The Fund’s investment objective is long-term capital appreciation.
ENGINEERED FOR ALPHA
Alpha Quant Advisors, LLC (“Alpha Quant”), a registered investment advisory firm founded in September 2011, provides innovative investment solutions to institutional and individual clients. Alpha Quant employs a fundamentally driven quantitative investment process to design active strategies intended to deliver above-market performance. Alpha Quant has been an independent affiliate of American Beacon Advisors, Inc., since October 2016.
Firm inception: 2011
- Massimo Santicchia, EVP and CIO;
industry since 1999
- Katherine Gallagher, Senior Portfolio Manager; industry since 2000
FOCUSED ON ALPHA FACTORS
- Factor exposure (rather than style exposure) may lead to long-term success.
- Quality relates to shareholder value creation and portfolio performance.
- Return on invested capital meets both requirements.
- Risk is managed by incorporating valuation during the investment process.
OF INVESTMENT PERFORMANCE
- Fundamental analysis and research: Focus on the drivers of shareholder value creation and their relationship with stock returns.
- Financial databases and analytics: Employ sophisticated statistical methods and robust analytics to estimate proprietary models.
- Alpha factors library: Backtest alpha factors to evaluate forecasting power in various market conditions.
- Factor models: Construct robust models by combining factors built from balance sheet, income and cash-flow statements.
- Portfolio construction: Build portfolios that retain the maximum predictive power of the alpha factor models and use realistic constraints.
Total Fund Assets
|Alpha Quant Advisors, LLC
FUND overview flyer*
Value and Core
and Katherine Gallagher,
Alpha Quant Advisors, LLC [2:03]
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