Deutsche Bank Unveils Beta Replication Index

May 24 2007 | 1:53pm ET

Deutsche Bank has launched a new beta replication index that seeks to produce fund-of-hedge-fund-like returns without the high fees.

The db Absolute Return βeta Index uses a proprietary algorithm to invest long and short across a variety of asset classes. According to Deutsche Bank, the product improves on existing investable replication indices by replicating returns before fees.

“It is a natural evolution of a maturing hedge fund industry that beta products will be introduced to complement active alpha managers,” global head of fund derivatives Stephane Farouze said. “I believe that the db Absolute Return βeta Index is superior to the other hedge fund replication products due to its unique construction methodology in adding back to the hedge fund fee structure, and as a result its superior performance.”

Deutsche Bank said dbARβ can be accessed via UCITS III Funds, certificates and notes in a number of different formats.

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