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AP2

PRI reporting framework 2018

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You are in Direct - Listed Equity Incorporation » Outputs and outcomes

成果および結果

LEI 12. How ESG incorporation has influenced portfolio composition

12.1. 組織のESG組み入れ戦略がポートフォリオや投資ユニバースの構成にどういう影響を与えているかを記載してください。

最初の投資ユニバースの削減またはその他の効果について説明してください

A list of excluded companies are available at www.ap2.se

削減率を明記してください(+/- 5%)

5 %

ESG統合後の効果を記載してください。

12.2. 補足情報 [任意]


LEI 13. Measurement of financial and ESG outcomes of ESG incorporation

13.1. 上場株式への責任投資アプローチがポートフォリオ(財務業績やESGパフォーマンス)に及ぼす影響を測定しているかどうかを記載してください。

b)ファンドの財務業績: リターン

以下への影響を説明してください: 
影響を説明してください:​
どの戦略を分析しましたか?
Funds' financial performance: return

13.2. こうした結果を決定する方法について説明してください。

To follow up the divestments’ financial contributions, AP2 developed a method in 2017 to compare the return for MSCI World, excluding and including the divested companies. Of the 79 divested companies, 26 are included/have been included in the MSCI World index. The return contribution from the autumn of 2014 and up to 31 December 2017 after having excluded these companies from the index, has resulted in a positive contribution of 1.06 per cent. The divestments represented 2.1 per cent of MSCI World at the end of the year. A large proportion of the Fund’s divested companies are Chinese, and companies in emerging markets, which are not included in MSCI World. In 2018, the Fund will develop methodologies for other indices.

 

To follow up the financial contributions of the exclusions, AP2 in 2017 developed a method to compare the return for MSCI World, excluding and including the excluded companies. The return contribution is –0.27 per cent after having excluded a companies due to breach of conventions, which belongs to MSCI World since September 2006. These exclusions correspond on 31 December 2017 to 0.7 per cent of MSCI World and include a total of 18 companies during the period 2006 to 2017.
 

 


LEI 14. Examples of ESG issues that affected your investment view / performance (Not Completed)


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