Seeks to provide long-term appreciation through exposure to domestic equities that we believe 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.
* Any time period longer than one year is annualized.
** For composite performance presentation purposes, wrap fee account returns are net at 3% annually, which reflects the highest applicable “wrap” fee charged by any sponsor across our distribution channel. Non-wrap fee account returns are net of the actual advisory fees.
* For composite performance presentation purposes, wrap fee account returns are net at 3% annually, which reflects the highest applicable “wrap” fee charged by any sponsor across our distribution channel. Non-wrap fee account returns are net of the actual advisory fees.
Important Performance Disclosures| Characteristics as of 9/30/2024 | ||
| Holdings Based * | O'Shaughnessy All Cap Core |
Russell 3000® Index |
|---|---|---|
| Price/Earnings Ratio | 16.4x | 26.9x |
| Price/Sales Ratio | 1.2x | 2.7x |
| 1-Year Historical Earnings Growth Rate | 47.6% | 53.9% |
| Trailing 12-month Price Appreciation | 46.5% | 45.3% |
| Weighted Average Market Capitalization | $95,384 Mil | $860,879 Mil |
| Median Market Capitalization | $21,393 Mil | $2,267 Mil |
| Active Share | 88.7% | — |
Gross of Fees
* Based on a group of representative accounts. Each client account will differ based on start date and regenerations dates.
Turnover is last 12 months.
Based on a group of representative accounts.
Past performance is no guarantee of future results.
Due to ongoing research, the manager may from time to time adjust the model by changing certain factors
or screens which compromise the model without prior notice.
OSAM may determine it appropriate to rebalance at times other than regularly scheduled rebalance without prior notice.
Stocks with small and mid-sized market capitilazations (those defined by OSAM as less than $10 billion) may have greater risk
and volatility than those with larger market capitilizations.
Style allocations are approximate. They may change over time and vary by account.
The statements on this page are qualified in their entirety by the disclaimers and limitations contained here.
