Scientific Beta

Hedge Fund Journal: "ERI Scientific Beta has announced that as of 30 April 2014 it has extended its smart beta indices offering to include a series of multi smart factor indices. (...) Long-term evaluation (40 years) of this offering shows that the excess annual return in relation to the cap-weighted equivalent is almost 4% and that the improvement in the Sharpe ratio is on average 113%."

Hedge Fund Journal 16/05/2014

"(...) ERI Scientific Beta has announced that as of 30 April 2014 it has extended its smart beta indices offering to include a series of multi smart factor indices. These indices allow investors to benefit from: The performance of Scientific Beta's smart factor indices, which represent exposures to selected risk factors that are well-rewarded over the long term (Low Volatility, Mid Cap, Value, High Momentum), together with strong diversification of the specific or non-rewarded risks; The allocation to decorrelated sources of risks that are representative of robust methods of diversifying between smart factor indices through equal-weighting and equal risk contribution allocations. The equal-weighting allocation is part of a robust diversification perspective in absolute terms whilst the equal risk contribution approach is a relative risk allocation, aiming to equalise the contribution of each index to the tracking error risk. Long-term evaluation (40 years) of this offering shows that the excess annual return in relation to the cap-weighted equivalent is almost 4% and that the improvement in the Sharpe ratio is on average 113%. (...)"