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What Are Smart Beta Strategies? And How Can We Improve Them? - March 2015

 “Smart Beta” is an increasingly popular buzz word, but is it a holy grail in the asset management world?

Report highlights:

  • AUM in Smart Beta strategies grew fivefold since 2008. What are Smart Beta strategies and how are they constructed?
  • What downsides are there to adding beta exposure to a characteristic? What can we learn from them and improve upon?
  • Standard & Poor's Investment Advisory Services (SPIAS) compares its strategic alpha equity strategies to Smart Beta.
  • Using the latest Fame-French five factor model, SPIAS analyzes alpha and factor exposures of its large cap equity model portfolios. 

Download the full report here.