Strategy Positioning

Strategy Positioning

The APS Labs Strategies utilize managers by having them specialize in a particular sector(s), as opposed to employing their full strategy; managers are hired in the sector(s) where they have historically been able to create the most consistent alpha. Within the chosen sector(s) Managers are unconstrained:

  • Market Capitalization – holdings are All-Cap, both within mandates and at the aggregate Strategy level
  • Holdings can be of any style within a sector
  • The number of holding by mandate can be concentrated as a manager feels appropriate
  • Mapping: high correlation >90% to each Strategy broad benchmark index:
  • U.S. Equity Strategy – Russell 3000 TR and NR Indices
  • International Equity Strategy – MSCI ACWI ex. US NR Index
  • Active Share is high at >85% to all major indices (best-fit or broad)

Each Strategy is designed to be generally sector neutral to their broad benchmark index – not taking bets amongst or between the different sectors, either tactically or strategically.

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