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Emerging Markets Equity Strategy (closed)
Arrowstreet’s strategy seeks to outperform emerging markets
equity benchmarks by 6% per year over a market cycle through a core approach that
has risk characteristics similar to the benchmark. The firm
combines sound investment intuition with rigorous quantitative
research in an effort to identify mispriced stocks around
the world. Arrowstreet believes that the key to generating alpha involves evaluating a stock’s characteristics on a direct as well as an indirect basis in an integrated and opportunistic manner.
Strategy Characteristics
| Assets in Strategy |
Over $8 billion (as of 3/31/2013) |
| Style |
Core/Market Oriented |
| Process |
Quantitative |
| Targeted Excess Return |
6% |
| Targeted Active Risk |
4% - 9% |
| Benchmark |
MSCI EM Index |
| Typical Number of Stocks |
150-350 |
| Typical Turnover |
80%-120% per year |
| Typical Minimum Investment |
$50 million |
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To learn more about Arrowstreet's products, please contact us.
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Core Investment Approach
- Seek Consistent Alpha
- Dynamic Risk Control
- Complementary Approach
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