The State Street Investment Management 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 Investment Management 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.
Define your strategy allocations
Calculator Source: State Street Investment Management, MSCI, as of December 31, 2025. For the Chosen Strategy Mix, the information is based on historical performance of a portfolio mix using the MSCI EM Index (30%), the State Street Investment Management EM Enhanced Strategy (50%) and the State Street Investment Management 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
10-Year IR Rank
Down Market Capture
Years of Outperformance in Life Track Record
Information Ratio
Cumulative Excess Returns
Years of Outperformance in Life Track Record
Source: FactSet, State Street Investment Management, eVestment. As of December 31, 2025. 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 State Street Investment Management. 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
Our Latest Thinking
An Enhanced Approach to Broad Emerging Markets Equity Exposure
Explore how a more active, risk-controlled emerging markets strategy can help investors capture opportunities.
The Case for Emerging Markets Small-Cap Equity
The MSCI EM Index provides limited exposure to opportunities in the EM small-cap universe, potentially reducing access to a key growth area for investors. Read why a higher allocation to the EM Small-Cap Strategy may be beneficial.
