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2016-01-28

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

Among the highlights of the December 2015 monthly performance report for the
ERI Scientific Beta indices, which also reflects performance for the year
2015:

* In 2015, all but one of the smart factor indices outperformed the broad
cap-weighted indices. The best performing index in the Developed World
universe among the smart factor indices is the SciBeta Developed High
Momentum Diversified Multi-Strategy index, with a relative return of 4.97%
compared to the broad cap-weighted index, while the SciBeta Developed Value
Diversified Multi-Strategy index posts the lowest relative return (-1.10%).
Performance for smart factor indices exposed to risk factors known to be
well rewarded over long periods remains strong, with annual performance in
excess of broad cap-weighted indices ranging from 2.36% to 3.12% since
inception for the Developed universe.
* Scientific Beta Multi-Beta Multi-Strategy (MBMS) indices associate an
effective choice of weighting scheme, in terms of diversification, with an
allocation to well-rewarded smart factors, to prevent indices from being
too concentrated in one factor and to reduce their specific risks. For
2015, the relative returns of the SciBeta Developed Multi-Beta
Multi-Strategy indices are positive (2.68%, 2.25% and 3.08% respectively
for the SciBeta Developed Multi-Beta Multi-Strategy EW (Equal Weights)
index, the SciBeta Developed Multi-Beta Multi-Strategy ERC (Equal Relative
Risk Contribution) index and the SciBeta Developed Multi-Beta
Multi-Strategy Quality index).
* Over the long term, all flagship Scientific Beta Multi-Beta Multi-Strategy
indices post positive excess return compared to broad cap-weighted indices.
Using long-term US track records since January 1, 1975 (40 years), the EW,
ERC and Quality benchmarks post respective relative returns compared to the
cap-weighted index of 3.95%, 3.76% and 3.65%.

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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
risks.

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.

Find out more about the research conducted by EDHEC-Risk Institute on smart
beta and the Scientific Beta indices by following us on Twitter
(https://twitter.com/ScientificBeta) and LinkedIn
(https://www.linkedin.com/company/scientific-beta).
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ERI Scientific Beta smart beta index performance report December 2015
http://hugin.info/157174/R/1981969/726223.pdf

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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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