Scientific Beta

ETF Strategy: "The MS Scientific Beta Global Equity Factors UCITS ETF (GEF LN) has recorded significant inflows, gaining approximately $270 million in net new assets in Q4 2017. (...) GEF provides exposure to the Scientific Beta Developed Multi-Beta Multi-Strategy Equal Weight Index and was the first ETF to be launched in Europe by Morgan Stanley."

ETF Strategy 29/11/2017

"(...) The MS Scientific Beta Global Equity Factors UCITS ETF (GEF LN) has recorded significant inflows, gaining approximately $270 million in net new assets in Q4 2017. (...) GEF provides exposure to the Scientific Beta Developed Multi-Beta Multi-Strategy Equal Weight Index and was the first ETF to be launched in Europe by Morgan Stanley. The index offers broad, global equity exposure and aims to outperform traditional cap-weighted benchmarks on an absolute and risk-adjusted basis by emphasizing four factor exposures: size, value, momentum and low volatility. A diversified multi-strategy weighting approach is applied for each respective factor portfolio, comprising an equally weighted allocation across the following five weighting schemes: max de-concentration, max de-correlation, efficient min volatility, max Sharpe ratio, and diversified risk weighted. (...)"