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Matarin Capital Management (Delisted)

PRI reporting framework 2020

You are in Strategy and Governance » ESG issues in asset allocation

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe Matarin’s investment team specializes in designing strategies which are underpinned by multi-factor return forecasting, risk forecasting and transactions cost models. The return and risk models include variables related to ESG as described previously. We attempt to forecast future stock returns using a variety of ESG and other variables.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

13.3. Additional information. [OPTIONAL]

In Matarin’s Patience Premium strategies, ESG issues contribute to the allocation of assets across countries.

Matarin is offering fossil free strategies that focus on the energy sector, as well as “fossil guzzler” industries such as airlines.


SG 13 CC.


SG 14. Long term investment risks and opportunity (Private)


SG 14 CC.


SG 15. Allocation of assets to environmental and social themed areas (Private)


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