The Emerging Markets Equity strategy seeks to achieve long-term capital appreciation and is available in separate accounts, CITs, limited partnerships and mutual funds.
Strategy Description
Proprietary Ranking Process
- Quantitative model derived from the best practices of traditional fundamental analysis
- Each security within the universe is ranked (1-10) based on traditional valuation metrics, as well as momentum and profitability factors
- Rankings seek to systematically identify undervalued stocks that simultaneously exhibit other attractive characteristics
- This multi-factor approach targets balanced or “well-rounded” securities
Process Built to be Balanced & Robust
Investment Universe
- Evaluates approximately 3,000 companies in 26 emerging markets
–Market capitalization generally greater than $300 million - Stocks are grouped by country
We integrate Environmental, Social and Governance factors into our investment process.
Approach
Quantitative Equity Team
Equity Trading
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
Investment Vehicles
Emerging Markets Equity strategy facts
Recognition
Emerging Markets 5 Stars, Emerging Markets Universe
Emerging Markets 6 Stars, Emerging Markets Universe
Bull/Bear Masters, Emerging Markets Universe
Emerging Markets Manager of the Decade Emerging Markets Universe
On 11/18/24 SBH Emerging Markets strategy was awarded the Zephyr PSN Top Guns Bull/Bear Masters, 5- and 6-Star Category for the 3-month period ending 09/30/24. You can find more information about the PSN Top Guns Award here. CI Segall Bryant & Hamill did not pay to participate in the PSN Top Guns Awards.
PSN Top Guns Award, 5 Star Category Criteria (Emerging Markets Universe): The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPS compliant. Products must have an R-squared of 0.80 or greater relative to the style benchmark for the recent 5-year period. Moreover, products must have returns greater than the style benchmark for the 3 latest 3-year rolling periods. Products are then selected which have a standard deviation for the 5-year period equal or less than the median standard deviation for the peer group. The top 10 information ratios for the latest 5-year period then become the TOP GUNS.
PSN Top Guns Award, 6 Star Category Criteria (Emerging Markets Universe): The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPS compliant. Products must have an R-squared of 0.80 or greater relative to the style benchmark for the recent 5-year period. Moreover, products must have returns greater than the style benchmark for the 3 latest 3-year rolling periods. Products are then selected which have a standard deviation for the 5-year period equal or less than the median standard deviation for the peer group. The top 10 information ratios for the latest 5-year period then become the TOP GUNS.
PSN Top Guns Award, Emerging Markets Bull/Bear Emerging Markets Universe: The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPS compliant. Products must have an r-squared of 0.80 or greater relative to the style benchmark for the recent three year period. Moreover products must have an Upside Market Capture ratio of 100 or more for the latest three year period, and Downside Market Capture ratio of 100 or less for the latest three year period. The top ten Ratios between Upside Market Capture Ratio and Downside Capture Ratio become the PSN Bull & Bear Masters.
Top Guns Manager of The Decade Criteria: The PSN universes were created using the information collected through the PSN investment manager questionnaire and use only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPs compliant. Mutual fund and commingled fund products are not included in the universe. Products must have an r-squared of 0.80 or greater relative to the style benchmark for the latest ten year period. Moreover, products must have returns greater than the style benchmark for the latest ten-year period and also standard deviation less than the style benchmark for the latest ten-year period. At this point, the top ten performers for the latest ten-year period become the PSN Top Guns Manager of the Decade.
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All opinions expressed in this material are solely the opinions of Segall Bryant & Hamill. You should not treat any opinion expressed as a specific inducement to make a particular investment or follow a particular strategy, but only as an expression of the manager’s opinions. The opinions expressed are based upon information the manager considers reliable, but completeness or accuracy is not warranted, and it should not be relied upon as such. Market conditions are subject to change at any time, and no forecast can be guaranteed. Any and all information perceived from this material does not constitute financial, legal, tax or other professional advice and is not intended as a substitute for consultation with a qualified professional. The manager’s statements and opinions are subject to change without notice, and Segall Bryant & Hamill is not under any obligation to update or correct any information provided in this material.
