Mount Lucas U.S. Focused Equity Fund - Keywords
INVESTMENT FOCUS
- Momentum and Earnings Sustainability
- Growth and Quality
- Large-Cap Value Stocks
INVESTMENT PHILOSOPHY
- Long-Term Investor
- Disciplined Investing
- Deep Value Investor
- Momentum Trend Persists
- Exploiting Behavioral Mistakes
- Quantitative Investment Process
INVESTMENT PROCESS
- Dynamic Strategy
- Bottom-Up Selection
- Improving Earnings Growth
- Qualitative Analysis
- List Narrowing to 300
- Price Momentum
- Laddered Sequence
- Seek to Deviate from Benchmark
RESEARCH PROCESS
- Improving Financials
- Fundamental Momentum
- Behavioral Value
- Story Value
PORTFOLIO CONSTRUCTION
- Strict Sell Discipline
- Concentrated
- Let Winners Run
- Hold at least One Year
RISK CONTROL
- Avoiding Value Trap
- Strictly Follow Quantitative Model