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2016-04-14

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

Among the highlights of the March 2016 quarterly performance report for the
ERI Scientific Beta indices:

* This quarter, ending March 31, 2016, the best performing index in the
Developed World universe among smart factor indices is the SciBeta
Developed Low Volatility Diversified Multi-Strategy index, with a relative
return of 3.61% compared to the broad cap-weighted index, while the SciBeta
Developed Value Diversified Multi-Strategy index posts the lowest relative
return (0.83%).

* 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. Over the
live period ending this quarter, 25 out of the 27 Scientific Beta
Multi-Beta Multi-Strategy indices post positive relative returns over their
corresponding live periods compared to the broad cap-weighted indices of
the respective regions for the same time-period, with average annualised
outperformance of 4.38% for all of these indices.

* This quarter, the SciBeta Developed Multi-Beta Multi-Strategy EW (Equal
Weight) index, the SciBeta Developed Multi-Beta Multi-Strategy ERC (Equal
Relative Risk Contribution) index and the SciBeta Developed Multi-Beta
Multi-Strategy Quality index post relative returns of 2.18%, 2.04% and
2.53% respectively, compared to cap-weighted indices. Year-to-date, the
relative returns of the SciBeta Developed Multi-Beta Multi-Strategy indices
are positive (2.18%, 2.04% and 2.53% respectively).

* 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 December 31, 1972 (43 years), the
Scientific Beta Multi-Beta Multi-Strategy EW, ERC and Quality benchmarks
post respective relative returns compared to the cap-weighted index of
3.67%, 3.48% and 3.31%.

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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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Smart_Beta_Indices_Performance_Report
http://hugin.info/157174/R/2003658/739622.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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