Scientific Beta

Exchangetradedfunds.com: "Scientific Beta has designed a defensive offering in answer to investors' needs for a reduction in volatility compared to the cap-weighted index, as well as a protection of capital in bear markets. This is achieved through the Smart Beta 2.0 construction framework, which first selects stocks with low volatility, then applies a High-Factor-Intensity (HFI) filter to remove stocks with the lowest multi-factor scores, and finally diversifies away idiosyncratic risks with a diversified weighting scheme."

Exchangetradedfunds.com 13/02/2019

"(...) Scientific Beta has designed a defensive offering in answer to investors' needs for a reduction in volatility compared to the cap-weighted index, as well as a protection of capital in bear markets. This is achieved through the Smart Beta 2.0 construction framework, which first selects stocks with low volatility, then applies a High-Factor-Intensity (HFI) filter to remove stocks with the lowest multi-factor scores, and finally diversifies away idiosyncratic risks with a diversified weighting scheme. (...)"