Scientific Beta

Financial Investigator: "This month, the best performing index in the Developed World universe among smart factor indices is the SciBeta Developed Mid Cap Diversified Multi-Strategy index, with a relative return of 1.86% compared to the broad cap-weighted index, while the SciBeta Developed Large Cap Diversified Multi-Strategy index posts the lowest relative return (0.40%). All sixteen smart factor indices post positive relative returns compared to the broad-cap weighted index this month."

Financial Investigator 08/09/2015

 

"(...) Scientific Beta, an EDHEC-Risk Institute Venture, has published the August 2015 Smart Beta Performance Report. Among the highlights of this month's report: This month, the best performing index in the Developed World universe among smart factor indices is the SciBeta Developed Mid Cap Diversified Multi-Strategy index, with a relative return of 1.86% compared to the broad cap-weighted index, while the SciBeta Developed Large Cap Diversified Multi-Strategy index posts the lowest relative return (0.40%). All sixteen smart factor indices post positive relative returns compared to the broad-cap weighted index this month. Year-to-date, the best-performing smart factor index in the Developed World universe is the SciBeta Developed Low Dividend Yield Diversified Multi-Strategy index, with a return of 4.45%, while the worst-performing index is the SciBeta Developed High Dividend Yield Diversified Multi-Strategy (-0.84%). Performance for smart factor indices exposed to risk factors known to be well rewarded over long periods remains strong, with annual performance in excess of broad cap-weighted indices ranging from 0.96% to 3.15% since inception for the Developed universe. (...)" 

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