Diversification

Rather than focusing on one or two targeted ESG or financial approaches, we take a more diversified approach, with exposure to multiple ESG and financial dimensions. We believe this balanced philosophy creates value in a stable manner over time.

Originality

All of our research, both ESG and financial, is proprietary. This allows us to offer our clients a "Quant" approach that they cannot find elsewhere, and complete consistency. Because the world is a dynamic environment, and ESG topics that were not relevant yesterday may become relevant tomorrow, we focus our research on discovering and applying the ESG dimensions that will be important in the future.

Both global and regional coverage

Our overall strategy has been managed by the same team since 2009. Today, we apply our expertise to active and sustainable quantitative strategies across geographies (Global, US, Europe, Japan), low tracking-error [1] strategies (Global, US, Europe, EMU) and customised solutions.

Exploiting market inefficiencies

The market inefficiencies that we seek to exploit are linked to ESG criteria on the one hand, and financial aspects on the other. Our investment process is based on historical data complemented by forward-looking fundamental views on how tomorrow's world will be different from today's.

Controlling risk at all levels

We have developed proprietary independent risk models that we have integrated fully into the investment process. We ensure optimal risk allocation by highly diversifying our holdings and integrating a wide range of ESG dimensions.

Enriching the value proposition

We believe that our unique approach is more systematic, more diversified and more focused on risk with a different performance than that of core ESG managers, and we want to provide our clients with an attractive diversification opportunity.

• Risk of loss of capital
• Equity risk
• Currency risk

• Concentration risk
• Derivative risk
• Model risk

• Risk on index replication