Scientific Beta

Funds Europe: "The best performing type of smart beta in 2015 was related to the ‘momentum’ factor, according to research. ERI Scientific Beta, which analysed smart beta returns of its own indices, said that its SciBeta Developed High Momentum Diversified Multi-Strategy index produced a return of 4.97% relative to the broader, capital-weighted market, in dollar terms."

Funds Europe 28/01/2016

"(…) The best performing type of smart beta in 2015 was related to the ‘momentum’ factor, according to research. ERI Scientific Beta, which analysed smart beta returns of its own indices, said that its SciBeta Developed High Momentum Diversified Multi-Strategy index produced a return of 4.97% relative to the broader, capital-weighted market, in dollar terms. Meanwhile, a value factor produced the lowest return. The Developed Value Diversified Multi-Strategy index underperformed the broader market by 1.10%. Other factors’ relative returns were positive in 2015. Equal-weighted produced 2.68%; equal relative risk produced 2.25%; and quality produced 3.08%. The returns are taken from ERI’s Multi-Beta Multi-Strategy indices. (...)"