We believe an allocation to Global (ex-US) Small Cap offers investors the opportunity to exploit a structurally inefficient asset class with attractive diversification characteristics.
We seek to build a diversified portfolio of global (ex-US) small cap stocks that systematically captures the factor inefficiencies and liquidity premia within the asset class.
Quantitative modeling allows us to efficiently assess the entire universe and evaluate the risk premia.
A fundamental overlay ensures model output is in alignment with the current economic environment and the portfolio’s fundamental characteristics and risk profile remain in-line with the index.
We believe that investing in the less liquid half of the benchmark enhances the ability to generate alpha.