The SEG US Balanced Equity Index is design to give investors active all-cap US equity exposure. The index is constructed from the top 60 rank holdings in our US Balanced Equity proprietary model. The index is updated quarterly in February, May, August, and November.
Eligible securities: Equity securities trading on US exchanges that pass our liquidity measures.
Holdings: 60
Individual security max weight: 8%
Turnover Target: 10% – 30%
Typical Beta: 0.80 – 1.10
Inception Date: May 31, 2023
PERFORMANCE:
QTR
YTD
1-Year
3-Year
Since Inception
US Balanced Equity Index
6.72%
5.07%
17.58%
–
22.37%
US Equity
10.93%
5.65%
15.07%
18.88%
21.92%
Total Return as of 6/30/2025 | US Equity Proxy: iShares Russell 3000 ETF
PORTFOLIO STATISTICS:
Return
StDev
Beta
Sharpe Ratio
Max Drawdown
Down Capture
Up Capture
US Balanced Equity Index
22.37%
17.53%
0.83
1.35
16.78%
83.49%
87.20%
US Equity
21.92%
19.58%
1.00
1.20
19.32%
100.00%
100.00
Daily Total Return | Since Inception as of 6/30/2025 | US Equity Proxy: iShares Russell 3000 ETF
