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Strategies

Engineering Portfolios to Meet Client Needs

The Jacobs Levy investment process is engineered to be fully integrated across all investment functions, from security selection, through portfolio construction, trading, performance attribution, and guideline compliance. The objective is to construct portfolios that offer consistent outperformance relative to underlying benchmarks, with controlled residual risk or tracking error. Our investment process offers depth of analysis and breadth of inquiry, proprietary methods of “disentangling” the market’s complex web of profit opportunities, sophisticated modeling techniques, and ongoing research to discover new investment insights. Sophisticated trade execution and monitoring systems help minimize transaction costs, preserving the value of investment insights. Jacobs Levy does not use soft dollars. Given the breadth and depth of the Jacobs Levy investment process, portfolios can be engineered to a wide range of U.S. equity benchmarks. The firm offers the following strategies:

  • Large Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 500, Russell 1000, Russell 3000, Russell 1000 Growth and Value, and Russell 3000 Growth and Value indexes.
  • Mega Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 100, Russell Top 200, and Russell Top 200 Growth and Value indexes.
  • Mid Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 400, Russell Mid Cap 800, Russell Mid Cap Growth and Value indexes.
  • Small Cap Core, Growth, and Value portfolios designed to produce significant, consistent value added relative to the S&P 600, Russell 2000, Russell 2500, Russell 2000 Growth and Value, and Russell 2500 Growth and Value indexes.
  • Defensive Equity portfolios designed to produce significant, consistent value added relative to the Russell 1000 Defensive, Russell Top 200 Defensive, Russell Mid Cap Defensive, Russell 2000 Defensive, and Russell 2500 Defensive indexes.
  • Dynamic Equity portfolios designed to produce significant, consistent value added relative to the Russell 1000 Dynamic, Russell Mid Cap Dynamic, Russell 2000 Dynamic, and Russell 2500 Dynamic indexes.
  • Enhanced Active 130-30 portfolios designed to provide higher value added relative to the S&P 500, Russell 1000, Russell 2000, Russell 3000, Russell 1000 Growth and Value, Russell 1000 Defensive, Russell 1000 Dynamic, Russell 2000 Defensive, and Russell 2000 Dynamic indexes. These portfolios relax the long-only constraint to permit more meaningful security underweights.
  • Market Neutral Long-Short portfolios designed to generate absolute returns by profiting from both winning and losing stocks, investing approximately equal dollar amounts in long and short positions.
  • Hedge portfolios designed to generate absolute returns.
Note: Certain strategies have limited capacity.

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