- Generate returns equal to the return of the benchmark, S&P/TSX Composite Index, plus 2% per annum over a market cycle.
- Maximize long-term total return while prudently managing investment risk relative to the benchmark.
- Diversified Canadian equity exposure managed within a proprietary quantitative return, risk and portfolio construction framework.
- Fully integrated global model employing systematic evaluation of countries, industries and stocks using a broad array of fundamental indicators.
- Universe covering approximately 18,000 stocks spanning 23 developed and 27 emerging markets.
- ESG considerations integrated into the strategy.
- A portfolio of companies exhibiting steady growth is expected to deliver strong investment returns over the long term.
- The investment process must be rigorous, objective and applied with consistency and discipline.
- Research must be driven by a strong synergistic relationship between three key elements: investment fundamentals, quantitative theory and empirical evidence.
- Continuous quantitative evaluation of fundamentals across stocks, industries and countries.
- Proprietary return forecasts assess investment fundamentals and the opportunities created when these fundamentals change.
- Proprietary risk model assesses systematic influences and stock-specific characteristics and events.
- Portfolio construction seeks to optimize risk and return with consideration of transaction costs.
- Daily evaluation and portfolio rebalancing ensures portfolios respond to new fundamental and pricing information on a timely basis.
- Strict position limits.
Please note this strategy is closed to new investors
as of July 15, 2022.