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 Equity Performance |
From inception in Jan 1988 through Dec 2004, Midwest's small-cap value equity strategy generated superior total and risk-adjusted returns after all expenses (click here for pre-QuantVal performance). To improve the magnitude and consistency of these results, Midwest developed QuantVal®, a quantitative value equity methodology designed to maximize exposure to factors within a given benchmark that are statistically significant drivers of consistent excess returns.
After five years of successful real-time testing, the firm launched the small-cap value version in Jan 2005. Clients are now also invested in the large-cap value and equity market neutral versions, and the tax efficient and portable alpha versions are available.
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| QuantVal monthly performance update -- click here to view/download |
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| Fixed Income Performance |
From inception in Jan 1988 through Dec 2005, Midwest's investment grade bond strategy generated superior total and risk-adjusted returns after all expenses (click here for pre-QuantCredit performance). To improve upon these relative results, the firm developed QuantCredit®, a quantitative credit analysis and portfolio management process designed to systematically outperform corporate bond indices without engaging in interest rate anticipation.
The firm launched the Investment Grade Corporate version of QuantCredit in Jan 2006, and the BBB Investment Grade Corporate and BB High Yield Corporate versions are now available.
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| QuantCredit monthly performance update -- click here to view/download |
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For additional information, please contact us or fill out our online sign up form.
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Past performance does not guarantee future success. All investments are subject to risks, including the possible loss of principal. You should consider Midwest based on the suitability of its investment strategies in relation to your objectives and risk tolerance. By using this website, you acknowledge that you have read and accepted Midwest's Terms of Use.
All content copyright © 2006 Midwest Asset Management, Inc. All rights reserved.
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