PARAMETRIC RESPONSIBLE INVESTING

Portfolio Construction

Maybe it’s guns. Maybe it’s tobacco. Maybe it’s labor conditions. Whatever the reason, many socially responsible investors want to control the kinds of companies that end up in their portfolio. The solution? Screens or integration.

Using these tools, you can construct a portfolio that aligns with your principles. Parametric simplifies the process, using a transparent, separately managed account structure—so you always understand the trade-offs and the options available to you. Once you’ve identified your responsible-investing goals, we can help you achieve them. Learn more about our approach to screens and integration below.

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Portfolio construction in action

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Goal

I want to own carbon-efficient companies

Identify how you want to measure carbon efficiency. Is it emissions? Something else?

Choose your exposure—anything from emerging markets to US large cap

Determine whether to incorporate using a screen or integration technique

Result

A portfolio with a meaningful improvement in carbon-efficient company exposure, with an acceptable level of tracking error against the benchmark

Ready to learn more?

Responsible investing by the numbers

Dedicated team

20 years of experience

*Parametric Responsible Investing AUM as of 12/31/19

$26.1B* in AUM

Discover how we can help you reach your goals.

Our dedicated team

Memberships and affiliations

Latest insights and research

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Investment advisory services offered through Parametric Portfolio Associates^® LLC ("Parametric"), an investment advisor registered with the US Securities and Exchange Commission.

Parametric (National Registration Database No. 42850) is also registered as a Portfolio Manager with the securities regulatory authorities in certain provinces of Canada with regard to specific products and strategies. Parametric provides advisory services directly to institutional investors and indirectly to individual investors through financial intermediaries. The information on this website does not constitute an offer to sell, or a solicitation of an offer to purchase, securities in any jurisdiction to any person to whom it is not lawful to make such an offer. Investing entails risks and there can be no assurance that Parametric (and its affiliates) will achieve profits or avoid incurring losses. All investments are subject to potential loss of principal. Parametric does not provide tax or legal advice. Prospective investors should consult with a tax or legal advisor before making any investment decision. Please refer to the Disclosure page for important information about investments and risks.

S&P Dow Jones Indices are a product of S&P Dow Jones Indices LLC (“S&P DJI”) and have been licensed for use. S&P^® indexes are registered trademarks of S&P DJI; Dow Jones^® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); S&P DJI, Dow Jones, and their respective affiliates do not sponsor, endorse, sell, or promote Parametric and its strategies, will not have any liability with respect thereto, and do not have any liability for any errors, omissions, or interruptions of the S&P Dow Jones Indices.

Portfolio Construction

Guide to Parametric Responsible Investing Strategies

Socially Responsible Investment Performance: Do ESG Screens Hurt Returns?

Responsible Investing: What’s the Difference Between Screens and Integration?