With Atlas ESG clients are able to adjust investment choices to align with their values.  Atlas ESG combines the multi-factor investment approach of Atlas Risk with client-defined Environmental, Social, and/or Governance criteria.  The objective of Atlas ESG is to outperform the global equity index through a favorable selection of countries, sectors, and individual stocks using a systematic approach that applies both multi-factor tilts and ESG-related tilts to security selection.

Atlas Capital Advisors LLC (the Manager) uses a proprietary framework to evaluate expected returns, market sentiment, and risk for the large-capitalization stocks which together comprise the global equity market. Atlas Capital will also systematically rank these same stocks on the ESG criteria specified by the client.  The multi-factor and ESG rankings are then combined to create an overall rank for each security.

The Manager may also invest in ETFs of other higher return asset classes such as preferred stock and MLP’s, as an alternative to equity ETFs. Other asset classes are included when the Manager believes they improve the expected return relative to risk of the strategy.

The Strategy uses a consistent, systematic approach with a foundation in academic and Manager proprietary research. The Strategy will also rely on rankings provided by ESG evaluation services such as Sustainalytics, S&P/Robeco, and MSCI.  The benchmark for the Strategy is the FTSE Global All Cap-Net Tax (U.S. Regulated Investment Company) Index.


The Manager utilizes academic and investment practitioner research regarding equity factors (Fama, French, Carhart, and others) as well as ongoing in-house research. The Manager also uses proprietary research regarding the influence of global economic data on equity market outcomes. The Manager has been running enhanced equity index strategies since 2003.


(1) Invest Globally:

– Diversification across geographic markets provides the opportunity to benefit when there are attractive markets outside the home country.

(2) Create alpha from beta management:

– Additional return (alpha) can be generated from informed choices about which securities to own and avoid. Generating alpha from beta management is often under-appreciated and under-utilized by investors.

(3) Take risk where it is more likely to be rewarded:

– Examine valuation, momentum, growth, risk, currency, and ESG factors for each company. Allocate the risk budget primarily to companies who score highly.

Allocation discipline

Within the equity allocation of the Strategy, the weight to countries and sectors are set relative to the market capitalization weight of the benchmark, with more favorable indices given more weight than the benchmark and the less favorable with weights below the benchmark. Then, within the countries and sectors, the stocks chosen are those which score highest on the multi-factor plus EGS criteria.


Portfolios are rebalanced quarterly, using the process described above.


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