Global Quantitative Core

Investment Objective:

To achieve a long-term return relative to an appropriate benchmark that is competitive and predictable, with low volatility (tracking error). The process is focused on maximizing return by integrating three critical components of investment performance: return, risk, and transaction costs.

The Invesco Edge:

  • Clearly defined return/risk parameters
  • 12-year successful track record
  • Based on time-tested, proven fundamental concepts
  • Integrates a sharp focus on returns, risks and transaction costs
  • Team averages 10 years with Invesco and 16 years in the industry
  • Low turnover of investment professionals

Investment Strategy:

Global Quantitative Core is an active global large capitalization strategy designed to capture excess return through our proprietary multi-factor stock selection model. The model weighs four key investment concepts according to our assessment of their ability to forecast the expected return for each stock:

  • Earnings Momentum
  • Price Trend
  • Management Action
  • Relative Value

The portfolio is structured to capitalize on stock selection while minimizing exposure to other residual risks, such as beta, sector/industry exposures, and style (growth, value, and size). Disciplined portfolio construction and cost-effective trading are integral to our investment process, helping us maintain the value added from stock selection and reduce the probability of significant underperformance.