Fulcrum Integrates ESG Into Trend Following Strategy

Fulcrum Asset Management has integrated environmental, social and corporate governance into its trend following strategy as part of the market allocation process. This considers a measure of ESG risk associated with each market of the portfolio, said Panos Dafas, head of systematic research and portfolio manager at Fulcrum AM. ESG risk is derived for equities, fixed income, currencies, and commodities from ESG risk ratings at country level. Fulcrum officials obtain ESG country risk ratings from Sustainalytics.