Fundametrics® International Small Cap Equity

Q4 2021 Performance Summary and Observations

  • For the quarter, the Fundametrics International Small Cap Equity strategy returned 3.52%, outpacing the FTSE Developed ex-US Small Cap Index return of 1.02%.
  • Alpha Composite results were strong this quarter, driven by favorable stock selection. “Buys” (+2.2%) beat “Sell” rated stocks (-5.9%) for the quarter and consistently outperformed each month. 
  • 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.
  • Stocks with strong fundamentals outperformed during the period as the market rewarded high quality and low valuation stocks compared to their peers.
  • Growth stocks still trade at a 1o5% premium to Value stocks.  This compares to a 65% long-term average, indicating potential for more opportunity in the Value style.
  • This quarter marked the 2-year anniversary of the strategy. The International Small Cap model and portfolio performance have been within expectations of the investment team given the inefficient asset class and the market environment. 

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

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