The Sentinel U.S. Equity ESG strategy applies a dynamic, rule-based selection of the twenty most widely held U.S. stocks by institutional and retail investors, offering diversified exposure across leading industries. At any given time, the portfolio maintains up to 15 dynamic holdings, including a strategic allocation of up to 50% in cash to manage volatility. The strategy aligns with contemporary ethical standards by eliminating ESG laggards. The approach is underpinned by sophisticated machine learning and quantitative techniques, enriched with advanced Large Language Model (LLM) sentiment analysis, ensuring a robust framework for decision-making.
Rebalanced monthly, the Sentinel U.S. Equity aims to grow capital over the long term. The strategy’s effectiveness is reflected in its performance metrics when compared to the S&P 500.
| aisot Sentinel U.S. Equity ESG | S&P 500 | |
| Sharpe Ratio A | 1.5263 | 0.6938 |
| Sortino Ratio A | 2.2764 | 0.9937 |
| Max Drawdown | -0.1309 | -0.2543 |
| Annualized Volatility | 0.1440 | 0.1693 |
| Annualized Return | 0.2328 | 0.1086 |
Based on the backtests, the Sentinel U.S. Equity outperforms an equally-weighted portfolio by approximately 7.5% annually, generating an alpha of 3bps daily.
We invite institutional and professional investors to join the waiting list and be among the first to benefit from the Aisot Sentinel U.S. Equity ESG portfolio. Utilizing the Product Launch Pad of our AI Insights Platform, we will launch this portfolio as an Actively Managed Certificate (AMC) in the near future.