Investment Process
Dana’s Socially Responsible Equity Strategy combines social and sustainability screening with our hybrid investment approach consisting of sector-relative quantitative modeling and fundamental analysis. Multiple risk controls are implemented to reduce volatility, while maintaining our focus on security selection. Our analysis incorporates many forward looking factors, which inherently helps to avoid value traps.
Portfolio Composition
The Dana Socially Responsible Equity strategy provides excellent diversification and aims to remain sector neutral to the S&P 500 Index. Portfolios consist of 50-60 equally weighted stocks with an average market capitalization in excess of $30 billion. Portfolios are periodically rebalanced with an expected annual turnover ratio being 40-60%.
