November 2015
News The Seeyond Europe MinVariance fund celebrates its fifth anniversary and reaches its twofold management objective: performance and reduction in volatility
Five years after its inception, and in a market environment marked by numerous changes in volatility regimes, the Seeyond Europe MinVariance fund posts a cumulative performance over five years of more than 66%..
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August 2015
Note Investors cautiously welcome advanced beta equity investing
Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies
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July 2015
Innovation Lyxor launches an innovative range of risk factor ETFs
Following the announcement of the partnership between Lyxor and J.P. Morgan, Lyxor listed on Xetra on the 10th July 2015 five ETFs designed to capture the low size, value, quality, low beta and momentum factors respectively within the European equity (...)
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July 2015
News European Smart Beta ETF Market Trends
European Smart beta ETF market flows are still positive in the second quarter of 2015, but growth has decelerated compared to Q1 2015. NET NEW ASSETS (NNA) year to date (30/06/2015) amounted to EUR 2.3 billion, i.e. 60% of the 2014 NNA within the first half of the year. Total (...)
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April 2015
Opinion Combining Active and Passive management in a Portfolio
In recent years, long-held ideas on portfolio construction have been called into question. Investors can now choose from a range of “smart beta” strategies, offering exposure to market risk premia in a systematic, transparent fashion. Where does the dividing line between (...)
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April 2015
Strategy Why is smart beta a true revolution?
So what is “smart beta”? A mere revolt against traditional indices? No, Sir, it’s a true revolution – the factor investing revolution. The questioning of allegiance to traditional indices, which until now were used broadly despite some serious drawbacks, has only just begun, but (...)
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April 2015
Innovation Lombard Odier Investment Managers and ETF Securities join forces to offer fundamental fixed income exchange traded funds
Lombard Odier Investment Managers (“Lombard Odier IM”), a pioneer in smart beta fixed income investing, and ETF Securities, one of the world’s leading innovators of exchange traded products (“ETPs”), have partnered to offer a range of transparent, cost-effective and (...)
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February 2015
Innovation State Street Global Advisors Launches Four Advanced Beta Equity ETFs
State Street Global Advisors, the asset management arm of State Street Corporation, announced the launch of four advanced beta equity exchange-traded funds (ETFs). The SPDR MSCI Europe Value Weighted UCITS ETF, SPDR MSCI USA Value Weighted UCITS ETF, SPDR MSCI Europe Small (...)
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February 2015
Innovation Lyxor expands its Active Smart Beta offering to Fixed Income
Lyxor Asset Management continues to develop its Active Smart Beta offering with the launch of a new commingled bond product, the Lyxor EuroGovies Risk-Balanced Fund, a UCITS IV-fund, available for investors in various European (...)
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January 2015
Innovation Source and Rothschild launch firsT Equal Risk ETF in Europe
Source, an investment firm and a leading provider of Exchange TradedProducts (ETPs), and Risk Based Investment Solutions (“RBIS”), a wholly owned subsidiary of Rothschild, are pleased to announce the launch of the Source R Equal-Risk European Equity UCITS (...)
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December 2014
Strategy From Smarter Beta to Smart Alpha
Unlike cap-weighted indexes, smart beta strategies are not buy-and-hold: they require trading and rebalancing to maintain their respective exposures. This can have a surprising impact on long-term performance, and may also provide a cause for concern in the shorter (...)
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December 2014
Strategy Controling investment risk in commodities investment
Commodities exhibit unique characteristics including low correlations with bonds and equities and inflation-hedging abilities. These have made commodities an attractive addition to diversified portfolios and have generated growing interest in commodity (...)
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December 2014
Note Building Minimum Variance Portfolios with low risk, low drawdowns and strong returns
This paper provides an introduction to the STOXX Minimum Variance Indices and aims to achieve three things : i) an overview of minimum variance investing ii) the methodology for the construction and maintenance of the STOXX Minimum Variance Indices, highlighting the unique (...)
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December 2014
Innovation Ossiam ETF on the Risk Weighted Enhanced Commodity Ex Grains TR Index
Using its expertise in systematic asset management, in 2013, Ossiam has set up an ETF offering a long only exposure to a risk weighted enhanced commodity index, based on S&P Goldman Sachs Commodity Index constituents, excluding (...)
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December 2014
Opinion When Smart Is Not That Smart
Can Beta Become Smarter? Nobel Prize-winning economist William Sharpe introduced the notions of “beta” and “alpha” decades ago. Put simply, Sharpe defined beta as a measure of a portfolio’s sensitivity relative to the market. Under this definition, it is difficult to fathom how (...)
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