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http://www.scientificbeta.com
Among the highlights of the December 2013 monthly performance report for the ERI Scientific Beta indices:
- Over the latest one-year period, the best performing index was the SciBeta United Kingdom Mid-Liquidity Maximum Deconcentration Index, with a relative return of +11.18%.
- Over the long term, all diversified multistrategy indices exhibit a positive relative return compared to cap-weighted indices, whether they are broad or tilted cap-weighted indices. The highest performances relative to broad cap-weighted indices are posted by the small-cap index and the high book-to-market (value) index (+2.76% and +2.71%, respectively).
- For the year 2013, the Diversified Multistrategy Index for all stocks produced an absolute return of +27.46% and a relative return compared to a broad cap-weighted index of +0.66%.
- For the past month, the best relative return compared to a broad cap-weighted index was provided by the Diversified Multistrategy Index with a High Volatility stock selection with a return of +0.61%.
mailto:carolyn.essid@scientificbeta.com, Web: www.scientificbeta.com:
http://www.scientificbeta.com.
http://hugin.info/157174/R/1754661/592197.pdf
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Source: EDHEC-Risk Institute via Globenewswire