Quantitative Strategies



In addition to our array of fundamental strategies, Fisher Investments also offers pure quantitative strategies.

Our quantitative strategies benefit from the same top-down analysis used with our other strategies, but active weights are a product of an algorithmic process. Purpose-built top-down models determine active weights without the need for manager discretion. Our quantitative strategies also utilize risk models, which assist the strategies in avoiding the very worst performing positions. This systematic approach manages tracking error intelligently while producing portfolios that behave unlike many quantitative strategies in the space.

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Capabilities
Strategy Mobile Dropdown Categories Benchmark Inception Date Capabilities Compare

All Foreign Equity

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Category Benchmark Inception Date Capabilities
Global ex-US Equity MSCI ACWI ex-US Index May 2004 SRI, ESG or Impact
Global ex-US Equity MSCI ACWI ex-US Index . May 2004 . SRI, ESG or Impact

All Foreign Equity Focused

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Category Benchmark Inception Date
Global ex-US Equity MSCI ACWI ex-US Index December 2006
Global ex-US Equity MSCI ACWI ex-US Index . December 2006 .

All Foreign Equity Growth

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Category Benchmark Inception Date
Global ex-US Equity MSCI ACWI ex-US Growth April 2005
Global ex-US Equity MSCI ACWI ex-US Growth . April 2005 .

Global Total Return

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Category Benchmark Inception Date Capabilities
Global Equity MSCI World Index September 1994 SRI, ESG or Impact
Global Equity MSCI World Index . September 1994 . SRI, ESG or Impact

All World Equity

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Category Benchmark Inception Date Capabilities
Global Equity MSCI ACWI Index December 2009 SRI, ESG or Impact
Global Equity MSCI ACWI Index . December 2009 . SRI, ESG or Impact

Global Total Return Focused

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Category Benchmark Inception Date Capabilities
Global Equity MSCI World Index January 2010 SRI, ESG or Impact
Global Equity MSCI World Index . January 2010 . SRI, ESG or Impact

Global Developed Small Cap

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Category Benchmark Inception Date Capabilities
Global Equity MSCI World Small Cap Index February 2013 SRI, ESG or Impact
Global Equity MSCI World Small Cap Index . February 2013 . SRI, ESG or Impact

Emerging Markets Equity

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Category Benchmark Inception Date Capabilities
Emerging Markets Equity MSCI Emerging Markets Index April 2006 SRI, ESG or Impact
Emerging Markets Equity MSCI Emerging Markets Index . April 2006 . SRI, ESG or Impact

Emerging Markets Equity ESG

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Category Benchmark Inception Date Capabilities
Emerging Markets Equity MSCI Emerging Markets Index September 2012 SRI, ESG or Impact
Emerging Markets Equity MSCI Emerging Markets Index . September 2012 . SRI, ESG or Impact

EM Sovereign Debt Hard Currency

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Category Benchmark Inception Date
Fixed Income JPM EMBI Fixed Index August 2021
Fixed Income JPM EMBI Fixed Index . August 2021 .

European Equity

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Category Benchmark Inception Date
Global ex-US Equity MSCI Europe Index November 2013
Global ex-US Equity MSCI Europe Index . November 2013 .

Foreign Equity

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Category Benchmark Inception Date Capabilities
Global ex-US Equity MSCI EAFE Index October 1993 SRI, ESG or Impact
Global ex-US Equity MSCI EAFE Index . October 1993 . SRI, ESG or Impact

Global Developed Long/Short Equity 50

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Category Benchmark Inception Date
Long/Short 50% MSCI World/50% US 3M T-Bill March 2015
Long/Short 50% MSCI World/50% US 3M T-Bill . March 2015 .

Global Long/Short Neutral Equity

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Category Benchmark Inception Date
Long/Short US 3-Month T-Bill November 2018
Long/Short US 3-Month T-Bill . November 2018 .

Global Quant

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Category Benchmark Inception Date Capabilities
Quant MSCI ACWI October 2016 SRI, ESG or Impact
Quant MSCI ACWI . October 2016 . SRI, ESG or Impact

UK Total Return

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Category Benchmark Inception Date
Global ex-US Equity MCSI UK Investable Markets Index June 2007
Global ex-US Equity MCSI UK Investable Markets Index . June 2007 .

