Monthly ERI Scientific Beta smart beta index performance report

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%. -------------------------------------------------------------------------------- As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry. Its academic origin provides the foundation for its strategy: offer, in the best economic conditions possible, the smart beta solutions that are most proven scientifically with full transparency of both the methods and the associated risks. ERI Scientific Beta, 1 George Street, #07-02, Singapore 049145. For further information, please contact: Carolyn Essid, Tel.: +33 493 187 824, E-mail:, Web: -------------------------------------------------------------------------------- ERI Scientific Beta smart beta index performance report December 2013: This announcement is distributed by GlobeNewswire on behalf of GlobeNewswire clients. The owner of this announcement warrants that: (i) the releases contained herein are protected by copyright and other applicable laws; and (ii) they are solely responsible for the content, accuracy and originality of the information contained therein. Source: EDHEC-Risk Institute via GlobeNewswire [HUG#1754661]