Scientific Beta

As part of a partnership with Pensions & Investments, the leading publication for North American asset owners, ERI Scientific Beta is pleased to announce that a new EDHEC-Risk Institute and ERI Scientific Beta microsite is now available on the Pensions & Investments website, featuring ERI Scientific Beta's flagship multi smart factor indices, together with access to key publications and supplements on the subject of smart beta. 

As part of a partnership with Pensions & Investments, the leading publication for North American asset owners, ERI Scientific Beta is pleased to announce that a new EDHEC-Risk Institute and ERI Scientific Beta microsite is now available on the Pensions & Investments website, featuring ERI Scientific Beta's flagship multi smart factor indices, together with access to key publications and supplements on the subject of smart beta. 

The microsite provides performance data for the 72 Scientific Beta multi smart factor indices over different periods (daily, weekly, monthly, quarterly, year-to-date and since inception), together with information on the tracking error and information ratio since inception.

It also provides links to important ERI Scientific Beta white papers, covering topics such as "Investability of Scientific Beta Indices", "Robustness of Smart Beta Strategies", and "Scientific Beta Multi-Strategy Factor Indices: Combining Factor Tilts and Improved Diversification", together with research conducted by EDHEC-Risk Institute on the subject of smart beta. The quarterly supplements produced in partnership with Pensions & Investments may also be downloaded directly from the microsite.