Scientific Beta

Financial Investigator: "This month, the best performing index in the Developed World universe among the smart factor indices is the SciBeta Developed High Momentum Diversified Multi-Strategy index, with a relative return of 1.14% compared to the broad cap-weighted index (...)."

Financial Investigator 20/08/2015

 

"(...) Scientific Beta, an EDHEC-Risk Institute Venture, has published its Smart Beta Report of July 2015. Among the highlights of this month's report: This month, the best performing index in the Developed World universe among the smart factor indices is the SciBeta Developed High Momentum Diversified Multi-Strategy index, with a relative return of 1.14% compared to the broad cap-weighted index, while the SciBeta Developed Low Momentum Diversified Multi-Strategy index posts the lowest relative return (-1.81%). 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 0.88% to 3.08% since inception for the Developed universe. (...)" 

Copyright Financial Investigator Publishers