Sustainability at Lupus alpha

Understanding & Responsibility

“Sustainability:
megatrend and essential action area”

Sustainable investments form a key part of Lupus alpha’s strategic positioning and activities.



Our responsibility

Our responsibility involves tailoring our services to the needs of our clients and employees and monitoring possible risks.



Our commitment

Lupus alpha is socially committed, both as a company and through each of its employees.



Corporate social responsibility concept

Our social responsibility within the context of sustainable management includes social, environmental and economic aspects.

Initiatives and memberships

Sustainable investment
requires standards, transparency and trust

Lupus alpha supports the issue of responsible investment conduct and is a member of various associations and initiatives that promote sustainable investment.



UN PRI – Principles for Responsible Investment

The Principles for Responsible Investment comprise six principles designed to act as a guide for investors.
 



Eurosif


EUROSIF, the European Sustainable and Responsible Investment Forum, is a professional association for sustainable investment at a European level.



Forum Nachhaltige Geldanlagen (FNG)

FNG, the industry association for sustainable investment in Germany, Austria, Liechtenstein and Switzerland was established in 2001.



Austrian Ecolabel
 

The Austrian Ecolabel is a government seal of approval for the green economy that identifies environmentally-friendly products and services.

Transparency in the investment process

Transparency
in the investment process

The growing interest in strategies that take sustainability aspects into account has increased our clients’ need for information about how and to what extent ESG criteria play a role in selecting individual stocks.

Today more than ever, clients want to know how their capital is invested at all times – especially with regard to the ecological, social and corporate governance-related aspects and impact of their investments.

To us, responsible investment means integrating environmental (E), social (S) and governance (G) factors and incorporating ESG risks into the investment process.

A continuous, constructive dialogue with the companies we invest in lies at the heart of our equity strategies. In this respect, we also critically examine ESG risks in order to bring about changes. In any event, company discussions are a key part of our investment strategies, as we consider them to be crucial to our long-term investment success.

The investment process – an example
Client-specific ESG requirements are incorporated directly into portfolio construction.

(example shown: Lupus alpha Sustainable Convertible Bond)

ESG factors have long been an integral part of our investment process. Lupus alpha uses various tools to integrate ESG criteria into its fundamental investment process. The strength of our investment process also lies in the ability to replicate our investors’ often very different ESG guidelines, irrespective of what their investment guidelines focus on.

  • Screening the universe based on quantitative and ESG criteria

Quantitative filtering of the entire universe to condense the investable universe

  • Bottom-up analysis

The crux of the process is a bottom-up analysis of the investable universe to identify companies with the most attractive risk-return profile. ESG criteria are integrated into the process at the same time.

  • Portfolio construction and implementation

Portfolio construction that takes legal and fund-specific restrictions into account. Efficient implementation in portfolio management and on the trading desk (best execution)

  • Monitoring and risk management

Continuous monitoring and risk management at fund and individual stock level

 

Products and solutions

Our product portfolio comprises of investment concepts in the asset classes of equities, volatility, convertible bonds and collateralised loan obligations. In special funds and mandates, we implement tailored sustainable investment solutions for European small and mid caps in particular as well as global convertible bonds.

Lupus alpha pursues a fundamental investment process in the small & mid-cap segment. This process focuses on analysing individual companies based on their business model, with the responsible portfolio managers also taking relevant ESG factors into account as part of their analysis.

We offer a dedicated sustainability fund as part of our convertible bond strategies: When we launched our Lupus alpha Sustainable Convertible Bonds mutual fund in spring 2018, we also signed the European SRI Transparency Code for Sustainability Funds. Within a year of its launch, the Fund was presented with the Austrian Ecolabel and given two out of three stars by the Forum Nachhaltige Geldanlagen (the Forum on Sustainable Investment – FNG).

For our institutional clients, we apply exclusion lists or best-in-class approaches to a range of institutional mandates in line with sustainability guidelines.

Publications

Downloads

Here you will find information on our sustainability reports, market reports from different associations and initiatives as well as information on the European Transparency Code.

Sustainability at Lupus alpha and market issues:

 



Sustainability
Report 2019

Download


Sustainability
Report 2018

Download


Sustainability
Report 2017

Download


Sustainability
Report 2016

Download


FNG Market Report

Download


Guidelines for Exercising Voting Rights

Download


Responsible Investing Policy

Download

Product-related publications:

 



FNG Sustainability Profile

Download


European Transparency Code

Download