Smart Beta 2015

US stockAnalysis of the US corporate earnings cycle going back to 1990 suggests there is a now a good access point for investing in the ‘quality’ style of smart beta, says Jonathan White, client portfolio manager at Axa Rosenberg.

CurrenciesMassive moves within major currencies are a hallmark of 2015, and one way investors have tried to capitalise on this is with smart beta. David Stevenson looks at the strategies involved.

JugglerLow volatility is the best-returning factor of recent times and value has performed lower for longer than many might think. Alix Robertson looks at smart beta results. 

The term ‘smart beta’ is still struggling for complete acceptance. Our panel of smart beta users and providers discuss what it is and how the market in these products is developing beyond equities.

Olivier SouliacDeutsche Asset & Wealth Management is combining elements of market capitalisation-weighted bond indices with the latest strategic beta thinking.  

AppleInvestors that want to combine smart beta strategies for cheap alpha need to think about how market cycles may result in lost diversification benefits, finds Nick Fitzpatrick.

Fannie WurtzFunds Europe talks to Fannie Wurtz, Global Head of ETF, Indexing & Smart Beta Sales at Amundi, about the prospects for growth in the Smart Beta market. 

LabTaking equity smart beta and translating it to fixed income markets is a key development in this evolving investment strategy. David Stevenson finds out about index construction and the effects of holding risky bonds.

Francois MilletFunds Europe talks to Francois Millet, head of ETF & Index product development at Lyxor Asset Management about developing new smart beta ETFs but maintaining solid fundamentals.

ButterflyAs investors move to view ESG as a driver of better returns, Alix Robertson looks at how the approach can be incorporated into smart beta investing. 

Sponsored articles

Mar 16, 2017

Portfolio Manager Davide Cataldo discusses the results of the Pioneer Investments’ survey on liquid alternatives and how investors can be encouraged to increase their allocation.

Mar 16, 2017

Heightened margin requirements for cleared and uncleared OTC derivatives pose a challenge for legitimate hedging activities and are driving financial institutions to explore alternative hedging...

Mar 16, 2017

Blockchain aims to radically change the way investors can access funds, says Olivier Portenseigne, Managing Director and Chief Commercial Officer of Fundsquare.

Mar 16, 2017

Greater efficiency must be embraced to ensure regulatory changes do not destroy choice for fund buyers, says Bernard Tancré of Clearstream.

Executive Interviews

CEO INTERVIEW: Munro gains three-year track record

Mar 16, 2017

Aviva Investors’ annual results this month were the third set since Euan Munro took over as CEO. Nick Fitzpatrick speaks to him about the ‘Aims’ fund at the heart of the firm’s outcome strategy.

DISTRIBUTION INTERVIEW: Tales of the unexpected

Mar 16, 2017

Laurence Terryn, a fund selector at Candriam, tells David Stevenson how the twists and turns of the past year’s macro environment flavoured her approach to fund selection.

Roundtables

ASSET SERVICING ROUNDTABLE: Under pressure

Mar 07, 2017

Funds Europe speaks to leading Luxembourg industry figures about the growing regulatory demands on asset servicers and how to remain profitable in spite of major investments in technology.

SEC LENDING ROUNDTABLE: Both a borrower and a lender be

Jan 11, 2017

Industry heavyweights, including agent lenders, discuss issues affecting the securities lending sector such as regulation and the types of collateral being used.