February 2018
News ETFGI reports that assets invested in Smart Beta ETFs and ETPs listed globally increased by 32.3 percent during 2017 to reach 658 billion US dollars
ETFGI reported today that assets invested in Smart Beta ETFs and ETPs listed globally increased by 32.3% during 2017 to reach a new high of US$658.35 Bn at the end of December. (All dollar values in USD unless otherwise (...)
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January 2018
Innovation Solactive expands family of USD High Yield Corporates Indices used as the basis for three new Xtrackers ETFs
Solactive is adding three new indices to its family of high yield corporate bond indices, which have been developed as the basis for three new Xtrackers ETFs issued this week and trading on the NYSE.
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January 2018
News Amundi extends its Smart Beta and Factor Investing range with a new Dynamic Multi Factor Allocation process
Amundi launches a dynamic multi factor equity range within its Luxembourg international flagship Amundi Funds SICAV: “Amundi Funds Dynamic Multi Factors Euro Equity”, “Amundi Funds Dynamic Multi Factors Europe Equity” and “Amundi Funds Dynamic Multi Factors Global (...)
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December 2017
Strategy How does ‘quantamental’ fit with factor investing?
‘Quantamental’ is a relatively new portmanteau word in asset management lingo. Its creation is indicative of a trend in our industry. Quantamental is the fruit of the marriage of the quantitative and fundamental (also known as judgmental) disciplines in managing (...)
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November 2017
Innovation Amundi unveils the first European Equity Multi-Factor Market Neutral ETF
Amundi ETF continues to innovate with the launch of the first European Equity Multi Factor Market Neutral ETF. Available on Euronext Paris, it will also be listed on the main European stock exchanges in the coming (...)
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October 2017
News ETFGI reports assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in 2017 to reach a new record of US$630 Bn at the end of August
ETFGI reported today that assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in the first 8 months of the year, reaching a new record of US$630 Bn at the end of August 2017...
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September 2017
News ETFGI reports assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in 2017 to reach a new record of US$630 Bn at the end of August
ETFGI, a leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, reported today that assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in the first 8 months of the (...)
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June 2017
News Aberdeen adds smart beta fund to quant product range
The Fund offers exposure to five targeted ‘risk premia’ factors: value, quality, momentum, small size and low volatility. The investment objective is to provide investors with risk-adjusted returns with an emphasis on income generation and a volatility well below that of (...)
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May 2017
Innovation Solactive launches Stable Income Europe Index
The index targets investors interested in a smart beta concept that puts more emphasis on the role played by free cash flow yield, aside from tilting composition towards high dividend and low volatility shares. Specifically, free cash flows are typically used to provide an (...)
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April 2017
Strategy Low volatility, the hidden factor
Robert Haugen, who discovered the low-volatility anomaly in 1972, wrote numerous articles and books to try to popularise what he called the ‘hidden factor’. To some extent, it was only the advent of smart beta investment strategies that turned his dream into reality, as low (...)
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April 2017
News European Smart Beta ETF market flows accelerated in Q1 2017 at EUR1.8bn.
Total Assets under Management are up 11% vs. the end of 2016, reaching EUR 31.8 billion and including a positive market impact (+4.2%). Net New Assets into Smart Beta ETFs have already reached a quarter of the record high EUR7bn figure reached in (...)
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April 2017
Strategy Quality, the positive factor
Quality is positive: it is about good companies that are efficient at managing their businesses profitably, creating shareholder value and being rewarded with above average returns. Yet, quality is not always easy to recognise or measure. Here are a few pointers for avoiding (...)
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March 2017
Opinion Psychology and smart beta
‘Smart beta’ sounds like an oxymoron. How smart can it be to continue using the same strategy in such fickle markets? A portfolio manager calling on all his skills (‘alpha’) in analysing market environments (the source of ‘beta’) should be able to outperform an unchanged (...)
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March 2017
Strategy Value, the obvious factor
All famous investors from Benjamin Graham to Warren Buffet have, first and foremost, been fervent advocates of value investing. Value can be assessed in very diverse ways and value investing can also suffer from some drawbacks. Here are a few pointers for understanding value (...)
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March 2017
Innovation Invesco launches high-dividend, low-volatility ETFs
According to Invesco, Canadian investors are increasingly seeking income from their holdings but they may be concerned about the relatively limited opportunities within the domestic equity market. Foreign equity markets may provide greater (...)
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