Summary
This report is a technical analysis of a fund based on the Impact-Return-Risk (IRR) framework. It presents a global overview of the fund, emphasizing the interaction between the three axes: impact, return, and risk. The fund aims to optimize expected returns while adhering to risk constraints and focusing on sustainable investments. The report includes detailed metrics such as volatility, Value at Risk (VaR), Conditional Value at Risk (CVaR), and maximum drawdown, providing insights into the fund's performance. Additionally, the report compares the portfolio against a benchmark, assessing its performance across the axes of impact, risk, and return. Key ratios such as Sharpe, Sortino, and Treynor are included to evaluate the investment strategy's effectiveness. The conclusion discusses the relationship between ESG factors and traditional financial metrics, highlighting the importance of ESG performance in achieving a balanced risk-return profile.
