About Los Angeles Capital Management
Los Angeles Capital Management offers risk-controlled active equity and market neutral portfolio applications across style and capitalization segments of the global equity markets. Founded in 2002, the firm is employee-owned and currently manages approximately $7 billion of institutional assets.
Investment Philosophy and Process
The investment team at Los Angeles Capital Management employs an innovative investment process for security selection and portfolio construction that gradually adjusts to changes in market conditions. We recognize that investor preferences for specific risk characteristics evolve with shifts in the economic environment, and thus we believe a dynamic process is critical to achieving consistent results. Our quantitative valuation model provides complete transparency with regard to the source of both risk and return for each stock in a client's portfolio and risk budgets are managed dynamically to ensure the best return to risk trade-off at each point in time.
Strategy
Los Angeles Capital Management recognizes that expected equity returns are shaped by today's market conditions, not those of the past. Our quantitative, fundamentally- based approach estimates expected returns for over 6000 stocks globally, based on current investor preferences for key investment characteristics. Each week capital market expectations are updated and portfolios are tailored to meet the unique objectives and risk budgets of each client.
