• Glenmede Quantitative International Equity Portfolio

Glenmede

  • International
  • Multi-Cap
  • Value

Glenmede Quantitative International Equity Portfolio

GTCIX

Summary

The fund seeks total return in the long term by investing in companies outside the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Then the research team invests directly and/or through American Depositary Receipts in companies located in developed markets based in at least three countries other than the United States.

The team utilizes proprietary multi-factor computer models to select companies trading at reasonable prices, having good fundamentals and high earnings expectations.

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Price

Last Close

$13.82 ( -0.23 )

52 Week HL

$16.14 - $13.56

Net Assets

$37.7 M

Expense Ratio

1.00 %

Sector Allocation

Mar 31, 2021

Top 10 Holdings

Mar 31, 2021

Company Name

  • ABB Ltd
  • Bank Of
  • BOC Hong
  • Brenntag SE
  • Imperial Brands

Holding

  • 2.96
  • 2.63
  • 2.81
  • 2.83
  • 2.95

Company Name

  • Koninklijke Ahold
  • Novartis AG
  • Royal Bank
  • SKF AB
  • STMicroelectronics NV
  • Total

Holding

  • 2.96
  • 2.85
  • 2.99
  • 2.88
  • 2.69
  • 28.55%

Manager

Name

Vladimir de Vassal

Leadership

Single Manager

Tenure

2003

Advisor

Documents

Prospectus

Summary

Annual Reports

Website

Link

Performance

YTD

-11 %

3 Year

-3.61%

5 Year

1.19%

Best

41.04%
2009

Worst

-46.72%
2008

Returns +
Quarterly

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -4.3% 5.2% -24.6% 8.1% 0.1% 7% -3.1% 4.9% -0.8% -0.2% -
Q2 -7.9% 3.7% 12.6% 1% -2.1% 6.2% -2.2% 1.7% 3.9% 0.3% -
Q3 - 1.7% 4.2% -3.2% 0.8% 4.1% 5% -10.2% -6.2% 11% -
Q4 - 2.1% 12.4% 6% -13.3% 3.6% -1.9% 6.5% -6.2% 6.6% -

Returns +
Monthly

J F M A M J J A S O N D
2022 1.7% -5% -0.9% -1.5% -5.5% - - - - - - -
2021 - 1.1% 4% 1.1% 3.6% -1% 0.2% 0.5% 1% -1.3% -5.2% 4.8%

+
Annual

    2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
    0%29%16%29%-6%19%8%-1%14%29%0%

Alpha

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
GTCIX -11%9%-1%14%-16%23%-2%2%-9%19%14%
S&P 500 -29%16%29%-6%19%8%-1%14%29%-
Alpha -11%-20%-16%-14%-10%4%-11%3%-23%-10%14%

GTCIX S&P 500

Chart +