This webinar details the Scientific Beta robust dynamic defensive solution which addresses the drawbacks of traditional defensive strategies and notably provides a reduction in market beta and volatility in distressed times, i.e. it is defensive when needed most. This new solution allows volatility to be smoothed through time and consequently improves average and extreme risks as well as risk-adjusted returns that allow for an increasing allocation to equity exposure while maintaining the same level of overall risk exposure relative to a traditional 60/40 portfolio.
Overview
Defensive equity solutions are popular strategies because they provide better downside protection while also delivering good risk-adjusted returns, both on a standalone basis and in the context of a multi-asset portfolio.
Through our Dynamic Defensive offering, we demonstrate how you can increase your allocation to equity to boost returns of a multi-asset portfolio without increasing the overall portfolio risk profile in an elegant cost efficient manner. The multi-asset portfolio allocating to the Scientific Beta Dynamic Defensive solution can achieve much higher risk-adjusted returns over the long-term than a traditional benchmark or a traditional defensive strategy allocation.
At this webinar, Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta details the Scientific Beta robust dynamic defensive solution. This offering addresses the drawbacks of traditional defensive strategies and notably provides a reduction in market beta and volatility in distressed times, i.e. it is defensive when needed most. This new solution allows volatility to be smoothed through time and consequently improves average and extreme risks as well as risk-adjusted returns that allow for an increasing allocation to equity exposure while maintaining the same level of overall risk exposure relative to a traditional 60/40 portfolio.
Topics covered include:
Hosts
The webinar was hosted by:
Simon Karaban, Senior Vice President, SGX Index Services
Simon Karaban is Senior Vice President of SGX Index Services at Singapore Exchange (SGX). He joined SGX in March 2013 and has led the development and build of the index business for SGX, known as SGX iEdge. More recently he has assumed the responsibility for leading the Scientific Beta business development responsibilities across the global asset management, investment bank and wealth management customer channels. Prior to SGX, Mr. Karaban was the Director of Research and Design for S&P Dow Jones Indices based in Hong Kong, where he led the R+D initiatives for indices across asset classes for the Asia Pacific region. Prior to S&P he worked for Morningstar as a Product Manager for the research data business, developing and commercialising research data solutions for institutional clients. Mr. Karaban graduated from the University of Sydney with a Bachelor of Economics. He also holds a Masters in Finance from the University of Technology, Sydney.
Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta
Prior to joining Scientific Beta in 2011, Eric worked for close to twenty years as a quantitative analyst for investment banks including UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He has also served for over twenty years on index management committees. He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.
Date/Time
Thursday 8 April, 2021 at 4.00pm Singapore Time / 10.00am CET.