The Hillcrest Small Cap Value strategy utilizes the firm’s behavioral investment process to generate sustainable active returns over the Russell 2000® Value Index. The strategy offers a relative value orientation and holds a focused set of positions to U.S. listed small capitalization equities that offer compelling fundamentals and an attractive risk/reward profile.
|Benchmark||Russell 2000® Value Index|
|Number of Holdings:||~ 50|
|Sector Weights:||-5% to +5% of Russell 2000® Value Index weights|
|Minimum Sector Weight:||0%|
|Initial Position Size:||1.5% to 2.5%|
|Turnover:||25% to 50% annually|
|Liquidity:||Appropriate portion of average daily volume assuming $2 billion in strategy|