Scientific Beta

HedgeWeek: "The SciBeta Developed Low Liquidity Diversified Multi-Strategy index, with a relative return of 1.10 per cent compared to the broad cap-weighted index, was the top performing ERI Scientific Beta smart beta index in March."

HedgeWeek 16/04/2015

"(...) The SciBeta Developed Low Liquidity Diversified Multi-Strategy index, with a relative return of 1.10 per cent compared to the broad cap-weighted index, was the top performing ERI Scientific Beta smart beta index in March. The SciBeta Developed High Liquidity Diversified Multi-Strategy index posted the lowest relative return (0.03 per cent). 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 1.03 per cent to 3.11 per cent 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 an allocation to well-rewarded smart factors, to prevent indices from being too concentrated in one factor 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 have posted strong annual relative returns of 1.93 per cent and 1.82 per cent, respectively, compared to cap-weighted indices. (...)"