Rothko Emerging Markets Small Cap Equity
The strategy seeks to provide long-term capital appreciation by investing primarily in non-U.S. small capitalization securities of developed country issuers. Individual stock allocations range between 0.2% and 3.0% (at time of purchase). The portfolio typically consists of 140-220 names diversified across countries, sectors, industry groups.
Typical Portfolio Features and Risk/Return Objectives:
Portfolio Features
- High dividend yield and realized income
- Sustainable earnings characteristics
- Lower P/E vs Index
- Lower Leverage (D/E) vs Index
- High Active Share
- Relatively Low Portfolio Turnover
Risk/Return Objectives
- Downside protection in weak markets
- Strong upside capture
- Downside Beta < 1
- Lower Volatility vs Index
- Strong Risk-Adjusted Returns
- High Multi-Factor Alpha
Related Strategies
Rothko All Countries World Ex-US Equity
Rothko Broad International Small Cap Equity
