Peter Jankovskis, PhD, CFA
Janna Sampson, CFA
Giri Cherukuri, CFA
- Reduce risk of underperforming
- Greater consistency of excess return
- Lower fees than pure active management
- Further reduction of portfolio risk: excess return typically has low correlation with that of other active equity managers
- Current Enhanced Index strategies
- Enhanced Index
- Mega Cap
- Enhanced Top 1000
- Enhanced Large Cap Value
- Enhanced Large Cap Growth
- Enhanced Mid Cap
- Socially Responsible
- Structured Large Core Plus (130/30)
- Others as requested
Strategies
ENHANCED INDEXING
Enhanced Indexing brings together the best aspects of both passive and active management. Any active management style will go through periods of substantial over and under performance relative to a benchmark, while passive management merely seeks to replicate benchmark performance. Enhanced Indexing combines the best of each to add value over and above index year after year.
Oakbrook’s quantitative, stock based approach is distinctive, repeatable and can enhance the performance of virtually any index. Dispensing with the common tactics of factor analysis and optimization, it bases its success on two components: a two-factor stock selection model with a firm underpinning in economic theory and a unique set of risk controls. OakBrook's enhanced index strategies can be targeted to expected annual returns ranging from 0.50% to 3.50% with information ratios near 1.
Performance
Most Recent Quarterly
Product Profile
Complete List and Description of OakBrook
Investments' Composites.
