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Jantz Morgan Value Portfolio
Jantz Morgan’s Value Portfolio is a large-cap quantitative value portfolio, holding equally weighted positions in from 65 to 75 equities selected from the S&P 500.
Eugene Fama and Kenneth French as well as others, have demonstrated that on average, value investing outperforms growth investing. Jantz Morgan improves and redefines value investing as valuation investing with its Value portfolio by using quantitative models and processes to remove many of the human cognitive limitations and biases that can inhibit fund performance.
Management for high active return rather than to a benchmark also increases the performance capabilities of the firm’s Value portfolio. Consequently for periods of time the fund can under-perform the S&P 500. Nevertheless, the long-term result is a potentially higher average level of return at a level of risk designed to be approximately that of an S&P 500 index fund.
To further improve return, Jantz Morgan’s Value portfolio is sector agnostic, allowing the fund to capture the full benefit of market mispricings without regard to industry sector. Risk is reduced through diversification by holding positions in a significant number of S&P 500 equities. The positions are equally weighted to remove market capitalization bias. Finally, gains are harvested based on monthly re-evaluations of the entire S&P 500.
Performance
A performance fact sheet is available upon request. Please contact us for more information.
| Jantz Morgan Value Portfolio Performance Comparison |
|
YTD1 |
1 Year |
3 Year |
5 Year |
Since Inception2 |
| JM Value |
-2.95% |
21.57% |
-9.32% |
-0.58% |
7.75% |
| S&P 500 |
-6.65% |
14.43% |
-9.81% |
-0.79% |
3.94% |
| Excess Return |
3.70% |
7.14% |
0.49% |
0.21% |
3.81% |
| Returns for periods of 1 year or greater are annualized. |
| 1 December 31, 2009 through June 30, 2010. |
| 2 September 13, 2002. |
| * 2002 was a partial year, September 13, 2002 throught December 31, 2002. |
- The Jantz Morgan Value Portfolio was formally know as the Jantz Morgan Large Cap Core Portfolio.
- S&P 500 return is the total return to the S&P 500 Index, which includes reinvestment of dividends. The data is as reported by Barra and Standard and Poor's.
- Jantz Morgan Value results reflect 100% reinvestment of dividends and are net of fees. They are derived from Jantz Morgan's Pilot Portfolio, a representitive portfolio. Individuals' own investment results could differ based upon market and economic conditions. Active return differences may appear off due to rounding.
- All results are dependent upon market and economic conditions, had economic and market conditions differed, the results would have been different as well.
- Investing entails risk, and while there is potential for profit, there is also potential for loss.
- Past performance is not necessarily indicative of future performance.
- Please see our other important disclosures related to the information provided.
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