Scientific Beta

Pensions & Investments: "The new account will be managed in another index recently developed by ERI Scientific Beta – the SciBeta United States High-Factor-Intensity Multi-Beta Multi-Strategy Six-Factor EW index. Mr. Veal said the new factor-based index is designed to eliminate the overlap in risk-premium factors that is present in the Scientific Beta index COERS currently invests in."

Pensions & Investments 29/03/2018

 

"(...) As a part of the restructuring of the fund's U.S. equity allocation, the $2.6 billion pension fund also approved moving 50% of the remaining $460 million in the index account to a new separate account managed by NTAM. The new account will be managed in another index recently developed by ERI Scientific Beta – the SciBeta United States High-Factor-Intensity Multi-Beta Multi-Strategy Six-Factor EW index. Mr. Veal said the new factor-based index is designed to eliminate the overlap in risk-premium factors that is present in the Scientific Beta index COERS currently invests in. The board agreed that if the new index meets expectations, the approximately $230 million managed in the older index will be moved to the new separate account. (...)" 

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