Strategy Description  

The Quantitative U.S. Equity Growth strategy is a systematic investment strategy with the goal of providing investors with above-average long-term growth.

Each month, the top three ranked stocks are selected from the S&P 100 index universe using a momentum factor and held for a month, 

The strategy has produced 10X the return of the benchmark with half the drawdown.   


Sharpe Ratio – the average return earned in excess of the risk-free rate.  A higher Sharpe Ratio is better

Risk-Free Rate – represents the interest an investor would expect from an absolutely risk-free investment over a specified period of time.

Sortino Ratio – another measure of risk that takes into account the downside deviation of the asset.  A higher Sortino Ratio is better.

What is drawdown?

Drawdown is the measure from the highest high to the lowest low or peak to trough during a specific time period.  It is an important measurement of risk.  A larger drawdown requires a more significant increase in the security to recover.