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Equity Investments

US Mid Cap

Philosophy

DuPont Capital believes that stocks are regularly mispriced due to investors’ overconfidence or overreaction to short term events such that strong relative risk-adjusted returns can be achieved by systematically identifying high quality companies trading at reasonable valuations as stock prices generally follow business fundamentals over the long term.


Process

Our investment process integrates proprietary quantitative techniques, fundamental research and refined risk management tools to construct portfolios that, over a market cycle, are expected to deliver consistent excess returns with lower volatility relative to the S&P 400 Index. Risk control is an integral component of our process: quantitative models assess potential risks to profitability, fundamental analysts delve more deeply into risks that may impact earnings quality, and portfolio construction considers the incremental impact of each security to the portfolio’s target tracking error of 2-5% versus the S&P 400 Index.