SMID Cap Core Strategy
Quality is the foundation of the Johnson Asset Management investment approach. We believe that high-quality companies will outperform over the long run. The SMID Cap Core Equity strategy is comprised of high-quality small and mid cap stocks with favorable valuation and momentum characteristics. The team performs fundamental bottom-up research aided by a proprietary quantitative assessment to construct a portfolio that seeks to consistently outperform its benchmark over a full market cycle with downside protection and reduced volatility.
Strategy Overview
The Johnson SMID Cap Core Equity strategy seeks to consistently outperform the Russell 2500 Index over a full market cycle with downside protection and reduced volatility. We utilize a disciplined portfolio construction framework relying on fundamental bottom-up research aided by our proprietary quantitative assessment.
Investment Philosophy
Historical evidence supports our belief that high-quality companies outperform over the long run with reduced volatility and greater downside protection in turbulent markets. In addition, combining quality with valuation and momentum factors can improve investment results, leading to higher batting averages and superior risk-adjusted returns over time. Finally, supporting our fundamental bottom-up research with quantitative analysis results in a more disciplined investment process, superior risk management, and more consistent performance.
Portfolio Overview
Starting from a market cap range of $400M-$20B, our team constructs a diversified portfolio of 70-90 small & mid cap stocks utilizing a disciplined, multi-step investment process designed to manage risk and generate alpha. With a focus on quality, our portfolio is expected to outperform the Russell 2500 over a full market cycle with downside protection and reduced volatility.
Investment Guidelines
- Benchmark: Russell 2500
- U.S. SMID-cap equities ($400M–$20B market cap)
- Diversified portfolio of 70–90 holdings
- Objective: Outperform Russell 2500 with lower volatility
- Emphasize quality, valuation, and momentum
- Expected turnover below 50% annually