International Small Cap Equity

Batterymarch's International Small Cap Equity strategy uses disciplined, systematic techniques based on traditional fundamental analysis to objectively rank an investable universe of approximately 1,800 liquid stocks daily. Our portfolios are well diversified and style neutral, with moderate active bets versus the benchmark. We seek to outperform across a range of market environments and add value in both up and down markets.

Quick Facts:

Inception Date: May 2002

Benchmark: S&P Developed Ex-US SmallCap Index

Number of Holdings: 250 - 300

Expected Annual Turnover: 110 - 140%

Historical Tracking Error: 4 - 6%

Performance Objective (Gross of Fees): Benchmark + 3% over a market cycle