Scientific Beta

ETF.com: "A mixed approach is one in which a portfolio is built for each target factor individually, and those portfolios are combined as sleeves to create a multifactor portfolio. (...) ETFs Using a Mixed Approach: Global X Scientific Beta US Equity ETF (SCIU)."

ETF.com 21/10/2016

"(...) A mixed approach is one in which a portfolio is built for each target factor individually, and those portfolios are combined as sleeves to create a multifactor portfolio. (...) ETFs Using a Mixed Approach: Global X Scientific Beta US Equity ETF (SCIU). (...) At Newfound, we currently advocate for a mixed approach. (...) To date, the majority of research has substantiated the individual factors as historically reliable ways to generate excess risk-adjusted returns; evidence suggesting that securities with multiple simultaneous factor exposures are better is still lacking. (...)"