Strategy Characteristics:
Inception | March 29, 2019 |
Benchmark | MSCI ACWI ex-U.S. |
Position Size | 5% Maximum |
Holdings | 45 to 65 |
Active Share | >90% |
Sector | +/-5% |
Region | +/-5% |
Top 10 Holdings | 20%-30% |
Market Cap | Multi (Large & Mid) |
Tracking Error | 3%–5% |
Beta | ~1.0 |
Style | Core |
Portfolio Management
Ivka Kalus - Founder, CIO, Portfolio Manager
Diversified international investing with strong ESG characteristics
The strategy utilizes a sector and region neutral risk-controlled framework that seeks to provide long-term capital appreciation and excess returns relative to the MSCI ACWI ex U.S. Index. The portfolio invests in companies that exhibit attractive risk/return profiles and favorable ESG characteristics.
Diversity & Inclusion | Environmental Care | Human Rights Protection |
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Gender and inclusion policies Women in leadership | GHG emissions mitigation Renewable energy Water conservation | Value & preservation of human life Protect community health |
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International Equity Profile | Portfolio | Benchmark |
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% holdings with environmental rank >50 | 61% | 47% |
Median Environmental Rank Score1 | 65 | 46 |
Weighted avg % of women on boards | 35% | 18% |
Source: Bloomberg
1Based on RobecoSAM Environmental score
All data as of June 30, 2019 unless otherwise noted.
Regional Allocation (%) | Top Ten Holdings (%) As of 08/31/2019 | ||||||||||||||||||||||
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Sector Allocation (%) As of 08/31/2019 |
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Portfolio | Benchmark | |
---|---|---|
Beta2 | 0.99 | - |
Tracking Error2 | 3.20% | - |
Sharpe Ratio2 | 0.54 | 0.21 |
Information Ratio2 | 0.76 | - |
Maximum Drawdown3 | -17% | -19% |
Upside/ Downside2 | 103% / 85% | - |
2Feb 27, 2015 - Mar 29, 2019
3Maximum drawdown period was from Feb 1, 2018 – Dec 31, 2018. Source: Morningstar
Respect, Diversity, Intellectual Curiosity & Rigor, Objectivity and Humility
Composite performance figures based on:
Mutual fund KCIIX Feb 2015 – March 2019; Separate account March 2019 – June 2019