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Global Small Cap Equity Strategy
Arrowstreet’s strategy seeks to outperform global small cap
benchmarks by 4% per year 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
| Style |
Core/Market Oriented |
| Process |
Quantitative, Integrated Bottom Up/Top
Down |
| Targeted Excess Return |
4% |
| Targeted Active Risk |
6% - 8% |
| Common Benchmark |
S&P/Citigroup EMI or S&P/Citigroup EMI ex. US Index |
| Typical Number of Stocks |
150-300 |
| Typical Turnover |
80%-120% per year |
| Typical Minimum Investment |
$30 million |
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