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You are in Direct - Hedge Funds » Investment process
Our process is data driven and automated.
We use the research as a source of inspiration and to keep up with recent development in the RI space.
see the description of the process in the SG module.
So far we have found non-statistically significant impact on alpha but we believe that on a forward looking basis these factors will become more and more material for alpha and risk given the urgency of topics such as climate change, raising water levels, loss of biodiversity and the growing policy, regulatory, fiscal and legal pressure to solve these ongoing problems
Once the fundamental bottom-up approach is completed, we cross check ESG disclosures in IR Materials and during company meetings
We have subscribed to SASB.
We have finalized our proprietary ESG score.
We have integrated it into the investment process with significant risk.
We have also signed up to CDP and are evaluating their data.
Climate transition risk. De-carbonization opportunities.
Reputational risks and hiring opportunities.
Carbon tax, lawsuits, cost of capital.
Our ESG integration process was rolled out on our Alternative Risk Premia funds. The geographic Scope is Europe and North America. The process is described in module SG.
The integration process resulted in an average decrease of 62 thousand tons of yearly CO2e emissions in simulation (Total Carbon Emissions), with a reduction 98% of the time. It also resulted in an average exposure of 34% to best in class stocks and 9% short worst offender stocks.
The large majority of our funds rely exclusively on derivatives and most of them would not be implementable without derivatives.