Rothko - AI Driven
Investment Strategies
We are an institutional investment manager based in London, experts in international and emerging markets equities, and part of the Mondrian Investment Partners family – one of the largest employee-owned investment managers in the world. As a group we manage assets for sovereign wealth funds, pension funds, foundations, endowments, based in the US and Internationally.
Our
Origins
History dating back to 1990
Our
People
Over 4 decades of investment experience
Our Investment Philosophy
Income-oriented Value
Our
AI
Proprietary system grounded in learnings over many decades
Our Origins
Rothko is an expert income-oriented Value investor, focused on international and emerging equities. We are specialists in artificial intelligence, which drives our investment process.
1990
2007
2013
2015
2016
2018
2020
2021
Our People
Our Investment Philosophy
Value Attributes + Sustainable, Future Income Potential
Superior Portfolio
and Return Characteristics
Sustainable,
Income-Oriented Value
Stocks with value characteristics and future income potential can materially exploit the inefficiencies of Non-US equity markets.
Defensive - Defending Capital on the Downside
Strong downside protection and upside capture can lead to superior portfolio and return characteristics over time.
Rothko’s investment philosophy encapsulates over 30 years of successful income-oriented, value investment stock selection experience and research.
We believe:
A company’s business performance, financial management, competitive positioning, and behavior towards shareholders can all be ascertained from systematic and forensic examination of track records and current performance.
Rather than use teams of equities analysts, Rothko has learned to do this systematically and consistently over the breadth of the market, using fundamental-rules to identify undervalued companies with evidential fundamental strengths that can support the growth of future dividend payments in US$ terms.
Our AI
Rothko’s proprietary AI system aims to learn and apply deep fundamental stock investment rationales that:
- Avoid the behavioral pitfalls of human fundamental stock selectors
- Avoid the dangerous flaws of traditional factor investing
- Exploit the vast and expanding global data resources
- Lever innovative technologies to draw deeper inferences and make better stock selection
We do not believe in traditional quantitative investing techniques based on the assumption that linearity adequately explains equity market returns. Instead, we use interpretable (not Black Box) alternative quantitative techniques to achieve a bottom-up driven investment approach with a parsimonious use of technology that will, we believe, continue to drive uncorrelated returns in the future.
The result is a highly differentiated investment strategy, with high alpha potential and a high active share to both standard benchmarks and, crucially, factor benchmarks.
