Strategy Literature

Based on 30 years of research, the strategies listed below feature a quantitative process that taps into behavioral biases in an attempt to identify stocks poised for appreciation.

361 Large Cap Concentrated Equity
  • Over 35 years of investment experience from the senior-most investment professionals dedicated to the strategy.
  • Annualized alpha of 2.55 over the 24 years since managing the strategy (inception date of 12/31/95).
  • Asymmetric downside/upside capture of 91.09% and 102.56, respectively, since inception.

 

 

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361 Large Cap Concentrated Equity Tax Aware
  • Over 35 years of investment experience from the senior-most investment professionals dedicated to the strategy.
  • Annualized alpha of 2.96 over the 19 years since managing the strategy (inception date of 03/31/00).
  • Asymmetric downside/upside capture of 85.85% and 100.45%, respectively, since inception.

 

 

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361 Large Cap Value
  • Over 35 years of investment experience from the senior-most investment professionals dedicated to the strategy.

 

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361 U.S. Mid Cap Equity
  • Over 35 years of investment experience from the senior-most investment professionals dedicated to the strategy.
  • Annualized alpha of 1.14 over the 10+ years since inception of the strategy (inception date of 12/31/07).

 

 

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361 U.S. Small Cap Equity
  • Over 35 years of investment experience from the senior-most investment professionals dedicated to the strategy.
  • Annualized alpha of 3.09 over the 10+ years since inception of the strategy (inception date of 12/31/07).
  • Asymmetric downside/upside capture of 89.15% and 100.49%, respectively, since inception.

 

 

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Data shown as of 12/31/19.