As appetite to rotate away from blue chips and mega-cap stocks grows, we use the PMI to test a systematic selection strategy to the SMID cap universe, yielding hypothetical excess returns of 523% against the MSCI World over our back-test period.
Read the whitepaper to learn:
- ✓How PMI data offers investors a credible and high-frequency set of economic indicators to build frameworks for assessing allocation decisions.
- ✓ How our systematic and data-driven approach to country allocation in the small and mid-cap universe yields considerable hypothetical outperformance against the benchmarks.
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