US Broad Market Fixed

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Category Benchmark Inception Date Capabilities
Fixed Income ICE BofA US Broad Index December 2014 SRI, ESG or Impact
Fixed Income ICE BofA US Broad Index . December 2014 . SRI, ESG or Impact

US Total Return

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Category Benchmark Inception Date Capabilities
US Equity S&P 500 Index September 1994 SRI, ESG or Impact
US Equity S&P 500 Index . September 1994 . SRI, ESG or Impact

US High Yield Debt

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Category Benchmark Inception Date
Fixed Income ICE BofA US High Yield Index November 2020
Fixed Income ICE BofA US High Yield Index . November 2020 .

US Mid Cap Value

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Category Benchmark Inception Date
US Equity Russell Mid Cap Value Index January 1990
US Equity Russell Mid Cap Value Index . January 1990 .

US Short-Term Fixed Income

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Category Benchmark Inception Date
Fixed Income ICE BofA Corp/Govt A-AAA 1—5 Year Index October 2020
Fixed Income ICE BofA Corp/Govt A-AAA 1—5 Year Index . October 2020 .

US Small and Mid Cap Core

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Category Benchmark Inception Date Capabilities
US Equity Russell 2500 Index June 2014 SRI, ESG or Impact
US Equity Russell 2500 Index . June 2014 . SRI, ESG or Impact

US Small and Mid Cap Value

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Category Benchmark Inception Date Capabilities
US Equity Russell 2500 Value Index August 1995 SRI, ESG or Impact
US Equity Russell 2500 Value Index . August 1995 . SRI, ESG or Impact

US Small Cap Core

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Category Benchmark Inception Date Capabilities
US Equity Russell 2000 Index June 2010 SRI, ESG or Impact
US Equity Russell 2000 Index . June 2010 . SRI, ESG or Impact

US Small Cap Equity Quant

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Category Benchmark Inception Date
Quant Russell 2000 Index October 2016
Quant Russell 2000 Index . October 2016 .

US Small Cap Opportunities

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Category Benchmark Inception Date
US Equity Russell Microcap Value Index October 2015
US Equity Russell Microcap Value Index . October 2015 .

US Small Cap Quant

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Category Benchmark Inception Date
US Equity Russell 2000 Index October 2016
US Equity Russell 2000 Index . October 2016 .

US Small Cap Value

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Category Benchmark Inception Date Capabilities
US Equity Russell 2000 Value Index January 1990 SRI, ESG or Impact
US Equity Russell 2000 Value Index . January 1990 . SRI, ESG or Impact
No Results

All strategies are available as SRI, ESG, or Impact

= Strategy has SRI, ESG, or Impact AUM

If you would like to get more information about our available investment strategies, contact us.

  1. All Foreign Equity
  2. All Foreign Equity Focused
  3. All Foreign Equity Growth
  4. Global Total Return
  5. All World Equity
  6. Global Total Return Focused
  7. Global Developed Small Cap
  8. Emerging Markets Equity
  9. Emerging Markets Equity ESG
  10. EM Sovereign Debt Hard Currency
  11. European Equity
  12. Foreign Equity
  13. Global Developed Long/Short Equity 50
  14. Global Long/Short Neutral Equity
  15. Global Quant
  16. UK Total Return
  17. US Broad Market Fixed
  18. US Total Return
  19. US High Yield Debt
  20. US Mid Cap Value
  21. US Short-Term Fixed Income
  22. US Small and Mid Cap Core
  23. US Small and Mid Cap Value
  24. US Small Cap Core
  25. US Small Cap Equity Quant
  26. US Small Cap Opportunities
  27. US Small Cap Quant
  28. US Small Cap Value

Quantitative Strategy Benefits Include:

  • Completely systematic portfolio construction
  • Quarterly rebalances ensure limited drift
  • Independent top-down models generate deliberate active weights
  • Higher active risk than Smart Beta with modest tracking error
  • Rejection models avoid companies with quantifiably undesirable characteristics
  • Selection models rank nearly 20,000 stocks globally
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Investment Policy Committee

Fisher Investments doesn’t base portfolio decisions on one person’s views. With more than 175 years of combined industry experience, Fisher Investments’ five-person Investment Policy Committee collaboratively makes the firm’s strategic investment decisions.

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Investment Strategy Factsheet

Details are important to achieving your investment goals. Get more information about our available investment strategies by letting us know a little about yourself and which Fisher factsheet you're interested in learning more about.

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