Scientific Beta

HedgeWeek: "The best performing ERI Scientific smart factor index in February was the SciBeta Developed High Volatility Diversified Multi-Strategy index, with a relative return of 0.99% compared to the broad cap-weighted index."

HedgeWeek 16/03/2015

"(...) The best performing ERI Scientific smart factor index in February was the SciBeta Developed High Volatility Diversified Multi-Strategy index, with a relative return of 0.99% compared to the broad cap-weighted index. The SciBeta Developed Low Volatility Diversified Multi-Strategy index posted the lowest relative return (-1.79%). 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 1.41% to 2.63% since inception for the Developed universe. Scientific Beta Multi-Beta Multi-Strategy (MBMS) indices associate an effective choice of weighting scheme, in terms of diversification, with the choice of smart factor, to prevent indices from being too concentrated and to reduce their specific risks. Over the past ten years, the SciBeta Developed Multi-Beta Multi-Strategy EW (Equal Weights) index and the SciBeta Developed Multi-Beta Multi-Strategy ERC (Equal Risk Contribution) index post strong annual relative returns of 1.94% and 1.84%, respectively, compared to cap-weighted indices. (...)"