Beating the benchmark: improving returns and ESG scores using drawdown-based portfolio construction

In this presentation, we: 1. Explain how iVaR, a fourth generation measure of risk, addresses the shortcomings of traditional risk measures. 2. Elaborate on the importance of ESG for investment managers and how InvestSuite can help in constructing customised ESG scores. 3. Demonstrate how Portfolio Optimizer can create portfolios with improved ESG metrics and at the same time optimise portfolio performance, all while maintaining your investment strategy. 4. provide evidence of the approach via a live demos and different backtests.