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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Categories
Capabilities
Strategy Mobile Dropdown Categories Benchmark Inception Date Capabilities Compare
All Foreign Equity
Global ex-US Equity MSCI ACWI ex-US Index May 2004 SRI, ESG, or Impact
A macro-driven opportunistic strategy designed to outperform the MSCI World Index in a variety of market environments. Learn more about our Global Strategies Request More Information
Global ex-US Equity MSCI ACWI ex-US Index May 2004 SRI, ESG, or Impact
All Foreign Equity Focused
Global ex-US Equity MSCI ACWI ex-US Index December 2006
A macro-driven opportunistic strategy designed to outperform the MSCI World Index in a variety of market environments. Learn more about our Global Strategies Request More Information
Global ex-US Equity MSCI ACWI ex-US Index December 2006
All Foreign Equity Growth
Global ex-US Equity MSCI ACWI ex-US Growth April 2005
A macro-driven opportunistic strategy designed to outperform the MSCI World Index in a variety of market environments. Learn more about our Global Strategies Request More Information
Global ex-US Equity MSCI ACWI ex-US Growth April 2005
Global Total Return
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
Global Equity MSCI ACWI Index December 2009 SRI, ESG, or Impact
A macro-driven opportunistic strategy designed to outperform the MSCI World Index in a variety of market environments. Learn more about our Global Strategies Request More Information
Global Equity MSCI ACWI Index December 2009 SRI, ESG, or Impact
Global Total Return Focused
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
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
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
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
Fixed Income JPM EMBI Fixed Index August 2021
Fixed Income JPM EMBI Fixed Index August 2021
European Equity
Global ex-US Equity MSCI Europe Index November 2013
Global ex-US Equity MSCI Europe Index November 2013
Foreign Equity
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
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 Equity 100/30
Long/Short 70% MSCI ACWI/30% US 3M T-Bill May 2019
Long/Short 70% MSCI ACWI/30% US 3M T-Bill May 2019
Global Long/Short Neutral Equity
Long/Short US 3-Month T-Bill November 2018
Long/Short US 3-Month T-Bill November 2018
Global Quant
Quant MSCI ACWI October 2016 SRI, ESG, or Impact
Quant MSCI ACWI October 2016 SRI, ESG, or Impact
All Foreign Equity Small Cap
Global ex-US Equity MSCI ACWI ex-US Small Cap September 2011 SRI, ESG, or Impact
Global ex-US Equity MSCI ACWI ex-US Small Cap September 2011 SRI, ESG, or Impact
UK Total Return
Global ex-US Equity FTSE All-Share ex-Investment Trust Index June 2007
Global ex-US Equity FTSE All-Share ex-Investment Trust Index June 2007
US Broad Market Fixed
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
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
Fixed Income ICE BofA US High Yield Index November 2020
Fixed Income ICE BofA US High Yield Index November 2020
US Mid Cap Value
US Equity Russell Mid Cap Value Index January 1990
US Equity Russell Mid Cap Value Index January 1990
US Short-Term Fixed Income
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
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
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
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
Quant Russell 2000 Index October 2016
Quant Russell 2000 Index October 2016
US Small Cap Opportunities
US Equity Russell Microcap Value Index October 2015
US Equity Russell Microcap Value Index October 2015
US Small Cap Quant
US Equity Russell 2000 Index October 2016
US Equity Russell 2000 Index October 2016
US Small Cap Value
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

  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 Equity 100/30
  15. Global Long/Short Neutral Equity
  16. Global Quant
  17. All Foreign Equity Small Cap
  18. UK Total Return
  19. US Broad Market Fixed
  20. US Total Return
  21. US High Yield Debt
  22. US Mid Cap Value
  23. US Short-Term Fixed Income
  24. US Small and Mid Cap Core
  25. US Small and Mid Cap Value
  26. US Small Cap Core
  27. US Small Cap Equity Quant
  28. US Small Cap Opportunities
  29. US Small Cap Quant
  30. 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 150 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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