Overview
Investment Objective
To exceed the return of the Russell 2000® Value Index over the long term through multi-factor diversification.
Investment Universe
Bridgeway focuses on a universe of common stocks within the range of the Russell 2000® Value Index.
Investment Strategies
Management of this strategy is a statistical, bottom-up process that focuses on a universe of common stocks within the range of the Russell 2000® Value Index. This universe of stocks is then narrowed to a robust portfolio through the use of multiple statistical models based on three investment themes: Value Metrics, Company Financial Health, and Price Momentum. Based on Bridgeway's research and experience, selecting what we believe to be the strongest stocks based on these three themes provides diversification, mitigates volatility, and delivers more consistent returns than any one theme could. This produces a robust small-cap value portfolio for clients seeking outperformance of the Russell 2000® Value Index with style purity.
We seek to be 100% invested in small-cap value stocks at all times.
Strategy Basics
| Category | Small-Cap Value Equity |
|---|---|
| Benchmark | Russell 2000 Value Index |
| Inception | 07/01/2002 |
Team Managed
Perspectives related to Small-Cap Value
Bridgeway Capital Management, LLC, claims compliance with the Global Investment Performance Standards (GIPS®). GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.
To receive additional information regarding Bridgeway Capital Management LLC, including GIPS-compliant performance information for Bridgeway Capital Management’s strategies and products, contact Bridgeway Capital Management, LLC, at 20 Greenway Plaza, Suite 450, Houston, Texas, 77046; 713-661-3500; info@bridgeway.com.