Strategies & Capabilities


Smart Beta

Research-led and experience-driven, our team brings practical expertise to delivering the best of smart beta strategy design and execution.


Our Expertise


Experience

25 Yrs

Delivering Precision Smart Beta

Assets

$130B+

Smart Beta Assets Under Management *

Portfolio Managers

15+

Dedicated To Smart Beta


Target the Real Drivers of Return



1
Value

Value stocks have been shown to outperform the broader market indices over the long term. These results have been replicated by a number of researchers for many different sample periods and for most stock markets around the world.


2
Size

Smaller capitalization companies have tended to outperform larger capitalization companies over the long term. Similar to the value effect, the size effect has been reproduced for numerous sample periods and for most major securities markets around the world.


3
Volatility

Creating a portfolio with lower volatility ortilting towards lower risk stocks tends to generate a higher risk-adjusted return than traditional financial theory would suggest.


4
Quality

Investing in higher-quality companies has been shown to deliver greater downside protection, so, in down markets their stock price is less impacted than the overall market.


5
Momentum

Market efficiency proponents believe that stock prices have no memory BUT empirical evidence shows something else: Many stocks that have done well recently tend to carry on doing well in the near term. The momentum smart beta factor aims to capture this.


6
Consider: ESG

The sixth smart beta factor? We don’t consider ESG to strictly be a smart beta factor however we do see it increasingly being used alongside smart beta factors as a powerful complement for risk reduction.


Smart Beta Strategies



Our Latest Innovation



Meet the Team






Reinventing How Beta Funds Perform


Footnotes