The fund seeks capital appreciation in the long term by investing in small-size companies in 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.
Next, the research team invests in securities of companies located in the U.S.
As part of its quantitative analysis, the team evaluates companies on the basis of factors such as valuation, quality, investor behavior and earnings growth.
The team then narrows the investable universe to a list of highly-ranked companies based on diversification and risk considerations.
Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.
The fund may also invest in exchange-traded funds and other investment companies from time to time.
In addition, the fund estimates to utilize derivatives, such as options, futures contracts, forwards and swaps.