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- Who We Serve
- What We Do
- About Us
- Insights & Research
QUALITY LOW VOLATILITY
Mark C. Sodergren, CFA
Portfolio Manager
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The Quality Low Volatility strategy is designed to build a portfolio with lower equity volatility, avoiding sector concentrations and overvalued stocks that can lead to unintended risks.
The Quality Low Volatility strategy that seeks to build a diverse, higher quality and lower volatility portfolio that delivers strong up-market participation and down-market protection. Our portfolio construction process and active risk management is designed to avoid sector concentrations, high correlations and overvalued stocks that may limit upside market participation.
Strategy Highlights
- Historically strong performance in both up and down market environments
- Utilizes a comprehensive quality score as a better predictor of future equity volatility
- Diverse sector and region neutral portfolio seeks to avoid uncompensated or unintended risks
A Multi-Factor Model with Quality and Low Volatility
Proprietary factor definitions, smart multi-factor construction and efficient use of risk come together to pursue predictable outcomes.
Why invest with Northern Trust Asset Management?
We seek to add investment value across several essential dimensions
Related Content
Deputy CIO and CIO of Global Equities Mike Hunstad, Ph.D., examines the underlying forces behind more severe volatility spikes and approaches to managing equity allocations in this environment, in an interview with Northern Trust Asset Management President Daniel Gamba, CFA.
History shows that certain types of stocks limited losses in down markets, participated in rallies and outperformed the broad market long-term.