We believe that persistent inefficiencies in capital markets present opportunities for risk-adjusted return.
Aberdeen Standard Investments has over a decade’s experience in quant-based strategies. Having launched our first indexation strategies in 2005, we have since developed a range of solutions to achieve excess return in a consistent and efficient way.
Environmental, social and governance (ESG) considerations are embedded throughout our investment process to enhance returns, mitigate downside risk and support our role as responsible investors.
We focus on ‘factor premia’ – stock characteristics shown to be persistent drivers of excess return, such as value, quality, momentum and low volatility. Our BETTER Beta range uses factor ‘tilts’ to target above-benchmark returns without additional risk. Our SMARTER Beta strategies concentrate factor exposure to maximise risk-adjusted return.
Our DISCOVER Alpha strategy uses artificial intelligence with the aim of beating market returns through dynamic factor timing.
Our Quantitative Investments funds in focus
Visit our fund centre to see all the funds we offer, or take a look at our focus funds below. Click on each fund to find out more about its objectives, past performance, and to access key literature.
Watch our quantitative investments video suite where you will be able to find fund specific updates and high level asset class videos.
What are factors?
What is Smart Beta?
Which factors to invest in?
How to compare factor products?