Case Study: Top-ESG Company Performance during a Pandemic (example of COVID-19)

Top ESG-Score companies are generally outperforming bottom ESG-Score companies, especially during Pandemic periods – such as the Coronavirus (COVID-19) Pandemic.

This article aim to show how Top ESG-Score companies are outperforming the Bottom ESG-Score companies during a pandemic using ESG data provided by Sensefolio and its Market Intelligence team.

Please note: Past performance may not be indicative of future results. The material in this presentation is for informational purposes only and does not constitute an offer to sell, a solicitation to buy, a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Sensefolio, Sense Portfolio SAS, Sensefolio LTD, or its employees.

TRADING STRATEGY (USA)

Period: 2019/12–2020/05

Coverage: 2,000 Largest US Companies (by Market Cap.)

Long Position: Top Companies with (ESG Score > 60) & (Top 2-Months∆ ESG Score)

Short Position: Bottom Companies with (ESG Score < 40) & (Bottom 2-Months∆ ESG Score)

Cap-Weighted Strategy — USA (Period: 2019/12–2020/05)

Cap-Weighted Strategy — USA (Period: 2019/12–2020/05)

Equal-Weighted Strategy — USA (Period: 2019/12–2020/05)

Equal-Weighted Strategy — USA (Period: 2019/12–2020/05)

TRADING STRATEGY (EUROPE)

Period: 2019/12–2020/05

Coverage: 2,000 Largest Europe Companies (by Market Cap.)

Long Position: Top Companies with (ESG Score > 60) & (Top 2-Months∆ ESG Score)

Short Position: Bottom Companies with (ESG Score < 40) & (Bottom 2-Months∆ ESG Score)

Cap-Weighted Strategy — Europe (Period: 2019/12–2020/05)

Cap-Weighted Strategy — Europe (Period: 2019/12–2020/05)

Equal-Weighted Strategy — Europe (Period: 2019/12–2020/05)

Equal-Weighted Strategy — Europe (Period: 2019/12–2020/05)

TRADING STRATEGY (ASIA)

Period: 2019/12–2020/05

Coverage: 2,000 Largest Asia Companies (by Market Cap.)

Long Position: Top Companies with (ESG Score > 60) & (Top 2-Months∆ ESG Score)

Short Position: Bottom Companies with (ESG Score < 40) & (Bottom 2-Months∆ ESG Score)

Cap-Weighted Strategy — Asia (Period: 2019/12–2020/05)

Cap-Weighted Strategy — Asia (Period: 2019/12–2020/05)

Equal-Weighted Strategy — Asia (Period: 2019/12–2020/05)

Equal-Weighted Strategy — Asia (Period: 2019/12–2020/05)

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