Russell 1000 Value

Disciplined Large Cap Value

The overall objective of the Disciplined Large Cap Value strategy is to employ an actively managed, risk controlled, enhanced indexing process to build a diversified portfolio of companies with characteristics similar to the Russell 1000 Value Index and a superior valuation and earnings profile. Our performance objective is to consistently outperform the Russell 1000 Value 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

Inception Date:

March 31, 2005

Primary Benchmark:

Russell 1000 Value Index

Target Portfolio:

125 – 175 Holdings
Relative Sector Weights: +/- 1.50%
Tracking Error: 1.5 – 2.5%
Expected Turnover: 60 – 80%