RAE delivers the benefits of systematic active investing to produce meaningful excess returns.
RAE systematic active equity strategies seek to generate superior risk-adjusted returns. RAE strategies exploit market inefficiencies and incorporate well-researched active insights that cannot be optimally accessed through an index chassis.
Employs disciplined, contrarian investing
Using fundamental measures of company size to sever the link between market capitalization and portfolio weight—and contra-trading against holdings whose market capitalizations have risen relative to their economic size—RAE strategies seek to deliver a return premium versus the market benchmark over the long term.
RAE incorporates additional insights to add value.
By favoring high-quality companies with attractive valuations, being mindful of momentum, and diversifying active risks across the stocks in the portfolio, RAE strategies are well-positioned to maximize risk-adjusted return.
Favors high-quality companies with attractive valuations
A systematic process identifies financially healthy companies and manages the trade-off between quality and value measures.
Price momentum informs the portfolio’s active bets and stock trades.
Diversifies active bets
A balanced approach guards against unnecessary portfolio concentrations.