STRATEGIES //
Uncorrelated Returns
Systematic Alpha.
Factor-driven, proprietary strategies designed to generate returns independent of market direction. Rules-based, transparent, and grounded in academic evidence.
Factor Framework
Research-informed, rules-based factor investing — built in collaboration with academia, data providers, and asset owners to isolate what fundamentally drives returns.
US Small Cap Value with Quality Tilt
Small cap value exposure screened for quality, aiming to capture the size and value premia without the balance-sheet risk that typically comes with them.
US Risk-Controlled Momentum
Systematic momentum exposure with explicit risk controls, designed to capture trend while managing the drawdowns momentum strategies are prone to.
US Quality Dividend Growers (USDG)
Co-designed with MSCI, USDG merges yield and quality into one yield-weighted, quality-screened portfolio — built for a market of sticky inflation and persistent stagflation risk.
US Equity Market Neutral Multi-Factor
Long and short positions balanced to target near-zero market exposure, isolating multi-factor stock selection as the primary return driver.
US Equity Long/Short
Extension strategies across a range of gross exposures, allowing allocators to dial up factor conviction while retaining a net-long equity profile.
GET IN TOUCH //
Ready to go beyond
off-the-shelf?
Whether you are an institutional allocator, OCIO platform, or RIA, we welcome a direct conversation about where V-Square fits in your portfolio construction framework.