Esgap | ESG Adjusted Performance. It is a proprietary MCSR measure that allows a summary assessment of funds considering the quality of the sustainable investment process, continuity and measurement of performance and risk parameters. |
MCSR intensity | This is a proprietary MCSR measure that summarises assessments of the quality of the sustainable investment process. Funds with a rating of 5 have an excellent process for investing in ESG instruments. |
Performance | It measures the continuity of the fund's performance over three different time periods on a scale of 1 to 5. Funds rated 5 are excellent in terms of performance |
Risk | It measures the continuity of risk taken by the fund in terms of volatility over three different time periods on a scale of 1 to 5. Funds rated 5 are excellent at controlling risk. |
Average intensity | is the average of the ESG intensity ratings for the individual parameters |
Environment | is the assessment of ESG intensity related to environmental aspects |
Good governance | is the assessment of ESG intensity related to aspects of good governance |
Society | is the ESG intensity assessment of aspects of the Society |
Transparency | is the assessment of the intensity with which the management Society is transparent in its ESG content |
Processes | is the assessment of the intensity with which the Society management is qualified in its ESG processes |
SFDR | it is European legislation that obliges Society management companies 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 instruments |
SRRI | It is the legal parameter that defines the measure of risk that the fund should have over time. The scale goes from 1 (lowest risk) to 7 (highest risk). |