Equity Investments
US and International Small Caps
Philosophy
In an asset class characterized by a wide dispersion of company characteristics and dominated by fundamental growth-oriented investors, we find alpha in systematically harvesting academically proven factor premia.
Process
Quantitative strategies seek to generate consistent alpha by systematically harvesting an array of factor premia through the firm’s proprietary multi-factor models.
US Small Cap
Assets Under Management:
$195 MM
Strategy Inception:
April 1999
Relevant Information:
Small Cap Equity 1Q 2021 Fact Sheet Equity Outlook 1Q21 - Small Cap EquityGlobal Ex-US Small Cap Structured Equity
Assets Under Management:
$166 MM
Strategy Inception:
January 2015
Relevant Information:
Global Ex-US Small Cap Structured Equity 1Q 2021 Fact Sheet Equity Outlook 1Q21 - Global Small Cap ex USLatest Insights
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International Small Caps: Picking Cherries or Harvesting the Field?
Author: Lode Devlaminck and Andrew J. Smith, CFA
International small caps have attracted attention in recent years due to the appealing characteristics of the asset class....
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