Candriam Sustainable Equity US, Z-H - Capitalisation/  LU2227859878  /

The fund seeks to achieve capital growth by investing in the principal assets traded and to outperform the benchmark. The investment process consists of two steps. Firstly, the eligible Environmental, Social and Governance (ESG) universe is defined using Candriam"s ESG proprietary analysis. Secondly, based on this universe, a portfolio is constructed taking into account several dimensions such as financial company fundamentals, ESG factors and risk metrics (liquidity, volatility, correlation etc.) using a quantitative investment framework. This framework enables the portfolio management team to compute expected returns and risks using mathematical models based on financial company fundamentals, ESG factors and risk metrics and to construct a portfolio taking into account these expected returns and risks as well as other criteria. To achieve these objectives the fund implements a combination of positive selection of the best issuers based on ESG criteria, exclusion of issuers detrimental to these objectives or deemed to prone to controversies. Issuers are subject to a two-pronged analysis considering how issuers activities contribute to achieving sustainable objectives on the one hand, and how issuers" operations and policies align with the interests of their key stakeholders on the other hand. The result of this analysis forms the basis to define the investable universe and guide fund managers in their portfolio construction. This analysis is enriched by the results of dialogs led with issuers. This investment approach will cause the fund to avoid certain issuers due to their poor ESG quality or contribution to attaining sustainability objectives.

The fund seeks to achieve capital growth by investing in the principal assets traded and to outperform the benchmark. The investment process consists of two steps. Firstly, the eligible Environmental, Social and Governance (ESG) universe is defined using Candriam"s ESG proprietary analysis. Secondly, based on this universe, a portfolio is constructed taking into account several dimensions such as financial company fundamentals, ESG factors and risk metrics (liquidity, volatility, correlation etc.) using a quantitative investment framework. This framework enables the portfolio management team to compute expected returns and risks using mathematical models based on financial company fundamentals, ESG factors and risk metrics and to construct a portfolio taking into account these expected returns and risks as well as other criteria.