Quantitative
Global Value
Model
Value, quality, financial strength, and momentum — blended in a single, disciplined global equity portfolio.
FACTORS
Multiple factors, one portfolio
Value
Stocks trading at a discount to historical multiples. Historically a persistent source of excess return across global markets.
Quality
Businesses that generate superior returns on capital with durable profitability, and conservative balance sheets.
Momentum
Stocks exhibiting positive recent price trend and improving fundamental estimates — a behavioural effect that persists over 3–12 months.
Financial Strength
Companies with low bankruptcy risk, improving fundamentals, and strong cash generation — a quality filter that compounds with the other pillars.
Low-Vol
Securities with lower realized volatility and drawdown profiles — historically delivering competitive returns with reduced risk through full market cycles.
BENEFITS
The case for a systematic approach
Systematic
Strategies execute without ad-hoc idea discovery. Our systems continuously scour the investment universe for optimal opportunities as defined by each strategy’s parameters.
Reduced Operational Risk
Investors need not worry about style drift or managers’ input. The system persists regardless of personnel.
Mitigates Behavioural Bias
Market noise is ignored. Sub-optimal decisions during periods of extreme fear or greed are structurally prevented.
Transparency
Operational parameters are fully communicated; decisions execute in strict accordance. This preserves investor confidence through periods of underperformance.
PREMISE
Fundamental factors, consistently applied
QGVM combines proprietary systematic research with rules-based execution across a global equity universe. Stocks that rank highly on Value, Quality, Financial Strength, and Momentum — fundamental factors shown to explain the cross-section of equity returns over time.
The model utilizes TRAC™-based rebalancing, rotating out of names that no longer rank in the top decile of our factor composite and into those that do. The discipline is the strategy.
NEXT
Two ways to continue.
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Holdings, factor exposures, historical performance, and rebalance discipline — the complete quantitative picture, delivered by email.
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A conversation with our research and portfolio team to assess fit with your mandate, benchmarks, and risk parameters.