Overview
Investment Objective
The Fund seeks to capture the performance of international
Sustainability Leaders. SAM believes that, over
time, these companies will outperform the broader
international equity markets.
The Selection Process
Drawing on the world's 2,500 largest stocks as
represented in the Dow Jones Global Index, SAM
analysts seek to identify those companies which
are leading in terms of their sustainability performance.
The methodology
to select companies for inclusion in the Dow Jones
Sustainability World Index (DJSI World) is based
on the application of specific criteria to assess
opportunities and risks deriving from the economic,
environmental and social dimensions of each of
the eligible companies in the DJSI World investable
stocks universe. The criteria are built into the
corporate sustainability assessment, which quantifies
the sustainability performance of a company by
assigning a corporate sustainability performance
score. This score is used to identify the leading
sustainability companies in each industry group.
The top 10 percent (approximately) in each industry
group are selected as DJSI World members. The
portfolio construction and maintenance rules developed
by SAM have been summarised in a special
rulebook (the Dow Jones Sustainability World
Indexes Guide). The rules are modified from time
to time to refine the selection process.
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