Tag Archives: Smart Beta

Isolating the Monkey Effect. Part 3 of MPI’s Series on Smart Beta ETFs

Continuing our exploration into the smart beta segment (Part 1, Part 2), in this third post we introduce a simple “IQ Test” that can help investors and managers measure the “smartness” of the increasing number of non-cap-weight rules-based products on the market. There are numerous arguments in circulation saying that smart beta in general isn’t […]

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Lower Volatility Smart Beta Funds – A Safe Haven in Turbulent Times? Part 2 of a Series on Multifactor Smart Beta ETFs

Smart Beta funds are hot. According to ETF.com, more than half of the 150 funds launched in 2016 implemented smart beta strategies.  For the year to June 30, 2016, ETFGI’s most recent data show that assets in smart beta funds have a five-year annual compound growth rate of 31.3 percent. And, low volatility funds, up […]

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Smart(er) Beta? Part 1 of a Series on Multifactor Smart Beta ETFs

Is it alpha or is it beta? Is it smart beta, or is it dumb? Can it be timed, or is that dumb? Is a crash looming? The questions fueling “smart beta” debates carry on, but that hasn’t stopped a number of providers from launching a “smarter” product – and from picking up assets as […]

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Tracking BFOR: Searching for Style in a Stockpicker’s ETF

At the request of Barron’s “Focus on Funds” and “ETF Focus” columnist Brendan Conway, MPI performed a quantitative analysis of BFOR, an exchange-traded fund (ETF) based on the Barron’s 400 Index. The index, which seeks to identify “America’s high performing companies” in an effort to beat the market by investing in “growth at a reasonable […]

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