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SRI Impact Investing - Group 2

Last Login: 02/27/2020


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+25.4%
since 3/4/2019

+3.2%
Ø-Perf. per year

+6.4%
Performance (1yr)

22.2%
Volatility (1yr)

0.1
Return/Risk



Portfolio chart

Details
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Trading Idea

We decided to implement a sustainable strategy with investments into companies dedicated to the 17 UN sustainability goals as well as the countries’ own goals. In particular, we want to focus on companies receiving suitable ESG scores and having low C02 emissions. In line with Zimmermann, Hurst, Schwegler & Füssler (2019), we believe that firms trying to reduce their reliance on fossil fuel energy sources should be more competitive (on a longer time horizon than the 2 months of this trading game) compared to firms that don’t focus ESG missions, as companies that help to achieve the UN sustainability goals should be rewarded with financial returns. More particularly, we will a pursue an exclusion strategy that consists of refusing to invest in stocks related to the oil and gas industry or that had environmental scandals in the past five years. We consider this exclusion as not too restrictive and possible opportunity costs as negligible. Then, we also aim for a broad diversification across many industries by focusing on sustainable investments within different sectors, but we won’t try at any means to pursue a best-in-class screening, in order to limit extensive ESG research. And ultimately, we will track sustainability themed investments that support ecological or social changes.

Master data

Symbol

WF000SRIG2

Date created

03/04/2019

Index level

-

High watermark

134.1

Investment Universe

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For the composition of the virtual portfolio click here.