Investors can access three different German benchmarks that follow an ESG strategy designed to meet specific needs and responsible objectives, and that have the same rules and transparency characteristics as the blue-chip DAX index.
This year’s market volatility and macro shocks have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach. Overall, the funds continue to attract net inflows as investors seek alternatives to traditional sector-based portfolios in their search for long-term outperformance.
The ROOF portfolios use sector and style ROOF Scores to construct sentiment-tracking portfolios designed to capture the returns from the implementation of a bullish or bearish strategy. In a difficult first half of the year, aligning portfolios with the overall negative sentiment in the market generated significant outperformance relative to ‘holding’ the entire market or ignoring the average investor’s outlook.
A new white paper from Qontigo analyzes the components of a multi-factor alpha forecast in a universe of US stocks. The alpha has enhanced market returns over the last 20 years, with 2021 showing the best annual results.
The ROOF methodology can capture the ‘sentiment’ of a portfolio relative to its benchmark. We run ROOF scores to determine the risk appetite of investors holding four portfolios aligned with respective Sustainable Development Goals.
Courtney Scharff, Qontigo’s Global Head of Strategic Partnerships recently spoke with RepRisk’s CEO, Dr. Philipp Aeby to discuss the partnership. The conversation touched on how RepRisk differentiates its ESG data offerings through full transparency, the challenges of creating ESG data and how asset managers should think about ESG.