Indexing GARP Strategies: A Practitioner’s Guide
Growth at a Reasonable Price (GARP) is a well-known, much-practiced investment approach. It is a fundamental-driven investment strategy that balances pure growth and pure valuation, as the former tends to invest in high-growth, yet expensive stocks, while the latter may take a long-term investment to pay off.
In this paper, we introduce the S&P 500 GARP Index, its strategy, construction methodology, risk/return profile, factor exposures, and attribution analysis.
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