Scientific Beta

ETF Express: "Over the long run, the Multi-Beta Multi-Strategy approach enables the benefits of smart beta to be doubled, with excess performance compared to the cap-weighted index of almost four per cent per year and a gain in Sharpe ratio of 115 per cent."

ETF Express 27/05/2014

"(...) ERI Scientific Beta has launched Multi-Beta Multi-Strategy (MBMS) indices, which are now available on the www.scientificbeta.com platform. (...) Over the long run, the Multi-Beta Multi-Strategy approach enables the benefits of smart beta to be doubled, with excess performance compared to the cap-weighted index of almost four per cent per year and a gain in Sharpe ratio of 115 per cent. Noël Amenc, CEO of ERI Scientific Beta, says: “Multi-beta multi-strategy indices allow equity investors to expand their opportunity set beyond the standard equity premium. These indices of indices are effective entry points for asset owners who wish to dispose of a robust and proven asset allocation solution.” (...)"