- Glenmede Quantitative International Equity Portfolio
Glenmede
- International
- Multi-Cap
- Value
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, 2021Top 10 Holdings
Mar 31, 2021Company 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
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% |