About ESG Index Adaptive:
ESG Adaptive is portfolio predicated on a pre-qualified set of ESG friendly constituents from the Russell 1000 and S&P 500. The list was carefully crafted to identify companies who put forth emphasis on exercising environmentally friendly policies and practices.
ESG Adaptive Model: The long-only models are constructed dynamically once a month adjusting to the most recent market condition and data.
We use ranked technical and fundamental features normalized to market cap size and are geared to identify abnormal inflection points when compared against their peers. The model retrains dynamically on a roll forward basis to consider most relevant features and account for changes in market regime. The goal of the strategy is to outperform the SPXTR (SP 500 Total Return, which accounts for dividends, splits and reverse splits), in both total return and risk adjusted return (lower volatility).