Georgetown University

Generated outreach message alignment report
1. You favor external managers who can integrate ESG and implement your SRI policy (including alignment to a global ACWI ex-fossil benchmark).
We’re an owner-managed, high-conviction global manager that can embed ESG into research, apply custom exclusions, and report transparently—fitting your preference for managers who operationalize policy screens without sacrificing returns.
Evidence
“The Investment Office intends to favor external investment managers that are capable of incorporating the strategies set forth in this policy.” “The University will incorporate a thoughtful analysis of “Environmental, Social, and Governance” (“ESG”) factors into its evaluation of” “Global Equity 55% - 75% 65% MSCI All Country World Index ex Fossil Fuels”
2. You want high active share and avoid over-diversification, with a bias toward high-quality businesses.
Our concentrated best-ideas portfolio delivers high active share and focuses on durable, high-quality compounders—aligning with your conviction in active management and skepticism of excessive diversification.
Evidence
“total endowment should exhibit a reasonably high ‘active share’, which is to say it looks different than the policy portfolio, an important condition for outperformance.” “Excessive diversification can lead to mediocre results with high costs;” “The public equity portfolio includes a combination of index funds, active managers, and direct holdings – the latter two segments are biased towards high quality businesses .”
3. You’re leaning into global diversification and see attractive opportunities outside the U.S.
We run a global mandate with emerging markets capability, designed to find idiosyncratic opportunities beyond U.S. mega-caps and to be assessed versus global benchmarks.
Evidence
“In sum, the benefits of a globally diversified approach seem higher today than 10-15 years ago – or at least the opportunity cost has declined.” “Most non-US equity markets are trading at reasonable or even attractive valuation levels.”
4. You prefer specialized, niche managers with domain expertise—often where capital is scarce—and strong alignment (skin in the game).
As a small, entrepreneurial, owner-managed firm, we focus on repeatable niches where our research edge can drive alpha, and we invest personal capital alongside clients.
Evidence
“We favor repeatable strategies in niche areas where the manager has developed a notable expertise.” “While difficult to find, managers with domain expertise in inefficient markets provide opportunities for outperformance.” “We source managers in areas where we identify a bifurcation between the supply and demand for capital.” “The individuals leading these firms must be highly competitive, motivated by intellectual curiosity, possess high integrity and have skin in the game.”
5. You value differentiated, risk-managed return streams with controlled factor exposures and defined volatility targets.
Our process targets low correlation to broad indexes, manages factor bets explicitly, and focuses on drawdown control—designed to contribute to your risk and volatility parameters.
Evidence
“Reflecting on this data, the Investment Committee further considers a number of quantitative risk concepts, notably peak-to-trough expected drawdowns, sensitivity to equity markets, volatility of returns, and liquidity.” “We strive to prevent unintended factors from influencing performance.” “We aim for a volatility of 11-12%, roughly 75% of the level of volatility of the stock market during normal environments .”
6. You maintain significant liquidity in marketable assets and explicit access targets.
We offer liquid, marketable exposure with standard fund liquidity terms, helping you meet the 30% monthly and 50% one-year access thresholds while contributing equity-like returns.
Evidence
“In FY2024, the marketable portfolio (70% of the endowment) returned 14 .2% while private investments returned 5.1%.” “For the whole endowment, we aim to have at least 30% of the corpus accessible on a monthly basis and 50% within one year.”
7. You seek managers who can be opportunistic and deploy capital during market stress.
Our concentrated, flexible mandate is built to lean into dislocations globally and in EM, aiming to add alpha when your team is rebalancing into drawdowns.
Evidence
“Forward returns are likely greatest during times of stress – structure the portfolio to capitalize;” “We maintain a flexible mindset and sufficient liquidity to capture opportunities when they arise.” “we’ve successfully rebalanced into equities during each of the last four downturns, e.g. 2008, 2018, 2020, and 2022.”
8. You primarily allocate via external managers and keep direct public holdings capped, with a focus on skilled active management.
As an external, specialist equity manager with a long track record and aligned fees, we fit your endowment-model approach and can complement your limited direct book.
Evidence
“At its core, the endowment model calls for finding skilled investment managers .” “We complement our managers with a m odest amount of capital invested directly in to publicly traded securities (capped at 10% of the total endowment).”