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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