Separate Accounts

We offer a broad range of carefully researched factor-based investment strategies designed to align with client objectives — from small cap value to large cap, and including multi-capitalization and international strategies. Our quantitative investment philosophy is rooted in the concept of Factor AlphaSM — characterized by the fundamental belief that factors drive equity returns and should be applied from the bottom-up to build more concentrated portfolios, rather than "smart" indexes. Our process is grounded in research of the U.S. market dating back to 1927 and global market back to 1970. This research allows us to seek innovative ways to continually improve our factor expertise.

Two O’Shaughnessy strategies currently rank as Top Performers in Lipper MarketPlace’s Best Money Managers (for details please visit the individual website pages for Market Leaders Value and Micro Cap).

Contact info@osam.com if you'd like to learn more about any of our strategies.

O’Shaughnessy All-Canadian Equity

Seeks to provide long-term appreciation through exposure to Canadian equities that the manager believes have better quality, value, and momentum across market capitalization ranges. Stocks are selected and weighted based on conviction and are broadly constrained by sector and industry.

O’Shaughnessy All Cap Core

Seeks to provide long-term appreciation through exposure to domestic equities that the manager believes have better quality, valuation, momentum, and Shareholder Yield** across market capitalization ranges. Stocks are strategically-weighted and broadly constrained by market capitalization, sector, and industry. O’Shaughnessy All Cap Core is our most diversified domestic strategy by selection factor, investment style, and market capitalization.

O’Shaughnessy Enhanced Dividend®

Seeks to provide long-term appreciation and income through exposure to global equities that the manager believes have exceptional quality, valuation, and dividend yield. Enhanced Dividend’s focus on the combination of value and dividend yield across the global opportunity set provides a unique take on equity income. Stocks are conviction-weighted and broadly constrained by region, sector, and industry.

O’Shaughnessy International — ADR

Seeks to provide long-term appreciation through exposure to international equities, primarily using American Depository Receipts (ADRs), that the manager believes rank favorably on the themes of quality, valuation, momentum, and yield. Stocks are selected and weighted based on conviction and are broadly constrained by region, sector and industry.

O’Shaughnessy International — Ordinary

Seeks to provide long-term appreciation through exposure to international equities across market capitalization ranges outside of North America. The strategy selects stocks the manager believes have better quality, valuation, momentum, and yield. Stocks are selected and weighted based on conviction and are broadly constrained by region, sector and industry. Currency exposure is unhedged.

O’Shaughnessy Market Leaders ValueSM

Seeks to provide long-term growth by investing in mostly large capitalization domestic equities. The strategy seeks market-leading companies that meet our quality criteria with attractive valuations and high “shareholder yield” — which combines a company's annual dividend and its annual rate of stock buybacks. Stocks are selected and weighted based on conviction and are broadly constrained by sector and industry.

O’Shaughnessy Market Leaders Core

Seeks to provide long-term appreciation by creating a portfolio with exposure to mostly large capitalization domestic equities that the manager believes have better quality, valuation, momentum, and Shareholder Yield — which combines a company's annual dividend and its annual rate of stock buybacks. Stocks are conviction-weighted and broadly constrained by sector and industry.

O’Shaughnessy Micro Cap

Seeks to provide long-term appreciation by creating a portfolio of domestic equities with market capitalizations that are approximately between $50 million and $200 million. The strategy seeks stocks that meet our quality criteria and have attractive combined valuation and momentum characteristics. Qualifying stocks are conviction-weighted and limited by broad sector and industry constraints.

O’Shaughnessy Small Cap Value

Seeks to provide long-term appreciation by creating a portfolio of undervalued, domestic, small cap equities with market capitalizations between $200 million and $2 billion. We seek exposure to stocks that the manager believes have better quality, momentum, and valuation. Stocks are conviction-weighted and broadly constrained by sector and industry.

O’Shaughnessy Small-Mid Cap Growth

Seeks to provide long-term appreciation through exposure to a portfolio of domestic, aggressive growth equities with market capitalizations between $200 million and $10 billion. The strategy seeks stocks that meet our quality and valuation criteria and have what we believe to be exceptional momentum. Qualifying stocks are conviction-weighted and limited by broad sector and industry constraints.

Additional Strategies

Other O’Shaughnessy strategiesOther O’Shaughnessy strategies include Small Cap Growth, U.S. REIT, and Global Equity.

Monthly Performance

Download updated Monthly Performance (all strategies)

Model Details

Please contact us for the most recent update of this download.

Strategy Focus

O’Shaughnessy
Market Leaders Value (Gross)
As of 3/31/17
Since Inception*
11.5%
15 Years
11.0%
10 Years
9.4%
7 Years
13.3%
5 Years
13.3%
3 Years
5.9%
1 Year
15.2%
QTD
3.0%
   Shareholder Yield: 7.4%**
 
Russell 1000® Value Index
Since Inception*
7.6%
15 Years
7.4%
10 Years
5.9%
7 Years
12.2%
5 Years
13.1%
3 Years
8.7%
1 Year
19.2%
QTD
3.3%

 * Strategy Inception Date: 12/1/01

 
 
** Shareholder Yield is the sum of a company’s Dividend Yield plus its buyback yield (the percentage of shares outstanding that have been repurchased or issued over the last year). The Dividend Yield is the annual percentage of return earned by an investor on a common or preferred stock. The yield is calculated by dividing the amount of dividends paid per share over the past twelve months by the current market price per share of the stock. The dividend yield is a gross indicated yield. There is no guarantee that the rate of dividend payment will continue and the income derived is subject to taxes and expenses which will impact the actual yield experience of each investor.
 
Performance returns are preliminary. Past performance is no guarantee of future results.  
Due to ongoing research, the manager may from time to time adjust the models by changing certain factors or screens which comprise the models without prior notice. OSAM may determine it appropriate to rebalance at times other than the regularly scheduled rebalance without prior notice. Stocks with small and mid-sized market capitalizations (those defined by OSAM as less than $10 billion) may have greater risk and volatility than those with larger market capitalizations.