SSEA Indices are designed to provide core building blocks for asset allocators to achieve core exposure, diversification and access to three proven risk premia: momentum, low volatility and size. The current range includes indices constructed to outperform the respective country benchmarks.<\/p>\n
A commonly shared investment goal of rational investors is to maximize their portfolios\u2019 efficiency AKA risk-adjusted returns, prevalently measured by the Sharpe Ratio. One of the problems encountered in using the conventional Sharpe Ratio on a forward looking basis is the lack of stability in a stock\u2019s underlying trends. <\/p>\n
Sarasin Systematic Efficient Approach is focused on constructing highly efficient portfolios in a more robust way by addressing the stability problem of the Sharpe ratio through Sarasin & Partners\u2019 proprietary efficiency technique.<\/p>\n
Steffen Scheuble, CEO, Solactive, says: \u201cSolactive is happy to announce our cooperation with Sarasin & Andrea Nardon, Partner, Sarasin & Partners LLP, states: \u201cThe epic rise and wide range of alternative weighting The SSEA Indices are calculated as total return. Central to an SSEA index construction is the ranking of stocks All 5 SSEA indices outperformed their respective benchmarks throughout the last 3 years of live performance Solactive AG is pleased to join forces with Sarasin & Partners LLP on Sarasin\u2019s Systematic Efficient Approach Indices (SSEA Indices), a family of indices which seek to outperform the market-cap over the medium-long term and across multiple market cycles.<\/p>\n","protected":false},"author":20,"featured_media":52167,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1470],"tags":[1655,1718,1651,1437,2007,2234,2118],"_links":{"self":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/52169"}],"collection":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/users\/20"}],"replies":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/comments?post=52169"}],"version-history":[{"count":0,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/52169\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media\/52167"}],"wp:attachment":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media?parent=52169"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/categories?post=52169"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/tags?post=52169"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\nPartners on the calculation of indices that not only aim to outperform country markets but also employ a
\nsophisticated and proven methodology \u2013 a methodology that is passionate about obtaining a sustainable profit
\nin the mid-long term.\u201d<\/em><\/p>\n
\nand factor indices, AKA Smart Beta products, may well leave investors overwhelmed as to which risk factor to
\nchoose and when. We are proud to deliver a robust, transparent, cost-efficient methodology that enables
\ninvestors to gain core equity exposure, enhanced portfolio efficiency, diversification and broad market
\nrepresentation. The methodology, which is squarely focused on efficiency, is uniquely positioned to benefit
\nfrom exposure to three proven risk premia whilst avoiding problems inherent to multi-factor optimization.\u201d<\/em><\/p>\n
\nbased on their efficiency profiles. Approximately 50% of the most efficient stocks in an investable universe are
\nselected which \u2013 combined with a non-cap market weighting of constituents \u2013 results in a very well diversified
\noutcome. \u201cBy its construction, an SSEA index results in a broad market representation\u201d, says Nardon. The
\nindices are rebalanced at the beginning of each month.<\/p>\n
\nand historical back-tests going back to 90s. To illustrate, SSEA Europe delivered a Sharpe Ratio of 1.4 vs 0.8 of
\nthe Eurozone benchmark (between Aug 10 and July 15). <\/p>\n","protected":false},"excerpt":{"rendered":"