INFO aims to generate alpha consistently within the large-cap US market. Portfolio construction utilizes a bottom-up investment strategy integrating fundamental analysis with quantitative techniques and risk management tools. The subadvisor employs a proprietary alpha modeling framework to identify companies with strong financial and operational health, aiming for above-market returns relative to the S&P 500 Index. The strategy incorporates uncorrelated alpha factors, such as value, momentum, and quality. Additionally, ESG attributes are also evaluated to enhance the overall alpha scores. Security weighting is determined using a proprietary optimization technique, balancing alpha generation with risk metrics like tracking err, market risk, and concentration risk.
公司网站 :
https://uat.harborcapital.com/etf/info/?category=Domestic
总经理:-
建立时间:2024
公司总部:Harbor ETF Trust Harbor PanAgora Dynamic Large Cap Core ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds