Large Cap Value Model

Summary

The Large Cap Value Model seeks to deliver superior risk-adjusted returns over the S&P 500 Index with a concentrated portfolio of 20-35 holdings with exposure to each market sector. The investment objective of the Large Cap Value Model is to generate total return consisting of long-term capital appreciation and income. The holdings primarily consist of large-cap value equities and high-dividend paying securities.

Methodology

The Large Cap Value Model is comprised of high quality large-cap value stocks. We employ a multi-factor investment process using quantitative analysis, fundamental research, and relative strength to construct a portfolio that aims to provide excess risk-adjusted returns to its benchmark. Stocks are screened to filter out the “best-of-breed” within each market sector with a focus on dividend yield.

Large Cap Value Model Specifications

To learn more about the Large Cap Value Model please click on the link to access the informational report. All data provided in the report is based on the current holdings of the model as of the date listed on the report. Any changes made previously to the portfolio are not reflected in any growth assumptions or risk metrics. The benchmark used is the SPDR S&P 500 Value ETF.