The objective of the portfolio is to track the Scientific Beta CS
South Africa Six-Factor Equal Weighted Index. This strategy
is created to offer exposure to well-rewarded, academically
grounded risk factors, whilst diversifying away as much as
possible from non-rewarded, non-systematic risks.
The index, which is constructed and maintained by the EDHECRisk
Institute in France, provides exposure to the 50 largest and
most liquid shares listed on the JSE (primary and secondary)
and is rebalanced quarterly.