strategy invests in a targeted portfolio of stocks from the Russell 3000 Index selected through a proprietary screening process developed by VGA to identify companies with above-average total return potential.

The screening process identifies companies with a unique blend of value, quality, profitability, growth, and price momentum attributes that have historically been associated with attractive stock performance.

Strategy Objective

The Quantitative Value strategy seeks two primary objectives:

  1. Long-term, risk-managed capital appreciation.
  2. To outperform the IQ Long / Short Equity Hedge 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)
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