TrueAlpha(TM) ESG US Equity

TrueAlpha™ ESG US Equity is a quantitative equity strategy aiming to deliver “true” stock selection alpha unrelated to risk factors such as value, size or momentum. It normally invested in 30-40  under-valued high quality stocks with above-average ESG (environmental, social and governance) rankings based on Thomson Reuters ESG ratings.  The strategy strives to outperform Thomson Reuters ESG US Index and S&P 500 Index with high active shares and high tracking errors.

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