Monthly ERI Scientific Beta smart beta index performance report

Among the highlights of the November 2013 monthly performance report for the ERI Scientific Beta indices: * The relative return of the Diversified Multistrategy Index for all stocks compared to the cap-weighted reference index using long-term US data (more than 40 years) is +2.31% annually...

Among the highlights of the November 2013 monthly performance report for the ERI Scientific Beta indices:

• The relative return of the Diversified Multistrategy Index for all stocks compared to the cap-weighted reference index using long-term US data (more than 40 years) is +2.31% annually.
  
  
• None of the Diversified Multistrategy Indices, which represent the most diversified versions of smart factor indices, for the Developed universe outperformed the cap-weighted reference index over the past month, with the best performer being the Low Dividend Yield index, which had a relative return of -0.14%.
  
  
• Since the beginning of the year, High Volatility has been outperforming, with the High Volatility Diversified Multistrategy Index for the Developed universe returning +5.28% year-to-date relative to the cap-weighted reference index.
  
  
• The best performing index over the past year is SciBeta Japan High-Volatility Maximum Deconcentration (5% TE/CW) with a relative return of +14.44%.

Copyright GlobeNewswire

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Source: %s via Globenewswire


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