We consider ESG to be equally as important as financial metrics; they must be managed together to avoid risk. We offer a combination of financial and ESG performance, and risk management. And we do it systematically.
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”Our core belief is that risks and opportunities cannot be fully captured without taking ESG criteria into account in the investment process. Our range focuses exclusively on strategies that fully integrate ESG into their process.
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.
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.
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.
[1] Tracking error is a statistical measure of the dispersion of the fund's excess returns around the mean, i.e. the volatility of the difference between the fund's returns and its benchmark. A higher tracking error indicates a greater deviation from the benchmark.
AuM
Strategies
First – generation Quant Models
Team working together
Our investment philosophy combines stock screening based on financial and non-financial criteria to capture financial performance plus sustainable performance. The aim is to outperform the market over a full economic cycle.
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.
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.
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.
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