Smart beta investment portfolios are long-only rules-based investment strategies that aim to outperform a capitalization-weighted benchmark. A comprehensive analysis of smart beta strategies has found that smart beta strategies have underperformed by 1% on average since launch. The term smart beta was originally coined by Willis Towers Watson in 2006.
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| - Factorbeleggen (nl)
- Smart beta (en)
- Smart Beta (zh)
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| - Smart beta investment portfolios are long-only rules-based investment strategies that aim to outperform a capitalization-weighted benchmark. A comprehensive analysis of smart beta strategies has found that smart beta strategies have underperformed by 1% on average since launch. The term smart beta was originally coined by Willis Towers Watson in 2006. (en)
- Bij factorbeleggen wordt een beleggingsportefeuille samengesteld op basis van specifieke karakteristieken. De karakteristieken zijn divers, maar enkele veelgebruikte zijn: momentum, waarde, kleinere ondernemingen, kwaliteit en volatiliteit. Deze kenmerken hebben op lange termijn bewezen het beter te doen dan de aandelenmarkt in het algemeen. (nl)
- Smart Beta 投资策略,又稱 Advanced Beta 或 Alternative Beta,指透過增强一个或多个不同因子的特征,对基金资产进行选股及个股权重上的改善。基于透明且固定规则的投资策略,非市值加权,被动交易,期望实现超过传统指数基金获取的 Beta 收益。(在投资领域内“Beta”指来源于整体投资市场的平均收益,传统市值加权的指数基金,目标就是获取整体投资市场的平均收益;“Alpha”则指投资市场的超额收益,主动管理型基金的目标就是获取市场的超额收益。)Smart Beta 策略目前多用于投资于股票市场的指数基金,有不同策略的 Smart Beta 指数供 Smart Beta 指数基金追踪,但在债券等其他领域也有应用。Smart Beta 策略基金管理费一般高于传统的指数基金,但低于主动型证券投资基金。 (zh)
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| - Smart beta investment portfolios are long-only rules-based investment strategies that aim to outperform a capitalization-weighted benchmark. A comprehensive analysis of smart beta strategies has found that smart beta strategies have underperformed by 1% on average since launch. The term smart beta was originally coined by Willis Towers Watson in 2006. (en)
- Bij factorbeleggen wordt een beleggingsportefeuille samengesteld op basis van specifieke karakteristieken. De karakteristieken zijn divers, maar enkele veelgebruikte zijn: momentum, waarde, kleinere ondernemingen, kwaliteit en volatiliteit. Deze kenmerken hebben op lange termijn bewezen het beter te doen dan de aandelenmarkt in het algemeen. (nl)
- Smart Beta 投资策略,又稱 Advanced Beta 或 Alternative Beta,指透過增强一个或多个不同因子的特征,对基金资产进行选股及个股权重上的改善。基于透明且固定规则的投资策略,非市值加权,被动交易,期望实现超过传统指数基金获取的 Beta 收益。(在投资领域内“Beta”指来源于整体投资市场的平均收益,传统市值加权的指数基金,目标就是获取整体投资市场的平均收益;“Alpha”则指投资市场的超额收益,主动管理型基金的目标就是获取市场的超额收益。)Smart Beta 策略目前多用于投资于股票市场的指数基金,有不同策略的 Smart Beta 指数供 Smart Beta 指数基金追踪,但在债券等其他领域也有应用。Smart Beta 策略基金管理费一般高于传统的指数基金,但低于主动型证券投资基金。 (zh)
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