International Equity

Strategy Characteristics:

InceptionMarch 29, 2019
BenchmarkMSCI ACWI ex-U.S.
Position Size5% Maximum
Holdings45 to 65
Active Share>90%
Sector+/-5%
Region+/-5%
Top 10 Holdings20%-30%
Market CapMulti (Large & Mid)
Tracking Error3%–5%
Beta~1.0
StyleCore

Portfolio Management

Ivka Kalus

Ivka Kalus - Founder, CIO, Portfolio Manager

Diversified international investing with strong ESG characteristics

Investment Strategy

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.

Intentionality Incorporated in the Portfolio

Diversity & InclusionEnvironmental CareHuman Rights Protection
Gender and inclusion policies
Women in leadership
GHG emissions mitigation
Renewable energy
Water conservation
Value & preservation of human life
Protect community health
Diversity & InclusionEvnironmental CareHuman Rights Protection
International Equity ProfilePortfolioBenchmark
% holdings with environmental rank >5061%47%
Median Environmental Rank Score16546
Weighted avg % of women on boards35%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
Regional Allocation Graph
KERING2.9
CHINA CONSTRUCTION BANK-H2.5
CNOOC LTD-SPON ADR2.5
ITOCHU CORP2.4
ANGLO AMERICAN PLC2.3
BANCO BILBAO VIZCAYA ARGENTA2.3
MEDIBANK PRIVATE LTD2.3
ENEL SPA2.2
MAGNA INTERNATIONAL INC2.2
TEMENOS AG - REG2.2
TOTAL24
Sector Allocation (%) As of 08/31/2019
Sector Allocation Graph

Risk/Return Measures

PortfolioBenchmark
Beta20.99-
Tracking Error23.20%-
Sharpe Ratio20.540.21
Information Ratio20.76-
Maximum Drawdown3-17%-19%
Upside/ Downside2103% / 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

Contact Phone

(617) 535-9240

Promethos Capital

BOSTON/NEW YORK/TORONTO