Whitepaper - July 2018

ESG’s Evolving Performance: First, Do No Harm

We evaluate the investment performance of ESG, paying particular attention to recent performance and highlighting the difference between ESG scores that overlap with traditional risk model factors and those that don’t. Our analysis indicates that, in general, increasing exposure to ESG rarely underperforms the market, and often outperforms the market, especially during the last few years.

Authors

Anthony A. Renshaw, PhD