Strategies & Capabilities


Smart Beta

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


Our Expertise


Experience

25 Yrs

Delivering Precision Smart Beta

Assets

$130+ B

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 or tilting 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