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Rules-based investment offerings for the professional investor.

SCIENTIFIC BETA

In 2017 CoreShares partnered with EDHEC Risk Institute Scientific Beta to develop a multi-factor index for the South African equity market. ERI Scientific Beta is a global leader within this field with over 16 billion USD tracking its factor indexes.

As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry. Its academic origin provides the foundation for its strategy: offer, in the best economic conditions possible, the smart beta solutions that are most proven scientifically with full transparency of both the methods and the associated risks.

The key principles of ERI Scientific Beta's investment philosophy are:

Offering exposure to long-term rewarded risk factors

Ensuring a good reward for these factors through good diversification of unrewarded risk

Guaranteeing sound risk management of the investment by implementing risk allocation

CORESHARES & SCIENTIFIC BETA

The objective of the CoreShares Scientific Beta Multi Factor Index Fund is to represent the performance of Johannesburg-listed large and medium capitalisation companies from the Extended South Africa universe while outperforming the capitalisation-weighted reference (the Scientific Beta CoreShares South-Africa Cap-Weighted Index for this universe), with a limited amount of relative risk against that reference.

Webinar ‘Overview of 6-Factor Multi-Beta Multi-Strategy Indices’

DOWNLOADS

Documents

Universe Rules
Strategy Rules
Calculation Rules
Index Factsheet
CoreShares Scientific Beta fund Factsheet

Data

Monthly Returns
Quarterly Weights
Quarterly Allocations

INVESTMENT TEAM & PROCESS

CoreShares is an authorised financial services provider (FSP) with both a Category I & Category II license with the FSB. The business boasts an experienced team of professionals that oversee investment processes.

Contact the research and investment team
Info@coreshares.co.za
Main Switchboard: 011 459 1860
(ask for CoreShares)