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Do you need ESG indexes to evaluate relative performance of your SRI funds?
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Currently, most providers offer ESG alternatives to their stock market index. However, given the multitude of possible ESG strategies, the appropriate ESG index may not exist in market standards. Moreover, if the objective is to measure the contribution to the return of your SRI strategy, it seems logical to refer to an index that is free of any ESG strategy. AMINDIS implemented an original ESG attribution methodology.
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