Shuli Ren, the Emerging Markets reporter for Barron’s, posed the question “How Much Weight Should Emerging Markets Have In Your Portfolio?” She spoke with Steve Blumenthal about exposure in Emerging Markets and the CMG Global Equity Strategy. The Strategy, structured with Absolute Return Partners, offers a new mutual fund CMG Global Equity (GEFAX) that uses quantitative scoring methods. This method screens companies that can generate higher Sharpe ratios
The CMG Global Equity Strategy portfolio consists of 50 equally-weighted stocks (2% each), selected at the end of May each year when companies release their annual reports. This May, from a universe of 35,000 publicly traded companies across 150 countries, about 3,600 companies met market liquidity requirements.