Delivering Innovative Portfolio Management
About Rothko
R
o
t
h
k
o
i
s
a
s
y
s
t
e
m
a
t
i
c
i
n
v
e
s
t
m
e
n
t
m
a
n
a
g
e
r
,
d
r
i
v
e
n
b
y
A
r
t
i
f
i
c
i
a
l
I
n
t
e
l
l
i
g
e
n
c
e
(
A
.
I
.
)
,
s
p
e
c
i
a
l
i
z
i
n
g
i
n
i
n
t
e
r
n
a
t
i
o
n
a
l
a
n
d
e
m
e
r
g
i
n
g
e
q
u
i
t
y
s
t
r
a
t
e
g
i
e
s
.
W
e
b
e
l
i
e
v
e
a
l
p
h
a
c
a
n
b
e
s
y
s
t
e
m
a
t
i
c
a
l
l
y
e
x
t
r
a
c
t
e
d
f
r
o
m
i
n
e
f
f
i
c
i
e
n
t
a
s
s
e
t
c
l
a
s
s
e
s
a
n
d
t
h
a
t
A
.
I
.
c
a
n
b
e
u
s
e
d
t
o
l
e
a
r
n
a
n
d
s
h
a
p
e
a
s
y
s
t
e
m
a
t
i
c
a
p
p
r
o
a
c
h
.
Rothko Investment Strategies* is a value-oriented, defensive investment manager.
Rothko seeks to extract value from market inefficiencies using an Artificial Intelligence approach, driven by fundamentals. Our investment approach systematically applies deep expert investment rationales to international and emerging markets equity investments. Rothko aims to avoid the behavioral pitfalls of human stock selectors and also the shortcomings of factor models.
Our ultimate goal is to deliver diversified portfolios with strong defensive characteristics which, we believe, will lead to consistent long-term alpha.
Rothko currently manages three long-only investment strategies available to institutional investors:
Rothko Emerging Markets All Cap Equity
Rothko Emerging Markets Small Cap Equity
Rothko All Countries World Ex-US Equity
These are offered via separately managed accounts, limited partnerships, and a U.S. mutual fund (Rothko Emerging Markets Equity Fund). Please click here for more information on the mutual fund.
Contact us to learn more about our strategies and vehicles.
*Rothko Investment Strategies is a division of Mondrian Investment Partners Limited which is authorized and regulated by the Financial Conduct Authority.
Investment Philosophy
Value-Oriented
Expert-Insight
Defensive
Rothko’s A.I. modelling framework aims to invest in value stocks with strong future US$ income potential with a focus on risk control. We believe:
We believe that value characteristics and future income potential leads to downside protection and superior return characteristics over time.
We believe that alpha can be extracted from inefficiencies in global equity markets using a bottom-up driven systematic approach based on fundamentals.
We believe that deep expert investment rationales can be abstracted into a systematic approach using Artificial Intelligence (A.I.), avoiding the behavioral biases of human stock selectors and stylized factor models.
Research Portal
Rothko research is available by email. Please request to receive it.