The objective is to generate long term capital growth and control risk. Analytic’s process employs a 130% long / 30% short (or 120% long / 20% short) equity portfolio seeking to outperform its benchmark in both up-and down-markets while maintaining risk consistent with its benchmark.

*There is no guarantee that the investment objective will be met.


Core "benchmark-oriented" strategy designed to add value by buying stocks with the most attractive factor profiles and shorting stocks with the least attractive factor profiles, within a set of risk constraints; by the use of an investment process that analyzes over 70 characteristics that impact equity prices. Analytic’s process recognizes that the desirability of these characteristics (factors) changes based on the business cycle and economic conditions. As our process is designed to capitalize on the time-varying nature of investor preferences, we are able to consistently and systematically identify attractive relative valuation opportunities.

Portfolio Characteristics

  • Core Equity Plus: S&P 500 Index®
  • Core Equity Plus: Russell 1000 Index®
  • Global Core Equity Plus, ex Japan: MSCI Kokusai Total Return Index®
  • SMID Cap Equity Plus: Russell 2500 Index®
Relative Risk Target:  Tracking error target of 3.0% to 4.0% to the Benchmark
Strategy Inception:
  • Core Equity Plus (S&P 500 benchmarked): July 2002
  • Core Equity Plus (Russell 1000 benchmarked):  January 2006
  • Global Core Equity Plus, ex Japan: October 2007
  • SMID Cap Equity Plus: July 2009
Investor Fit: Investor looking to add value through both long and short positions while maintaining 100% net equity exposure.

Please click on the following link to obtain a Fact Sheet which will contain more detailed information, including performance information, for this solution.