|
Assets in Strategy (9/30/2009) |
$ 860,238,123
|
|
|
Inception Date |
12/31/1992 |
|
|
Manager Tenure |
Since Inception |
|
|
Common Benchmarks |
S&P 500 |
|
|
Market Cap Range For Strategy |
Greater Than $2 Billion |
|
|
Diversification Goal |
Sector Neutrality
(+/- 1% to GICS Sectors) |
|
|
Number of Holdings |
175 - 250 |
|
|
Position Weightings |
Optimized Weighting |
|
|
Tracking Error |
1.5%-2% |
|
|
Excess Return Objective |
1%-1.25% |
|
|
Available Investment Vehicles |
Institutional Accounts |
|
|
