SMRT
•
Equity
AMUNDI INDEX EQUITY GLOBAL MULTI SMART ALLOCATION SCIENTIFIC BETA UCITS ETF DR - EUR (C)
TER (bps):
40
AUM (USD m):
39
ISIN:
LU1602145119
Domicile:
Luxembourg
Share Class Currency:
EUR
ESG:
No
Geographical Focus:
Developed Markets
As of:
14 Nov 2024
Climate Fund:
No
Benchmark
The Scientific Beta Developed Multi-Beta Multi-Strategy Equal Risk Contribution (ERC) Index is an optimised combination of the four tilted indices (Low Volatility, Mid Cap, Value and Momentum) in which beginning of quarter optimal allocations to the component indices are determined from the covariance of the daily relative returns of the component indices over the last 6 quarters (18 months), so as to obtain (in-sample) equal contributions to the (tracking error) risk. The equities in the Scientific Beta Developed Multi-Beta Multi-Strategy ERC Strategy Index come from the universe of mid- and large-cap developed-market equities.
PERFORMANCE
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