Liontrust Responsible Capitalism Report 2024 - Flipbook - Page 48
Alignment with Liontrust’s net zero commitment
The following funds managed by the Sustainable Investment team
are included in Liontrust’s initial commitment to the NZAM initiative.
(Liontrust joined NZAM at the end of May 2022 and is in the process
of formalising its commitment with a carbon reduction plan to be
submitted to NZAM by May 2023.)
Fund
Benchmark used for
MSCI ESG analysis
Benchmark WACI
end 2019
Fund WACI
end 2022
Lower than 2019
benchmark WACI by
Liontrust Sustainable Future Managed
Customised
138.2
42.9
69%
Liontrust Sustainable Future Global Growth
MSCI World
168.2
27.3
83%
Liontrust Sustainable Future Managed Growth
MSCI World
168.2
26.4
84%
Liontrust Sustainable Future UK Growth Fund
MSCI UK
111.1*
41.4
63%
Liontrust Sustainable Future European Growth
MSCI Europe ex UK
161.7
54.9
66%
Liontrust GF Sustainable Future Global Growth
MSCI World
168.2
26.4
84%
Liontrust GF Sustainable Future Pan-European Growth
MSCI Europe
148.5
49.1
67%
Liontrust UK Ethical
MSCI UK
111.1
58.6
47%
iBoxx Sterling
Corporates 5-15
128.8
80.4
38%
Liontrust GF Sustainable Future European Corporate Bond
IBoxx Euro All
Maturities
146
112.8
23%
Liontrust Sustainable Future Corporate Bond
iBoxx Sterling All
Maturities
150.5
86.4
43%
Liontrust GF Sustainable Future Multi Asset Global
(launched 13/10/21)
MSCI World
Customised
51.8
--
Liontrust Sustainable Future Defensive Managed
Customised
107.5
49.6
54%
Liontrust Sustainable Future Cautious Managed
Customised
117
47.2
60%
EQUITY FUNDS
BOND FUNDS
Liontrust Monthly Income Bond
BOND AND MANAGED FUNDS WITH SOVEREIGN DEBT
*In Liontrust’s Responsible Capitalism 2022 report, the benchmark for the Liontrust Sustainable Future UK Growth Fund was quoted
incorrectly. The correct one is MSCI UK, which is noted above.
48 - Responsible Capitalism Report 2022