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Strategies Engineering
Portfolios to Meet Client Needs
The Jacobs Levy investment process is engineered to be fully
integrated across all investment functions, from security selection, portfolio
construction, and trading, through performance attribution and guideline
compliance. The objective is to construct portfolios that offer consistent
outperformance relative to underlying benchmarks, with strict control of
portfolio risk. Outperformance results from depth of analysis combined with
breadth of inquiry, proprietary methods of "disentangling" the market's complex
web of profit opportunities, sophisticated modeling techniques, and ongoing
research to discover new investment insights. Algorithmic trading techniques
minimize transaction costs, preserving the value of investment insights. Jacobs
Levy does not pay soft dollar commissions.
Given the breadth and depth of the Jacobs Levy investment
process, portfolios can be engineered to a wide range of U.S. equity benchmarks.
The firm offers the following strategies: · Large Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 100, S&P 500, Russell 1000, Russell 3000, Russell 1000 Growth and Value indexes. · Mid Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 400, Russell Mid Cap Growth and Value indexes. · Small Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 600, Russell 2000, Russell 2500, Russell 2000 and Russell 2500 Growth and Value indexes.
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Enhanced
Active 120-20 and 130-30 portfolios designed to provide higher
value added relative to the S&P 500, Russell 1000, Russell 3000, Russell 1000
Growth and Value and Russell 2000 indexes. These portfolios relax the long-only constraint to
permit meaningful security underweights. _____________
Note:
Certain strategies are closed to new investors. |
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