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Our approach towards responsible investing
Global Quantitative Equity Team
Daily analysis, capacity
management and strong implementation
Philosophy and process
We believe in a core style of investing that employs fundamental ideas in a disciplined, risk-aware manner in seeking to generate alpha.
Furthermore, a nimble approach made possible by our strict capacity focus and implementation of a proprietary predictive transaction cost model drives potential alpha.
Portfolio Managers
Arup heads the Mackenzie Global Quantitative Equity Team which provides quantitative investment capabilities in Global and Emerging Markets equities.
Arup has over 25 years of experience in quantitative equity investing. Between 1992 and 2012 he was a Quantitative Analyst, Portfolio Manager, Director of US and Director of Portfolio Management with Man Numeric, where he managed capacity-constrained equity strategies (traditional long only, active extension and hedge funds) in all capitalization strata and regions of the world. In 2012, Arup founded Agriya Investors, a firm focused on global equities, which eventually became the global/international arm of AJO. As Chief Investment Officer - International, Arup launched capacity-constrained equity strategies in emerging and developed markets.
Arup joined Mackenzie in September 2017 to head the Global Quantitative Equity Team.
Arup has a Bachelor of Technology degree from the Indian Institute of Technology in Kanpur, India, and earned an MBA with distinction from the Johnson School of Management at Cornell University. He is a CFA charterholder.
Nicholas is a Portfolio Manager on the Global Quantitative Equity Team.
Nicholas joined Mackenzie in September 2017 as part of the Boston-based Global Quantitative Equity Team. He started his career as a Quantitative Analyst and Trader at Weiss Asset Management, a Boston-based hedge fund. In 2012, he joined Arup as a Portfolio Manager at Agriya Investors which eventually became the global/international team of AJO, a Philadelphia-based institutional quantitative equity firm. In this role he played a key role in launching and managing capacity-constrained equity strategies (traditional long only, active extension and hedge funds) in emerging and developed markets.
Nicholas earned his MA in Statistics from Harvard University and has BSc degrees in Mathematics and Physics from the Massachusetts Institute of Technology and ranked in International Physics and Mathematics Olympiads. He is a CFA charter holder.
Denis is a Portfolio Manager on the Global Quantitative Equity Team.
Denis joined Mackenzie Investments in August 2018 as part of the Boston-based Global Quantitative Equity Team. Most recently, Denis spent two years at Teza Technologies, where he co-led the build-out, launch, and management of their medium-term market-neutral equity strategy. He previously worked at Man Numeric as a Portfolio Manager and Quantitative Analyst and at Goldman Sachs Asset Management as a Senior Portfolio Manager.
Denis graduated from Utah State University as valedictorian of the College of Business with a BS in Economics. He earned an MBA with distinction and an MS in Applied Economics from the University of Rochester. He is a CFA charterholder.
Haijie is a Portfolio Manager on the Global Quantitative Equity Team.
Haijie joined Mackenzie Investments in April 2018 as part of the Boston-based Global Quantitative Equity Team. Previously, he worked at AJO, a Philadelphia-based institutional quantitative equity firm, as a Portfolio Manager. He also previously worked as a researcher at State Street Associates.
Haijie earned a BS in Automotive Engineering from Tsinghua University. In 2011, he graduated from Massachusetts Institute of Technology with a PhD in Mechanical Engineering. He is a CFA charterholder.
Awards and rankings
The highest ratings given by the independent investment research firm Morningstar
Insights
Commissions, trailing commissions, management fees and expenses all may be associated with mutual fund investments. Please read the prospectus before investing. Mutual funds are not guaranteed, their values change frequently and past performance may not be repeated.
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Morningstar Star Ratings reflect performance of Series F as of June 30, 2022 and are subject to change monthly. The ratings are an objective, quantitative measure of a fund’s historical risk-adjusted performance relative to other funds in its category. Only funds with at least a three-year track record are considered. The overall star rating for a fund is a weighted combination calculated from a fund’s 3, 5, and 10-year returns, as available, measured against the 91-day treasury bill and peer group returns. A fund can only be rated if there are a sufficient number of funds in its peer group to allow comparison for at least three years. If a fund scores in the top 10% of its fund category, it gets 5 stars; if it falls in the next 22.5%, it receives 4 stars; a place in the middle 35% earns a fund 3 stars; those in the next 22.5% receive 2 stars; and the lowest 10% receive 1 star. For more details on the calculation of Morningstar Star Ratings, see www.morningstar.ca.
Mackenzie Emerging Market Fund II Sr F, Emerging Markets Equity Category: 3 years - 5 stars (249 funds), 5 years - 4 stars (197 funds), 10 years - 4 stars (89 funds). Mackenzie Emerging Markets Fund F, Emerging Markets Equity Category: 3 years - 4 stars (249 funds), 5 years - n/a stars (n/a funds), 10 years - n/a stars (n/a funds).