Scientific Beta

ETF Strategy: "The smart beta indices allow investors to gain exposure to desired risk factors while at the same time benefitting from index diversification. Underpinned by research conducted by the highly acclaimed EDHEC-Risk Institute, the indices are available for all developed world geographical regions including USA, UK, Eurozone, Developed Europe ex UK, Japan, Developed Asia Pacific ex Japan, Developed ex USA, Developed ex UK and Developed."

ETF Strategy 12/02/2014

"(...) ERI Scientific Beta, the indexing venture launched by Paris-based academic institution EDHEC-Risk Institute, has unveiled a series of “multi-strategy smart factor indices”. The smart beta indices allow investors to gain exposure to desired risk factors while at the same time benefitting from index diversification. Underpinned by research conducted by the highly acclaimed EDHEC-Risk Institute, the indices are available for all developed world geographical regions including USA, UK, Eurozone, Developed Europe ex UK, Japan, Developed Asia Pacific ex Japan, Developed ex USA, Developed ex UK and Developed. The indices maximise the diversification of strategy-specific risks and as such provide performance that is on average 68% better than that of traditional factor indices, based on an historical comparison of Sharpe Ratios for US large-cap portfolios. In addition to superior risk-adjusted performance, all of the indices show positive excess returns in the long term compared to cap-weighted indices.