Scientific Beta

Institutional Asset Manager: "These multi-strategy smart factor indices maximise the diversification of strategy-specific risks and as such provide performance that is on average 68 per cent better than that of traditional factor indices. All Scientific Beta multi-strategy smart factor indices show positive excess returns in the long term compared to cap-weighted indices, notably High Value, with an annualised relative return of 4.70 per cent, Mid Cap (4.45 per cent), Mid Liquidity (4.25 per cent), High Momentum (3.56 per cent) and Low Volatility (2.90 per cent)."

Institutional Asset Manager 12/02/2014

"(...) As part of its Smart Beta 2.0 approach, which is based on the research conducted by EDHEC-Risk Institute, ERI Scientific Beta has launched a series of multi-strategy smart factor indices. (...) These multi-strategy smart factor indices maximise the diversification of strategy-specific risks and as such provide performance that is on average 68 per cent better than that of traditional factor indices. All Scientific Beta multi-strategy smart factor indices show positive excess returns in the long term compared to cap-weighted indices, notably High Value, with an annualised relative return of 4.70 per cent, Mid Cap (4.45 per cent), Mid Liquidity (4.25 per cent), High Momentum (3.56 per cent) and Low Volatility (2.90 per cent). These factor exposures correspond to risk factors that are considered in the financial literature to be well rewarded, and as such are often favoured by investors in the construction of their long-term equity allocation. (...)"