C8 Weekly Bulletin: New Provider – Arabesque

C8 are delighted that Arabesque has joined the C8 ecosystem. Arabesque have a well-respected ESG ratings business, S-Ray, as well as an innovative AI-driven investment allocation platform, combining both to be the world's first AI ESG fund manager. We then illustrate how C8 Studio can be used to build a portfolio of their AI ESG indices.
BY ROBERT MINIKIN

C8 are delighted that Arabesque has joined the C8 ecosystem. Arabesque have a well-respected ESG ratings business, S-Ray, as well as an innovative AI-driven investment allocation platform, combining both to be the world’s first AI ESG fund manager.  We then illustrate how C8 Studio can be used to build a portfolio of their AI ESG indices.  

New Provider – Arabesque

Arabesque have added eight long only equity indices onto C8 Studio: 

ESG

  • AI Global Climate Change
    Global, all-cap, long only strategy focusing on stocks well-positioned to benefit from the opportunities and manage the risks associated with climate change
  • AI Europe Climate Change
    As above, but for European stocks only
  • AI Governance
    Global, all-cap, long only strategy focusing on stocks with the best governance credentials
  • AI Human Rights
    Global, all-cap, long only strategy focusing on stocks with the best human rights and labour rights credentials
  • AI Waste Management
    Global, all-cap, long only strategy focusing on stocks with the best waste and resource usage credentials
  • AI Water
    Global, all-cap, long only strategy focusing on stocks with the best environment and water credentials

Non-ESG

  • AI Global Developed Large Caps
    Global Developed large-cap stocks
  • AI US Health Tech
    US Stocks in the Health Technology sector

Arabesque Investment Process

Combination of Arabesque AI ESG Indices

on C8 Studio

Selecting the five Arabesque Global ESG indices on C8 Studio, these indices can then be combined using C8’s proprietary methodology, Tactical Asset Allocation.  For diversification we use a minimum of three of the five indices each year, the TAA combination produces returns close to the best performer without the benefit of hindsight. This analysis is done on a walk-forward basis which gives a realistic assessment of achievable returns (i.e. not just optimising past performance).  

 

Other posts

Thoughts From The Divide: Signals vs Omens – Sept 6

BY JON WEBB
Call me superstitious, but some irrational part of me can’t help but think the disappointment surrounding the Nvidia results had wider significance. Like  Mary Poppins leaving when the wind changes, sometimes it’s something mundane which, with the benefit of hindsight, signals a shift in sentiment. It’s not that Nvidia never disappoints, but it has come to feel like that recently. And since the Nvidia results, stocks do seem to have lost their mojo, in marked contrast to bonds. Read more →

NDR Fixed Income Allocation Strategy June 2024 Update

BY BRIAN SANBORN
The NDR Fixed Income Allocation Strategy, Positioning Update Read more →

C8 Bulletin: MI2 Joins C8 Studio

BY JON WEBB
The C8 Bulletin is back after a summer break, and we are delighted to announce that Macro Intelligence 2 Partners have added their Macro Alpha index to C8 Studio.  The Macro Alpha strategy is deeply rooted in MI2's macroeconomic insights. These directional strategies encompass a broad range of asset classes. The strategy aims to optimize risk-adjusted returns by dynamically-adjusting portfolios based on changing macroeconomic conditions. Taking three of our Global Macro contributers (including MI2), combining using our proprietary Tactical Asset Allocation, would have produced a 24% annual gain with 11% volatility and, notably, a 40% negative correlation to the S&P over the past two years. Read more →
Back to all posts →