Differentiated investment solutions for institutional investors. Private partnership headquartered in Boston, Massachusetts. Actively manage global equity strategies combining fundamental investment intuition and research with quantitative tools and methods. Focus on sustainable alpha, strong fiduciary practices and aligning our interests with those of our clients.
200 Clarendon St #30, Boston, MA 02116
Our research focuses on identifying, testing, and incorporating investment signals into our quantitative return and risk models. We understand that environmental, social, and corporate governance (ESG) considerations can impact businesses’ profitability and sustainability of earnings, in addition to the risks associated with their securities. As such, we evaluate and selectively incorporate ESG information into our investment process. We incorporate what we believe to be the best investment insights into our clients’ portfolios with the objective to manage conflicts of interest and deliver sustainable alpha on a risk-controlled basis. Consistent with this objective, all alpha and risk signals, including those associated with ESG information, are evaluated in a systematic and rigorous manner prior to inclusion in our process. We have found that some of our existing expected return signals are correlated with ESG measures. The most conspicuous examples are our quality signals, which tend to be somewhat correlated with the “G” component of ESG. Additionally, we include signals derived from ESG and carbon information in our risk model. One of our core beliefs is that active management is an intrinsically dynamic activity, and we continually reinvest in research, including research related to ESG concepts and characteristics. To this end, we recognize that the risks and return potential related to ESG issues change and evolve over time. To identify potential return or risk implications associated with ESG information, we are therefore committed to considering ESG-related signals as well as related third-party academic research.