Active Management Philosophy
Midwest Asset Management believes that meaningful, consistent, and sustainable net excess returns relative to investable index funds can be achieved with quantitative research, and by minimizing the two major obstacles to success: high/unnecessary fees and subjectivity.
Midwest Asset Management believes that meaningful, consistent, and sustainable net excess returns relative to investable index funds can be achieved with creditable quantitative research, and by minimizing the two major obstacles to success, high/unnecessary fees and subjectivity.
Since 1987, our equity and fixed strategies were built and refined based on experiences with actual portfolios, real-time analyses, and back-testing research. Below are two models built solely for the benefit of clients. They constitute the foundation of our active investment process.
- QuantVal® – A quantitative value equity strategy designed to systematically capitalize on cross-sectional factors that exhibit a statistically significant advantage.
- QuantCredit® – A quantitative credit analysis strategy designed to systematically outperform corporate bond indices without engaging in interest rate anticipation.
Over time, we became confident that the following investment objectives are realistic:
Active Return / Risk Goals
- QuantVal U.S. Equity Objectives – Each version (large-cap, mid-cap, and small-cap) is built to earn a 2.5% gross average annual excess return over the Russell 1000®, Midcap®, and 2000® Value Indices without increasing risk.
The investment time horizon for any one individual QuantVal U.S. Equity strategy is five to ten years. When all versions are simultaneously held as a combined “basket,” the time horizon is reduced to five years.
- QuantCredit U.S. Fixed Objectives – The U.S. Investment Grade Corporate version is built to earn a 0.5% gross average annual excess return over the Bloomberg Barclays U.S. Corporate or Intermediate Corporate Bond Index without increasing risk.
The investment horizon is five years.
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- Institutional equity and fixed return / risk performance characteristics
- GIPS® compliant independent firm-wide verification report
To arrange a conference call or schedule a presentation:
Midwest Asset Management, Inc.
8383 Greenway Blvd., Suite 600
Middleton, WI 53562 USA
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