Stable alpha after costs with a low tracking error
Applying factors to provide an alternative to passive equity strategies
For investors interested in factor investing but reluctant to endure potential temporary underperformance, our Enhanced Index offering provides a solution. This book of interviews with renowned experts explains how factors help improve the risk-return profile of a portfolio.
Advantages of enhanced indexing
Passive investing has several advantages, such as exposure to the market premium, predictable risk-return characteristics and low fees. Since 2004 our enhanced indexing strategies offer all the advantages of traditional passive investing, but strive to generate better returns than passive vehicles after costs, and integrate sustainability criteria as well as the latest academic research.
start of successful track record
EUR assets in funds and mandates
of tailor-made experience
Enhanced Indexing
An alternative to passive investing in equity markets
Sustainable enhanced indexing
ESG integrated in stock selection
Aims to achieve 10% lower ESG Risk rating relative to the benchmark
Integrates impact investing by reducing the portfolio footprint by 20% in four areas by reducing the portfolio footprint of greenhouse gas emissions, water usage, and waste generation by 30%, 20%, and 20% respectively
Extensive exclusion lists
Tailored solutions for specific needs
We can adapt to individual needs in terms of investable universe, risk-return profile and sustainability.
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Wilma de Groot
Head of Core Quant Equities, Head of Factor Investing Equities and Deputy Head of Quant Equity
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Enhanced Indexing is a proven alternative to passive investing as it offers all the benefits of this popular investment style while compensating for its many disadvantages