The State Street Global Advisors EM Strategy Calculator

Use the calculator to see how changing the mix of active and indexed EM strategies may lead to higher alpha, lower tracking error, and an overall superior risk-return profile.

Compare Performance of State Street Global Advisors Active EM Strategies with the MSCI EM Index. Discover how combining our EM Enhanced and EM Small Cap Active Strategies can help to diversify and generate alpha more efficiently.


31/10/2007

31/12/2024

Define your strategy allocations

20
50
30
Use these sliders to explore the impact of an increased strategy allocation.

Chart

Line chart with 3 lines.
The chart has 1 X axis displaying Time. Data ranges from 2007-10-31 00:00:00 to 2024-12-31 00:00:00.
The chart has 1 Y axis displaying Absolute Return (%). Data ranges from -58.967333192544416 to 91.64687609718376.
End of interactive chart.
  • Your Chosen Strategy Mix
  • MSCI EM Index
  • Cumulative Alpha (Your Strategy - MSCI EM Index)

Your Chosen Strategy Mix

Return 3.40%p.a
Volatillity 20.86%p.a.

MSCI EM Index

Return 1.75%p.a
Volatillity 20.95%p.a.

Your Projected Outperformance

Alpha 1.65%p.a.
Information 1.81
Tracking-Error 1.88%

Calculator Source: State Street Global Advisors, MSCI, as of December 31, 2024. For the Chosen Strategy Mix, the information is based on historical performance of a portfolio mix using the MSCI EM Index (30%), the SSGA EM Enhanced Strategy (50%) and the SSGA EM Small Cap Equities Strategy (20%) over the period. Past performance is not a reliable indicator of future performance. For institutional / professional investors use only. Investing involves risk including the risk of loss of principal. Index returns are unmanaged and do not reflect the deduction of any fees or expenses. Index returns reflect all items of income, gain and loss and the reinvestment of dividends and other income as applicable. The 50%/30%/20% mix is simply a starting point for the client to change the mix to their chosen allocations. The returns above are gross of fees and gross of monthly rebalancing costs which do not reflect the deduction of advisory or other fees which could reduce the return.

Strategy Objectives

State Street EM Enhanced Strategy:
Alpha: 0.75 – 1.00% p.a.
Tracking Error: 0.25 – 1.75% p.a.

State Street EM Small Cap Active Strategy:
Alpha: 3.00% p.a.
Tracking Error: 4.00 – 6.00% p.a.

Outcomes for EM Active Strategies

Improve Your Risk/Return Profile Amid Rising Geopolitical Risks

EM Enhanced Strategy 1 2nd Percentile

10-Year IR Rank

EM Enhanced Strategy 2 95.8%

Down Market Capture

EM Enhanced Strategy 12/16 Yrs

Years of Outperformance in Life Track Record

EM Small Cap Equities 3 1.24

Information Ratio

EM Small Cap Equities Strategy 154.9%

Cumulative Excess Returns

EM Small Cap Equities Strategy 13/16 Yrs

Years of Outperformance in Life Track Record

Source: FactSet, State Street Global Advisors, eVestment. As of September 30, 2024. Past performance is not a reliable indicator of future performance. The performance figures contained herein are provided on a gross of fees basis, before taxes but after management and transaction costs. The index returns are unmanaged and do not reflect the deduction of any fees or expenses. Volatility and performance statistics are those of the composite. The above targets are estimates based on certain assumptions and analysis made by SSGA. There is no guarantee that the estimates will be achieved.

Our Team

Please contact your Relationship Manager to learn more about our active EM capabilities.

Our Team

Bio Image of Dario De Simio, CIIA, CAIA

Dario De Simio, CIIA, CAIA

Head SSGA AG Switzerland & Head Institutional Business Switzerland

Bio Image of Toby Warburton

Toby Warburton, CFA, Ph.D.

Head of Active Portfolio Management

Bio Image of Nissant Naganathi, CFA, CAIA

Nissant Naganathi, CFA, CAIA

Account Executive | Institutional Business Switzerland

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