The fund seeks capital appreciation in the long term by investing in large-size companies in the United States.

The investment process is designed to enhance the fund’s performance over its benchmark index and utilizes an optimization process to target value and growth-oriented companies.

The process uses quantitative analysis to assess a company’s valuation, growth, dividend yield, and industry.

Next, the research team screens securities in accordance with the fund’s cultural values policies,

The fund seeks capital appreciation in the long term by investing in large-size companies in the United States.

The investment process is designed to enhance the fund’s performance over its benchmark index and utilizes an optimization process to target value and growth-oriented companies.

The process uses quantitative analysis to assess a company’s valuation, growth, dividend yield, and industry.

Next, the research team screens securities in accordance with the fund’s cultural values policies, and those companies failing to meet the criteria are removed from investment consideration.

The team applies a set of values-based screens to avoid investing in companies that are materially involved in the production, distribution, retail, supply or licensing of alcohol or related products and involved in the production, distribution, retail, supply or licensing of tobacco or related products.

The fund also avoids investing in companies involved in gambling, or directly participating in providing abortions and/or the production of drugs marketed with the primary intent to terminate pregnancy, directly engaged in scientific research using stem cells derived from human embryos, fetal tissue or human embryo cloning techniques, or directly involved in the production, distribution or retail of adult entertainment; or directly involved in the production, distribution, retail, supply or licensing of psychoactive recreational cannabis or derivative products.

The fund’s assets are allocated in an attempt to match the characteristics of a blend of the benchmark and two indices that are subcomponents of the benchmark namely a large-cap growth index and a large-cap value index.

The resulting portfolio controls for risk and seeks outperformance against the benchmark through exposure to growth and value factors.

The fund has the flexibility to invest up to 5% of its net assets in securities of non-US issuers not included in the benchmark index.