Description: The fund seeks capital appreciation with an emphasis on lower volatility than the broader equity market, as measured by the Russell 1000 Index. The fund applies a fundamentally driven %u201Cbottom-up%u201D research process to identify stocks that exhibit strong fundamental characteristics and screens for stocks with the lowest realized volatility scores, based on our proprietary quantitative model, relative to their corresponding sectors. Risk considerations are incorporated into the final stock selection process.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Large Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 97.12 | 0.00 | 97.12 |
| Stock non-US | 2.06 | 0.00 | 2.06 |
| Cash | 0.82 | 0.00 | 0.82 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Technology | 19.73 | 22.70 |
| Healthcare | 14.93 | 16.05 |
| Financial Services | 14.79 | 14.11 |
| Industrials | 11.95 | 10.28 |
| Consumer Defensive | 8.92 | 7.40 |
| Consumer Cyclicals | 8.26 | 10.02 |
| Communication Services | 7.36 | 7.18 |
| Energy | 5.00 | 4.39 |
| Real Estate | 3.12 | 2.41 |
| Utilities | 3.05 | 2.75 |
| Basic Materials | 2.89 | 2.71 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.07 | 97.55 |
| United Kingdom | 0.93 | 0.88 |
| Japan | 0.00 | 0.07 |
| Australasia | 0.00 | 0.01 |
| Asia Emerging | 0.00 | 0.09 |
| Latin America | 0.00 | 0.07 |
| Asia Developed | 0.00 | 0.17 |
| Europe Developed | 0.00 | 1.13 |
| Africa/Middle East | 0.00 | 0.03 |