ESG Portfolios

JM’s ESG portfolios utilize the firm’s quantitative stock selection models and optimization techniques (designed to minimize the variance of portfolio return while maintaining a high rate of expected return) as a mechanism for integrating non-financial information on companies’ environmental, social and governance practices into the portfolio construction process. JM believes that ESG data captures non-financial risks associated with firm behavior and that it is an underutilized source (signal) for enhancing portfolio returns and reducing portfolio risk.

JM’s mission is to provide a diversified socially responsible investment fund that has at its core an emphasis on performance and positive values while promoting a more sustainable world. We invest in firms that promote health and well-being of individuals, communities and the environment through their products, services and fair business practices affecting all their stakeholders.

ESG portfolios seek to meet or exceed return to the index over the long run. There are currently four available products:

  • JM Large Cap ESG applies our optimized ESG investment process to the S&P 500 universe. It is designed to deliver substantial excess return over the long-term in the large-cap space, significantly exceeding the performance of the S&P 500 Index.
  • JM Mid-Cap ESG applies our optimized ESG investment process to the S&P 400 universe. It is designed to deliver substantial excess return over the long-term in the mid-cap space, significantly exceeding the performance of the S&P 400 Index.
  • JM Small-Cap ESG applies our optimized ESG investment process to the S&P 600 Index universe. The goal is to deliver superior excess return over the long-term in the small-cap space, significantly exceeding the performance of the S&P 600 Index.

Neither past nor simulated performance is necessarily indicative of future results. This site does not constitute an offer to sell, a solicitation of an offer to buy, or a recommendation for any securities.