ESG Adjusted Performance. It is a proprietary measure of MCSR that allows a summary assessment of funds considering the quality of the sustainable investment process, continuity, and measurement of performance and risk parameters.
It is a proprietary measure of MCSR that summarizes assessments of the quality of the sustainable investment process. Funds rated 5 have an excellent process for investing in ESG instruments
Performance
Measures the continuity of fund performance in euros over three different time periods with a scale of 1 to 5. Funds rated 5 are excellent in performance
Risk
It measures the continuity of risk taken by the fund intermini volatility over three different time periods with a scale of 1 to 5. Funds rated 5 are excellent at controlling risk
Average Intensity
Is the average of the ESG intensity ratings related to the individual parameters
Environment
Is the ESG intensity assessments related to Environmental aspects.
Good Government
Is the ESG intensity assessments related to aspects of good governance.
Society
is the ESG intensity assessments related to aspects of the Society
Transparency
is assessments of the intensity with which Society management is transparent in its ESG content
Processes
is assessments of the intensity with which Society management is qualified in its ESG processes
is European legislation that commits management Society to declare whether the fund also considers ESG aspects (Article 8) or whether ESG aspects take priority over financial aspects
Cost
And the aggregate cost of the fund on an annual basis. In Portfolio it is the aggregate cost of all its component instruments
SRRI
And the legal parameter that defines the measure of risk the fund should have over time. The scale ranges from 1(lowest risk) to 7 (highest risk)
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