This quantitative strategy invests in a universe of companies that are sector leaders in terms of ESG criteria. The investment universe is created with a negative and positive screening approach, which results, for example, in the exclusion of the largest carbon emitters. The portfolio construction process is based on a systematic approach and a multifactor model that exploits varied sources of alpha that have shown persistence and whose prospects are rationalizable.

 

 

Characteristics
Benchmark
MSCI World (net)
Value added objective
2% per annum over 4-year periods
ESG approach
Negative and positive screening
Active risk target
4% to 6%
Beta
0.98 to 1.02
Number of holdings
50 to 100
Currency management
Hedged to benchmark
Returns
30/09/2024
3 months
YTD
1 year
3 years
5 years
10 ans
Since inception
Hexavest Composite
0.99%
25.56%
39.00%
11.21%
14.78%
-
15.85%
Benchmark
5.01%
21.77%
32.32%
11.44%
12.99%
-
13.28%
Returns in canadien dollars. The inception date of the composite is June 1, 2019. Performance results are presented gross of management and custodial fees but net of all trading commissions. Returns for periods greater than 12 months are annualized. Past performance is not necessarily indicative of future performance.

Fact Sheet

View recent information on this strategy

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ESG Letter

View the quarterly ESG statistics and theme

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