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EDHEC-Risk Institute: Monthly ERI Scientific Beta smart beta index performance report

Among the highlights of the March 2014 monthly performance report for the ERI
Scientific Beta indices:

* Over the latest one-year period, the best performing index was the SciBeta
Eurozone HLiq Value Maximum Decorrelation (Country Neutral) Index, with a
relative return of 30.17% compared to the broad Eurozone cap-weighted
* Over the long term, all diversified multi-strategy indices exhibit a
positive relative return compared to cap-weighted indices. Performance for
multistrategy smart beta indices exposed to risk factors known to be well
rewarded over long periods remains strong with annual excess performance
over broad cap-weighted indices ranging from 1.45% to 2.95% since inception
for the Developed universe.
* This month, the best performing index among smart factor indices is the
High Dividend Yield index with a relative return of 0.84% compared to broad
cap-weighted indices, closely followed by the Low Momentum index with a
relative return of 0.72%, while the Low Dividend Yield index and the High
Volatility index post the lowest relative return (-1.22% and -1.04%,
respectively). However, over the latest one year period, these two indices,
namely the High Volatility index and the Low Dividend Yield index, were the
two best performing indices among smart factor indices, with relative
returns of 7.13% and 4.06% respectively compared to broad cap-weighted

As part of its policy of transferring know-how to the industry, EDHEC-Risk
Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original
initiative which aims to favour the adoption of the latest advances in smart
beta design and implementation by the whole investment industry. Its academic
origin provides the foundation for its strategy: offer, in the best economic
conditions possible, the smart beta solutions that are most proven
scientifically with full transparency of both the methods and the associated

ERI Scientific Beta, 1 George Street, #07-02, Singapore 049145. For further
information, please contact: Carolyn Essid, Tel.: +33 493 187 824,
E-mail:carolyn.essid@scientificbeta.com, Web:www.scientificbeta.com.
ERI Scientific Beta smart beta index performance report March 2014


This announcement is distributed by NASDAQ OMX Corporate Solutions on behalf of NASDAQ OMX Corporate Solutions clients.
The issuer of this announcement warrants that they are solely responsible for the content, accuracy and originality of the information contained therein.
Source: EDHEC-Risk Institute via Globenewswire


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