Fundametrics® International Small Cap Equity

Q1 2022 Performance Summary and Observations

  • The Fundametrics International Small Cap Equity strategy returned -5.89% for the quarter, outperforming the FTSE Developed ex-US Small Cap Index return of -6.67%.
  • Alpha Composite results were strong this quarter in a volatile down market, driven by favorable stock selection. “Buys” (-4.7%) beat “Sell” rated stocks (-12.3%) for the quarter. 
  • Consistency across regions with a 100%-win rate during the period. A win is defined as higher ranked “buy” stocks outperforming lower ranked “sell” stocks.
  • Macro events drove most of the global equity market volatility this quarter as central banks took the initial steps to remove accommodative monetary policy and Russia waged war on Ukraine.
  • Growth stocks still trade at an 81% premium to Value stocks.  This compares to a 65% long-term average, indicating potential for more opportunity in the Value style although diminished from recent past.

Contact Derek Tubbs at CornerCap Institutional for the full report:  404-445-5117.

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