Equity Products |
GNC equity portfolios utilize proprietary quantitative modeling to provide a systematic,
repeatable, dynamic process that forecasts expectations for the near term while adjusting
for the current investment environment. The Great Northern investment process employs
multiple factor quantitative models that are grounded in a bottom-up fundamental
approach. Small Cap is based on the theory that certain investment factors perform
statistically better or worse in different market environments. The models that drive the
portfolio construction process are dynamic, utilizing a number of proprietary analytical
components to generate the 50 stocks ultimately selected for each portfolio. Small Cap is
benchmarked to the Russell 2000 Index. |
Fixed Income Product |
Tactical Duration is a core cash management strategy that seeks to provide enhanced
returns to the T-Bill index, investing in U.S. Treasuries and Agencies with maturities of
five years or less, using no derivatives or leverage. Tactical Duration uses quantitative
modeling to exploit inherent pricing anomalies on the short end of the yield curve,
capturing the resulting “capital gains.” |
