Indices

SINGAPORE (December 8, 2015) - Eurekahedge, a market leading alternative fund data provider and a research house, announced today 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 Asset Management One USA Inc. The Eurekahedge Multi-Factor Risk Premia Index can be found at: www.eurekahedge.com/indices/riskpremiaindex.

Masanobu Yamaguchi, CEO of Asset Management One USA Inc, 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."

Launched by financial professionals in 2001, Eurekahedge's proven track record spans over a decade - setting us apart as the world's largest independent data provider and alternative research firm. Specialising in hedge fund databases covering Asia, Europe, North America and Latin America, Eurekahedge is a subsidiary of Mizuho Bank, the second largest financial services group in Japan. Headquartered in Singapore with offices in New York and Cebu, the global expertise of our research team constantly adapts to industry changes and needs, allowing Eurekahedge to develop and offer a wide array of products and services to meet the needs of accredited investor groups, financial institutions and media sources. In addition to market-leading hedge fund databases and analysis, Eurekahedge's other business functions include hedge fund publications, due diligence services, investor services, and an analytical platform service.

Mizuho Bank, Ltd. provides financial and strategic solutions for the increasingly diverse and sophisticated needs of clients, focusing its efforts on serving major corporations, financial institutions, and public sector entities. A relationship management approach to serving clients enables Mizuho Bank, Ltd., together with affiliates such as Mizuho Securities Co. Ltd., to develop customised solutions in areas such as corporate, structured and project finance, investment banking, transaction banking and risk management. With offices in more than 30 countries, Mizuho Bank, Ltd. offers clients both localised service and the extensive reach of a global business network. Mizuho Bank, Ltd. is a subsidiary of the Japan-based Mizuho Financial Group, Inc. (NYSE: MFG), one of the largest financial services companies in the world, with total assets of over US$1.5 trillion as at September 30, 2015.

Asset Management One USA Inc is an investment adviser focusing on developing and managing quantitative investment strategies. MAI was established in April 2007 as a subsidiary of the Mizuho Financial Group, one of the largest financial institutions in the world. MAI is located in New York and as of October 30, 2015, manages, on a discretionary and non-discretionary basis, approximately US$2.8 billion primarily for institutional clients, including MAI's affiliates. MAI is a CFTC-registered CTA and an SEC-registered investment adviser. For more information, please see MAI's form ADV.

Since its founding in 1972, Wilshire Associates has evolved from an investment technology firm into a global advisory company specialising in investment products, consulting services, and technology solutions. Wilshire was an early innovator of the integrated asset/liability modeling technique, as well as risk management and portfolio optimisation models to help plan sponsors and institutional investors arrive at optimal portfolios based on their specific needs. Wilshire produces investment management tools for tasks such as creating index funds, optimising portfolios, developing dedicated and immunised bond portfolios, and measuring performance. In 1981, Wilshire Consulting was formed to address the needs of the plan sponsor community. For 40 years, Wilshire has worked with some of the largest fund sponsors, providing comprehensive investment consulting to assist them in making informed decisions. Innovations like performance fees and style mapping in equity management grew out of our consulting work. In the mid-1990's, Wilshire launched its first Private Equity fund of funds, meeting the growing needs institutional investors' appetite for alternative investments. In 2005, Wilshire began leveraging its strong institutional brand by developing investment solutions for the retail market. Wilshire Funds Management works with financial intermediaries to create customised investment solutions for a wide variety of retail distribution channels.

Christine Chng
Corporate Communications Manager
[email protected]
+65 6212 0574

Alexander Mearns
Chief Executive Officer
[email protected]
+65 6212 0925

Eurekahedge Pte Ltd
36 Robinson Road, #03-123 WeWork City House
Singapore
068877
+65 6212 0925

www.eurekahedge.com