Cadence factor-based Quality portfolios target specific quality factors for inclusion into discrete quality portfolios across developed and emerging market segments globally.

The portfolios seek to capture equities exhibiting specific quality characteristics relative to traditional, capitalization-weighted indexes. Companies that maintain premium profit margins, possess strong balance sheets and generate stable cash flows should be able to generate consistent outperformance over the long term. Our own empirical research along with academic research studies have confirmed this pattern.  Our strategy is constructed to efficiently capture the alpha-effect of stocks having quality earnings.

  • Portfolios Offered in:

  • US separate account
  • International separate account
  • Emerging Markets separate account

Our Factor Based Strategies

Find out more about our portfolios.

Yield Solutions
MLP and Midstream