Portfolio analysis

Portfolio construction analyses, methodologies and general approaches, based on hypothetical and existing portfolios, to help managers achieve sustainability goals. Research includes sectoral and top-down analyses, Exchange Traded Funds, Credit Default Swaps and reviews of market indices.

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ESG Bond ETFs: Passive aggressive investing?

17/05/2022

SUEK's bonds are being bought by ESG bond ETFs.

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Low carbon credit performance: Mayday or opportunity?

05/05/2022

The recent underperformance of low carbon credit could be an opportunity.

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UnFortumate: iTraxx Main S35 vs ESG version

16/03/2022

In 2022, the iTraxx Main MSCI ESG version (S35) outperformed its standard equivalent.

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New EIG/Aramco bonds in ESG indices: EOM flow risks

15/02/2022

EIGPRL is effectively Aramco exposure following the bonds inclusion on the ESG CEMBI index.

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Green bonds duration risk review

16/11/2021

Solid growth has been recorded for green bond fund launches and AUMs.

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Low carbon credit performance: equity and rates sell-off update

08/10/2021

Sell-off in equities and rates has little affect on ECOBAR low carbon credit strategy.

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Back to the grind: Low carbon credit performance

01/09/2021

Low carbon credit relative returns have recovered after an extensive oil price rally.

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Carbon negative leveraged investment strategies

12/08/2021

In this report we explain how to apply and account for leverage and short positions in the context of carbon footprinting.

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"Passive" money and new thermal coal mine builds

29/07/2021

In this report, we explore the passive investments made in the relationship between Adani and Carmichael.

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Petrochemicals: Major credits, carbon risks, green bonds

10/05/2021

In this report, we provide an analysis of chemical company bond exposures and benchmark credit.

An overhead photo of a road submerged by floodwater.

The oil rally and low carbon credit performance

21/04/2021

Despite the rise in oil prices, low carbon bonds outperformed higher carbon emitting ones

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Low carbon credit performance in a 400% oil rally

24/03/2021

Amidst extreme price increases in fossil resource prices, low carbon credit relative performance remains robust.