Separate Accounts

We offer a broad range of quantitative equity separate accounts, from small cap value to large cap, and including multi-capitalization and international strategies. Our investment philosophy is based on analysis done over a 50+ year period, implementing the characteristics that have worked well for stock selection over long periods of time.

Lipper MarketPlace Best Money Managers currently ranks O’Shaughnessy Market Leaders Value and O’Shaughnessy Small-Mid Cap Growth as Top Performers.

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 by creating a portfolio with exposure to the Canadian Equity market. The strategy employs a model that invests in what the manager believes are the best growth and value stock ideas across all cap ranges. From a final ranking list of approximately 300 securities, stocks are selected and weighted based on conviction and are unconstrained by sector or market cap.

O’Shaughnessy All Cap Core

Seeks to provide long-term appreciation by creating a diversified equity portfolio. We select large, mid, and small cap stocks that result in portfolios with exposure to growth and value styles. O’Shaughnessy All Cap Core is our most diversified strategy by selection factor, investment style, and market capitalization.

O’Shaughnessy Enhanced Dividend®

Seeks to provide long-term growth and income by investing in stocks with high dividend yield. First, we screen for stocks with market capitalizations greater than average and generally exclude Utilities. We then remove from selection stocks with the lowest Momentum, Earnings Quality, and Financial Strength composite scores. Stocks are screened for EBITDA/Enterprise Value and Value Composite scores in the top 1/3 relative to peers. From the remaining securities, we select stocks with the highest dividend yields.

O’Shaughnessy International — ADR

Seeks to provide long-term appreciation through exposure to international equities, primarily using American Depository Receipts (ADRs). Generally, the holdings are selected evenly across a value model, a core model, and a growth model. Emerging markets exposure is limited to a maximum of 20 percent at purchase.

O’Shaughnessy International — Ordinary

Seeks to provide long-term appreciation through exposure to the non-U.S. equity market. The strategy is designed to incorporate into one consolidated portfolio what the manager believes are the strongest international growth and value stock ideas across all cap ranges and invests primarily in equity securities of companies outside of North America. The model selects companies evenly across a value model, a core model, and a growth model. Country and sector weights are a byproduct of the investment process. Currency exposure is unhedged.

O’Shaughnessy Market Leaders ValueSM

Seeks to provide long-term growth and some current income by investing in market leading companies with attractive valuations. First, we screen for stocks with greater than average market capitalizations and exclude Utilities. We then screen for securities with Value, Earnings Quality, Earnings Growth, and Financial Strength composite scores greater than average. The strategy typically holds stocks with the highest “shareholder yield”—which combines a company's annual dividend and its annual rate of stock buybacks.

O’Shaughnessy Market Leaders Core

Seeks to provide long-term appreciation by creating a portfolio with exposure to value and growth stocks, mostly large cap. We first identify companies with market capitalizations greater than average. We then screen for securities with Value, Earnings Quality, Financial Strength, and Earnings Growth Composite scores greater than average. We select stocks with high shareholder yields, stocks with the highest scores in our Value composite, and stocks with the highest scores in our Momentum composite. The resulting portfolio is approximately two-thirds value oriented and one-third growth oriented.

O’Shaughnessy Micro Cap

Seeks to provide long-term appreciation by creating a portfolio of undervalued, microcap companies with solid growth metrics. The strategy identifies companies with market capitalizations that are approximately between $50 million and $200 million. We then limit the universe to the highest-scoring stocks by each of the following multi-factor composites: Value, Momentum, Earnings Quality, and Financial Strength. From the remaining securities, we select stocks with the highest combined Value and Momentum composite scores. Sector weights are a byproduct of the investment process.

O’Shaughnessy Small Cap Value

Seeks to provide long-term appreciation by creating a portfolio of undervalued, small cap companies. We first identify companies with market capitalizations between $200 million and $2 billion. We then screen for stocks with better than average Momentum, Earnings Growth, Earnings Quality, and Financial Strength Composite scores. From the remaining securities, we select those with the highest Value composite score.

O’Shaughnessy Small-Mid Cap Growth

Seeks to provide long-term appreciation through exposure to a portfolio of aggressive growth stocks. We first identify companies with market capitalizations between $200 million and $10 billion. We then remove stocks that score in the lowest decile according to our Financial Strength and Earnings Quality composites. From the remaining securities, we select those with greater than average Value, Earnings Quality, and Earnings Growth Composite scores. We select stocks with the highest Momentum Composite score. (This strategy may select large cap stocks as well.)

Additional Strategies

Other O’Shaughnessy strategies include Small Cap Growth, U.S. REIT, Diversified Aggressive, Diversified Conservative, 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 12/31/16
Since Inception*
11.5%
15 Years
11.3%
10 Years
9.8%
7 Years
13.8%
5 Years
14.8%
3 Years
5.9%
1 Year
16.1%
QTD
8.2%
   Shareholder Yield: 9.5%**
 
Russell 1000® Value Index
Since Inception*
7.5%
15 Years
7.4%
10 Years
5.7%
7 Years
12.7%
5 Years
14.8%
3 Years
8.6%
1 Year
17.3%
QTD
6.7%

 * Strategy Inception Date: 12/1/01

 
 
** Shareholder Yield is 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.