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Institutional Strategies

Equity

Our equity strategies are rooted in a common belief: irrational investor behavior is consistent and predictable and creates inefficiencies in global equity markets. We deliver a broad range of portfolio management expertise and employ disciplined investment processes to exploit inefficiencies across different markets.

 

Pioneers in Low Volatility


Empirical evidence for equities reveals an inverse relationship between risk and return. We developed our strategies with Nardin Baker, a pioneer of low volatility research. His 1991 paper The Efficient Market Inefficiency of Capitalization-Weighted Portfolios, as published in the Journal of Portfolio Management, is largely cited as proof of this market inefficiency.
 

Available strategies:

Minimum Volatility

Dynamic Covered Call Approach


Ingrained behavioral biases cause investors to routinely overpay for index and ETF options to hedge their portfolios. Our dynamic covered call strategies employ a quantitative, rules- based investment process to systematically exploit the premiums in index and ETF options markets.
 

Available strategies:

Enhanced Equity

Innovative Value Strategies


Our value team’s quantitative screening tool allows us to focus our fundamental research on stocks which we believe have the highest probability of delivering long-term outperformance. Focusing our bottom-up research on these stocks may provide our portfolios with a higher likelihood of delivering long-term outperformance.

Available strategies:

U.S. Value

 




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Guggenheim Investments represents the following affiliated investment management businesses: Guggenheim Partners Investment Management, LLC, Security Investors, LLC, Guggenheim Funds Investment Advisors, LLC, Guggenheim Funds Distributors, LLC, Guggenheim Real Estate, LLC, GS GAMMA Advisors, LLC, Guggenheim Partners Europe Limited and Guggenheim Partners India Management.