Research Library
Strategic Beta Performance Replication Study
By Alex Bryan | 25 August 2017
This study evaluates the performance of strategic beta funds and finds that it is possible to replicate most of their performance with combinations of market-cap-weighted indexes. This suggests that strategic beta funds aren't as distinctive as they may first appear and it is difficult to justify the fees that some of these funds charge.
Terms of UsePrivacy PolicyGlobal ContactsSecurity CenterJobs
© 2017 Morningstar. All rights reserved.