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 2.89 over the 24 years since managing the strategy (inception date of 12/31/1995).
  • Asymmetric downside/upside capture of 89.77% and 102.99%, 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 3.22 over the 19 years since managing the strategy (inception date of 3/31/2000).
  • Asymmetric downside/upside capture of 85.22% and 101.24%, 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 1.25 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 3.57 over the 10+ years since inception of the strategy (inception date of 12/31/2007).
  • Asymmetric downside/upside capture of 88.61% and 101.51%, respectively, since inception.

 

 

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Data shown as of 03/31/19.