In Active Quantitative Equity, we view ESG as an alternative, non-traditional quality signal that captures difficult-to-measure corporate characteristics, which are diversifying compared with traditional measures of financial quality. Our upgraded ESG signal embraces the benefits and scale of the Sustainability Accounting Standards Board’s reporting framework and State Street Global Advisors’ leading-edge ESG data infrastructure.
The first order effects of the coronavirus shock have been acute, but the longer term will bring more widespread economic impact — likely an economic downturn and subsequent recovery, each of unknown timing, magnitude and duration.
Defensive equity strategies with 80:60 characteristics can meaningfully outperform their regional benchmarks
78% of our Active Quantitative Equity strategies beat their benchmarks over a five-year horizon.*
*As of 12/31/2018, 78 out of 100 strategies outperformed on a gross-of-fees basis over a five-year horizon. Strategies did not outperform for all periods. Past performance is not a guarantee of future results.