8408 diversify style exposure infographic jul fa2 · coreshares scientific beta etf a multi-factor...
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![Page 1: 8408 Diversify style exposure infographic Jul FA2 · CORESHARES SCIENTIFIC BETA ETF A multi-factor investment strategy (JSE code: SMART) CONSISTENCY OF RETURNS (Chance of beating](https://reader034.vdocuments.mx/reader034/viewer/2022042419/5f35447370279d0dc241b724/html5/thumbnails/1.jpg)
CoreShares Index Tracker Managers (RF) (Pty) Ltd is an approved manco in terms of CISCA
60
50
40
30
20
10
0
Top 40 Sci Beta Multi-Factor
Effective Number of Shares in PortfolioNumber of Shares in Portfolio
DIVERSIFICATION
INVESTMENT STRATEGY
• For more detail please click here.
DIVERSIFYINGYOUR INVESTMENT STRATEGY FOR A SMOOTHER RIDE.
CORESHARES SCIENTIFIC BETA ETFA multi-factor investment strategy (JSE code: SMART)
CONSISTENCY OF RETURNS (Chance of beating the Top 40)
MANAGEMENT FEE
0.40% p.a. (Expected TER = 0.52%)
V
ALU
E M
OMENTUM LOW VOL
SIZE
QUALITY
40
12
52
41
100%
80%
60%
40%
20%
0%
Sci Beta Multi-FactorAverage single factor
3 YEAR
79%
62%
5 YEARS
80%
66%
7 YEARS
90%
77%
The consistency is measured by “rolling
returns”. This means that investors who were
invested for any 3, 5 or 7 year period had a better
chance of outperformance
compared to buying the 5 single factors.
Effective number of shares is a measure of how many
shares drive the return and risk outcome of a portfolio, the higher the number the
more diversified a portfolio.
Source: FTSE/JSE, Scientific Beta
Source: Scientific Beta, CoreShares Asset Management
The ETF uses an equal combination of accepted and proven investment strategies.