SustainableUSA

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SustainableUSA

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SustainableUSA
This is a portfolio/Fund composition for a good stabile portfolio with only sustainable stocks as possible candidates for inclusion. This is a subset of a larger worldwide portfolio that is marketed as an outsourced fund management solution to institutions
SustainableUSA is traded at Interactive Brokers llc.

SustainableUSA in an algorithmic solution. In short we use classic portfolio theory and AI (Neural Network) in two areas for this portfolio – In composition of the actual portfolio and to calculate when to change the composition of the portfolio which is the rebalancing part.

Rebalancing.
The portfolio is evaluated every 2:nd week and rebalanced if necessary (minimum thresholds must be exceeded.

Live status
The portfolio went live February, 2020. The performance graph below includes the simulated results incl. transaction fees.
Orders at placed at IB as VWAP orders with a working time of 3 hours in the middle of the day.

Constraints
Minimum 8 stocks, max 20

Benchmark
As benchmark we use ESGD
 
Composition / Details:
This is the initial composition as of Oct. 30 2020
The initial amount is USD 20,000 but using the weights column any amount can be used.
The expected return as per today is 15.56%

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Sustainable funds/portfolios are those that use environmental, social, and corporate governance (ESG) criteria in order to be considered as a candidate to the portfolio. As input we have to this portfolio we have identified 240 US stocks that we feel are scoring high in those criteria.
It is a "feel-good while making money" portfolio. A portfolio with only SP-500 components will probably do a bit better in return but will not be as "tree hugging" as this is
 
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