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GIPS® Information

T. Rowe Price ("TRP") claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. T. Rowe Price has been independently verified for the twenty four-year period ended June 30, 2020, by KPMG LLP. The verification report is available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

TRP is a U.S. investment management firm with various investment advisers registered with the U.S. Securities and Exchange Commission, the U.K. Financial Conduct Authority, and other regulatory bodies in various countries and holds itself out as such to potential clients for GIPS purposes. TRP further defines itself under GIPS as a discretionary investment manager providing services primarily to institutional clients with regard to various mandates, which include U.S, international, and global strategies but excluding the services of the Private Asset Management group.

A complete list and description of all of the Firm's composites and/or a presentation that adheres to the GIPS® standards are available upon request. Additional information regarding the firm's policies and procedures for calculating and reporting performance results is available upon request

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Past performance is not a reliable indicator of future performance.

Strategy

US Structured Research Equity

The US Structured Research Equity Composite seeks sector- and industry-neutral exposure to the S&P 500 Index, with value added through stock selection skill. The strategy combines fundamental research with a disciplined portfolio construction process to achieve its investment objectives.

3YR Return Annualised (Net)
(View Total Returns)

Tracking Error
(5 Years)

16.82%
1.10%

1YR Return (Net)
(View Total Returns)

Information Ratio
(5 Years)

31.19%
1.08

Inception Date 31-May-1999

Performance figures calculated in USD

Ann Holcomb, CFA
Ann Holcomb, CFA, Co-Portfolio Manager

Ann Holcomb is a director of research, North America, in the U.S. Equity Division. Ann is a member of the Equity Steering Committee, and she is co-portfolio manager of the U.S. Structured Research Equity Strategy.  She is also is cochair of the Investment Advisory Committee of the U.S. Structured Research Equity Strategy. Ann is a vice president of T. Rowe Price Group, Inc. 

 

Strategy

Investment Approach

  • Leverage the sophisticated research capabilities of T. Rowe Price.
  • Combine fundamental research with highly structured portfolio construction to isolate stock selection skills.
  • Analysts make all security-level decisions.
  • 30+ analysts are allocated capital in proportion to the weight of the stocks they follow within the S&P 500 Index.

Portfolio Construction

  • Typically 200-275 stock portfolio
  • Maximum active position size will typically range +/- 1.00% relative to the S&P 500 Index
  • Sector and industry neutral
  • Maximum portfolio weight in non-S&P 500 names is 10%
  • Expected tracking error of < 1.75%
  • Expect to generally remain fully invested