Scientific Beta

Institutional Asset Manager: "The LGIM Diversified Multi-Factor Equity Fund, launched in July 2017 as a commingled life fund for UK institutional clients, allocates between Scientific Beta indices according to regional weights determined by LGIM. The Scientific Beta High-Factor-Intensity Multi-Beta Multi-Strategy EW indices are custom indices that provide strong exposure to the rewarded risk factors (Low Volatility, Value, Low Investment and High Profitability) and a good level of diversification using an equal-weighted combination of the Maximum Deconcentration and Diversified Risk Weighted approaches."

Institutional Asset Manager 13/11/2018

 

"(...) Brunel Pension Partnership, a Local Government Pension Scheme (LGPS) in the UK managing investment of the pension assets for the funds of Avon, Buckinghamshire, Cornwall, Devon, Dorset, Environment Agency, Gloucestershire, Oxfordshire, Somerset, and Wiltshire Funds, has confirmed a major investment of almost GBP1 billion in the LGIM (Legal & General Investment Management Ltd) Diversified Multi- Factor Equity Fund backed by Scientific Beta indices. (...) The LGIM Diversified Multi-Factor Equity Fund, launched in July 2017 as a commingled life fund for UK institutional clients, allocates between Scientific Beta indices according to regional weights determined by LGIM. The Scientific Beta High-Factor-Intensity Multi-Beta Multi-Strategy EW indices are custom indices that provide strong exposure to the rewarded risk factors (Low Volatility, Value, Low Investment and High Profitability) and a good level of diversification using an equal-weighted combination of the Maximum Deconcentration and Diversified Risk Weighted approaches. (...)" 

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