A Low Beta Offering: Scientific Beta

"(...) Rather than isolating exposure to just the Low Vol factor, multi-factor strategies can blend the defensive characteristics of Low Vol with other factors with their own unique characteri ...

"(...) Rather than isolating exposure to just the Low Vol factor, multi-factor strategies can blend the defensive characteristics of Low Vol with other factors with their own unique characteristics such as Momentum, Size, and Value. Sci Beta, for example, blends the aforementioned four factors together in an effort to deliver more robust returns over the long term and across different market environments. (...) Gaining exposure to additional factors can also help diversify company and sector-specific risks by broadening the number of securities held in the strategy. The Sci Beta US ETF (NYSEARCA:SCIU) that seeks to have an equal risk contribution from each factor, for example, has resulted in a positive factor score to Size, Value, Momentum, Low Vol and Investment. (...)"

Type: Press article
Date: le 10/01/2020
Research Cluster : Finance
Source : Seeking Alpha

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