Scientific Beta

PlanAdviser: "ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). The objective of the index is to seek exposure to long-term rewarded factors and a reduction in non-rewarded risks, which associates the factor exposure with good risk-adjusted performance, while at the same time aiming for market neutrality within a universe of large and mid-capitalization companies from developed countries."

PlanAdviser 19/10/2017

"(...) ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). The objective of the index is to seek exposure to long-term rewarded factors and a reduction in non-rewarded risks, which associates the factor exposure with good risk-adjusted performance, while at the same time aiming for market neutrality within a universe of large and mid-capitalization companies from developed countries. The allocation across smart factor indices is implemented with the goal of minimizing the volatility of the long/short spread. Return amplification is obtained by the use of 3.5x leverage, maintaining volatility below 8%. (...)"