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 3.29 over the 23 years since managing the strategy (inception date of 12/31/1995).
  • Asymmetric downside/upside capture of 88.44% and 103.65%, 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 3.76 over the 18 years since managing the strategy (inception date of 3/31/2000).
  • Asymmetric downside/upside capture of 83.42% and 102.34%, 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.
  • Outperformed the Russell 1000 Value by 3.64% (net) over the last 12 months, returning 13.09% (vs. 9.45% for the benchmark).

 

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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 1.89 over the 10+ years since inception of the strategy (inception date of 12/31/2007).

 

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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 4.31 over the 10+ years since inception of the strategy (inception date of 12/31/2007).
  • Asymmetric downside/upside capture of 86.07% and 102.12%, respectively, since inception.

 

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Data shown as of 9/30/2018.