SPI Multi Premia® Index
SPI Multi Premia® relies on the Multi Premia® methodology developed by Finreon and is an official SPI index of the Swiss stock exchange (SIX). The index comprises up to 60 of the largest developed Swiss equities. The Multi Premia® approach combines investments in seven different long only strategies with empirically proven long-term outperformance (so called factor premia): Value, Size, Momentum, Residual Momentum, Reversal, Low Risk and Quality. The total risk born by the investor is similar to a Swiss equity investment in Swiss francs. The fund is suitable for investors who wish to invest in seven scientifically proven factor premia in the Swiss equity market in a diversified manner.
Information
Index name | SPI Multi Premia® Index |
Inception | 13.09.2016 |
Methodology provider | Finreon Ltd |
Index Provider | SIX Swiss Exchange Ltd |
Concept
Strategy name | Multi Premia® |
Benchmark | Swiss Performance Index (SPI) |
Asset class | Equity |
Region | Switzerland |
Number of stocks | <= 60 |