Fundametrics® International Small Cap Equity
Q2 2022 Performance Summary and Observations
- The Fundametrics International Small Cap Equity strategy returned -14.05% for the quarter, outperforming the FTSE Developed ex-US Small Cap Index return of -18.75%.
- Alpha Composite results were strong this quarter in a volatile down market, driven by favorable stock selection. Buys (-15.6%) beat Sell rated stocks (-21.9%) for the quarter.
- Investors focused on low volatility factors in a risk-off quarter, leading global equity markets to double-digit declines as worries mount about inflation and recession.
- Financial Warnings provided some downside protection. Buy candidates that passed all screens or Safe (-14.3%) beat Fail-rated (-16.8%) stocks for the quarter. Fail-rated stocks typically carry multiple measures of risk.
- 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.
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