Aberdeen Standard Investments has launched its first range of proprietary “Smarter Beta” multi-factor equity indices, which aim to provide investors with a “more sophisticated” approach to smart beta.
The indices include three core index series – diversified multifactor, high income multi-factor and ESG multifactor – plus five multifactor index variants of single factor offerings.
Using active measures to enhance differentiation and risk-adjusted excess returns, the eight index series follow global, regional, and local equity strategies, including developed and emerging markets.
The performance of the new indices will be published daily through Bloomberg and Thomson Reuters.
David Wickham, ASI’s global head of quantitative solutions, said: “We decided to launch our indices to showcase the benefits of employing a proprietary smart beta approach that embeds active measures to enhance differentiation and risk-adjusted excess returns.”
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