Portfolios are constructed via an optimization routine. The routine's goal is to maximize the portfolio's weighting towards those stocks that possess what we consider desirable characteristics while reducing the weight of stocks that have what we believe are less desirable characteristics.
| Inception Date | October 1, 2006 |
| Assets Under Management (in millions) | $167.70 |
| Investment Style | Core |
| Benchmark | Russell 1000® Index |
| Large Cap Core Quantitative | Russell 1000® Index | |
|---|---|---|
| Weighted-Average Market Capitalization ($ Bil) | $457.7 | $408.0 |
| Indicated Yield | 2.3% | 2.3% |
| Trailing P/E Ratio | 21.5x | 23.0x |
| Forward P/E Ratio | 20.3x | 21.9x |
| Price/Book Ratio | 3.8x | 3.7x |
| Large Cap Core Quantitative | Russell 1000® Index | |
|---|---|---|
| Communication Services | 9.40 | 10.30 |
| Consumer Discretionary | 10.20 | 12.30 |
| Consumer Staples | 5.50 | 6.50 |
| Energy | 1.40 | 1.90 |
| Financials | 12.20 | 9.60 |
| Healthcare | 18.30 | 14.10 |
| Industrials | 5.00 | 8.70 |
| Information Technology | 31.20 | 28.00 |
| Materials | 0.80 | 2.70 |
| Real Estate | 2.80 | 3.10 |
| Utilities | 2.30 | 2.80 |
| Cash | 1.00 | 0.00 |
| Apple, Inc | 6.9% |
| Microsoft Corp | 6.1% |
| Amazon | 4.3% |
| Facebook, Inc. | 2.8% |
| Merck & Co. | 1.8% |
| LAM Research Corp | 1.7% |
| Johnson & Johnson | 1.7% |
| United Health Group Inc | 1.6% |
| Adobe Inc | 1.5% |
| S&P Global Inc | 1.5% |