ENSTOC
Enhanced U.S. Large Equity
The overall objective of the Enhanced U.S. Large Equity ("ENSTOC") strategy is to employ an actively managed, risk controlled, enhanced indexing process to build a diversified portfolio of companies with characteristics similar to the S&P 500 Index and a superior valuation and earnings profile. Our performance objective is to consistently outperform the S&P 500 Index in up and down markets while minimizing the risk of underperformance.
The overall objective of the Enhanced U.S. Large Equity ("ENSTOC") strategy is to employ an actively managed, risk controlled, enhanced indexing process to build a diversified portfolio of companies with characteristics similar to the S&P 500 Index and a superior valuation and earnings profile. Our performance objective is to consistently outperform the S&P 500 Index in up and down markets while minimizing the risk of underperformance.
Click for more information about the enhanced index investment approach.
Lead Portfolio Manager
- Amit Chandra, Ph.D., CFA
- December 31, 2000
- S&P 500 Index
- 300 – 400 Holdings
- Relative Sector Weights: +/- .75%
- Tracking Error: 0.6 – 1.0%
- Expected Turnover: 30 – 50%