Strategies/Equity Strategies
LARGE CAP VALUE - Risk Management

Our well defined risk management constraints help drive results in our large cap value strategy.

  • Well diversified (50-70 stocks)
  • Fully invested (cash < 5%)
  • Risk controlled (relative to Russell 1000 Value Index)
    • Maximum absolute stock position of 5.0%
    • Maximum relative stock position of 2.5%
    • Sector weighting constraints:

      Index

      Portfolio

      0 – 5.0%

      0 – 2x

      5.0% - 25.0%

      0.5x – 1.5x

      >25.0%

      +/- 10.0%

    • Expected tracking error of 3.0-7.0

The Russell 1000 Value Index measures the performance of those Russell 1000 companies with lower price-to-book ratios and lower forecasted growth values and is not available for direct investment.

Printable Versions
LCV Overview

Allegiant Asset Management Company ("Allegiant"), Allegiant Institutional Services and Allegiant Funds comprise Allegiant Asset Management Group. With $28.7 billion in assets under management (9.30.08), Allegiant is an SEC-registered investment adviser, offering an array of investment strategies. Allegiant is a subsidiary of The PNC Financial Services Group, Inc.

Allegiant serves as investment advisor to Allegiant Funds, a mutual fund family offering domestic and international equity, taxable and tax-exempt fixed income and money market portfolios, for which it receives an investment advisory fee. Allegiant Funds are distributed by Professional Funds Distributor, LLC (PFD), 760 Moore Road, King of Prussia, PA 19406. PFD is not affiliated with Allegiant and is not a bank.

NOT FDIC INSURED - NO BANK GUARANTEE - MAY LOSE VALUE

Allegiant Asset Management Group also provides 401(k), custody, trustee, securities lending and escrow services, including escrow products for the travel industry through Allegiant Institutional Services. Allegiant Institutional Services is a business unit of National City Bank (NCB), which is a Member FDIC®.  NCB and Allegiant are subsidiaries of The PNC Financial Services Group, Inc.

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