AGFiQ Canadian Equity Strategy

Quantitative, Fundamental Approach
Multi-Factor, All Cap
S&P/TSX Composite Total Return
Inception Date
October 1998

Key Reasons to Invest

    • Seeks to provide investors with long-term outperformance of the S&P/TSX Composite Benchmark
    • Achieves its investment objective through a disciplined, transparent repeatable investment process
    • Investment process identifies opportunities at both the sector and stock level


The Strategy incorporates quantitative research and fundamental analysis in a systematic investment process that has three components: (1) Sector Allocation, (2) Stock Selection and (3) Portfolio Implementation. The investment team’s proprietary bottom-up sector allocation and stock selection models identify the most attractive investment opportunities and through the portfolio construction process, alpha is captured while the risk is managed.


At the Strategy’s foundation lies empirically based research and the combination of quantitative and fundamental investing.  We believe that investment success can be achieved through blending quantitative and fundamental analysis to capture alpha drivers at the sector level– Growth, Value, Quality and Risk (GVQ+RTM). We believe these fundamental alpha drivers differ between sectors.  We believe there is a strong opportunity in Canada for added value through sector diversification and allocation.


The investment process is driven by bottom-up stock and sector models. The sector allocation model highlights the relative attractiveness of AGFiQ’s unique sectors, while the stock selection models identify the most attractive stocks for investment consideration. In both stock selection and sector allocation, a fundamental review is completed to verify the quantitative model and to identify any risks not captured by the AGFiQ team’s models.

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