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Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index

Friday, December 18, 2015
Opalesque Industry Update - Eurekahedge, an alternative fund data provider and a research house, has announced the launch of the Eurekahedge Multi-Factor Risk Premia Index. The index is comprised exclusively of systematic risk premia strategies developed by some of the world's largest banks, and designed to provide a broad measure of the performance derived from a diversified portfolio of systematic drivers of risk and return across asset classes.

The index was created to meet the demand of institutional investors seeking to explore opportunities in factor based investing. Eligible constituents are pre-screened quantitative risk premia strategies managed by large banks with favourable credit ratings and a robust offering of such strategies.

As the flagship index in Eurekahedge's new series of factor based indices, the index is currently used as a benchmark for certain risk premia portfolios managed by Wilshire Associates and Mizuho Alternative Investments, LLC.

Masanobu Yamaguchi, CEO of Mizuho Alternative Investments, said, "There has been a growing application of factor based investing in institutional portfolios as investors are increasingly looking through asset classes to assess and manage the underlying aggregate drivers of risk and return. One of the appeals of quantitative risk premia strategies is that such strategies can be used as portfolio building blocks in many flexible ways across various economic regimes."

Jason Schwarz, President of Wilshire Funds Management, said, "We see continued demand from institutional investors for liquid and transparent investment solutions. Risk premia strategies are increasingly being used by large institutions, asset managers and financial intermediaries as completion strategies, hedging strategies and components in constructing of outcome oriented investment solutions."

Alexander Mearns, CEO of Eurekahedge said, "We are excited to provide our clients with access to the Eurekahedge Multi-Factor Risk Premia Index, a benchmark and a tool to assist institutional investors in the practical application of risk premia investing."

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