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Global Systematic Solutions

Our range of global systematic solutions exploits our expertise in understanding equity risk premia. Our proprietary analytical research infrastructure, rigorous testing protocol, and advanced portfolio management systems give us the ability to design, analyze, and implement a systematic strategy in virtually any investment universe, tailored to a client’s specific investment objectives.

 

Strategic Beta – Multi-factor 

  • Dynamic Strategies

    • Predicated on the belief that incorporating a multi-factor, multi-dimensional framework results in more efficient and superior portfolios with greater outperformance potential than static or simplistic single-factor strategies. In 2015, we launched a series of dynamic strategies, including two that are available as registered mutual funds in the United States on Principal Funds' mutual fund platform.
  • Thematic Strategies
    • Our thematic strategies suite seeks to exploit specific thematic ideas. A number of these strategies, including two ETFs designed to track the Nasdaq U.S. Price Setters Index and the Nasdaq U.S. Shareholder Yield Index, are available via the Principal ETF platform.

 

Passive / Enhanced Passive

  • Index Replication

    • We have been managing traditional market-cap weighted index replication strategies since 1989, providing low-cost exposure to broad markets.
  • Index Exclusion

    • The exclusion strategies exclude the bottom 10% of stocks in the universe as determined by our company ranking process to avoid those stocks most likely to underperform.  Winning by not losing, these strategy offer marginal outperformance potential.