Large Cap Quantitative Equity

 AI
CUSIP76628R69876628R714
TickerSQEAXSQETX
Share Class Inception10/8/20038/7/2003
Exp Ratio1.261.01
NAV9.749.85
POP10.339.85
NAV Change 0.09 0.10
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Subadvisor

Certium Asset Management

Complementary Fund

Morningstar Ratings as of 7/31/10

Large Cap Quantitative Equity I Shares received a Morningstar rating.

I Shares received a 3-star rating for overall performance, 3 stars for 3-year performance among 1,792 funds and 3 stars for 5-year performance among 1,471 funds. For the 10-year period ending 7/31/10, the Morningstar Rating is not available.

Peer Group Categories

Morningstar: Large Blend
Lipper: Multi-Cap Core Funds

Fund Resources

  1. Overview
  2. Performance
  3. Holdings
  4. Fund Managers

Large Cap Quantitative Equity Strategy

The strategy seeks to provide long-term capital appreciation by investing in large cap companies ($3 billion or more in market cap) with the most attractive earnings growth prospects and valuation characteristics within each sector.

What are the principles that have enabled the strategy to be successful?

Fundamental factor analysis — the team analyzed decades of factor data to determine which factors had the strongest relationship with stock returns. The specific company factors that were most important in driving stock prices in the past were used to develop quantitative models.

Sector-specific quantitative models — although many of the factors are important across sectors, the degree of importance varies by sector. Models have been developed for each of 10 major industry sectors that weight the characteristics accordingly.

Active management — the strategy does not try to emulate the benchmark. The team believes that the models can build and maintain a portfolio that has higher return potential than the benchmark over time.

Click here for disclosures and more information on investment risks.

  1. Value Equity
  2. Core Equity
  3. Growth Equity
  4. International & Alternative Equity
  5. Fixed Income (Taxable)
  6. Fixed Income (Tax Free)
  7. Money Market & Ultra-Short Bonds
  8. Asset Allocation
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Value Equity

  1. Large Cap Value Equity
  2. Mid-Cap Value Equity
  3. Small Cap Value Equity

Core Equity

  1. Large Cap Core Equity
  2. Mid-Cap Core Equity

Growth Equity

  1. Aggressive Growth Stock
  2. Emerging Growth Stock
  3. Large Cap Growth Stock
  4. Select Large Cap Growth Stock
  5. Small Cap Growth Stock

International & Alternative Equity

  1. International Equity
  2. International Equity 130/30
  3. International Equity Index
  4. Large Cap Quantitative Equity
  5. Real Estate 130/30
  6. U.S. Equity 130/30

Fixed Income (Taxable)

  1. Corporate Bond
  2. High Income
  3. Intermediate Bond
  4. Investment Grade Bond
  5. Limited Duration
  6. Limited-Term Federal Mortgage Securities
  7. Seix Floating Rate High Income
  8. Seix Global Strategy
  9. Seix High Yield
  10. Short-Term Bond
  11. Short-Term U.S. Treasury Securities
  12. Total Return Bond
  13. U.S. Government Securities
  14. U.S. Government Securities Ultra-Short Bond
  15. Ultra-Short Bond

Fixed Income (Tax Free)

  1. Georgia Tax-Exempt Bond
  2. High Grade Municipal Bond
  3. Investment Grade Tax-Exempt Bond
  4. Maryland Municipal Bond
  5. North Carolina Tax-Exempt Bond
  6. Virginia Intermediate Municipal Bond

Asset Allocation

  1. Aggressive Growth Allocation Strategy
  2. Conservative Allocation Strategy
  3. Growth Allocation Strategy
  4. Moderate Allocation Strategy

Money Market

  1. Institutional Cash Management Money Market
  2. Institutional Municipal Cash Reserve Money Market
  3. Institutional U.S. Government Securities Money Market
  4. Institutional U.S. Treasury Securities Money Market
  5. Prime Quality Money Market
  6. Tax-Exempt Money Market
  7. U.S. Government Securities Money Market
  8. U.S. Treasury Money Market
  9. Virginia Tax-Free Money Market

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