Scientific Beta

The quarterly Scientific Beta Dynamic Defensive Equity Indices Performance Factsheet presents summary information on the SciBeta Defensive Equity index in the United States, Developed, and Developed ex US regions.

The quarterly Scientific Beta Dynamic Defensive Equity Indices Performance Factsheet presents summary information on the SciBeta Dynamic Defensive Equity index in the United States, Developed, and Developed ex US regions. 

Information provided includes:

• Overview
• Strategy descriptions
• List of indces
• Performance/risk statistics: Long-Term Improvement of Sharpe Ratio and Volatility Reduction (20Y), Protection in Bear Markets (20Y), Strong Exposure to the Volatility Factor (20Y), Downside Risk Reduction (20Y), Defensiveness Relative to CW (20Y), Relative (CW) Volatility Reduction, Defensiveness Relative to CW (20Y), Average Sector Deviation (20Y).