Reputation Rankings and ESG Scores for US Funds

Core > ESG & Supply Chains > Funds

Core > Funds

Summary

Our ESG scores for US funds offer a comprehensive assessment ideal for identifying which funds are most at risk of anti-ESG protests and attacks. These scores are derived from a continuous rolling 12-month analysis of media ESG sentiment for each stock holding within each investment entity. We rank each fund based on over 60 ESG indicators, including areas such as climate change, human rights, and corporate governance.

Data Specifications

Delivery Frequency

Static

Data Frequency

Daily

Reporting Lag

Monthly

History

2021 - Present

Coverage

4979

Availability

Premium

Number of Datapoints

82,909

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ESG scores for US funds

Documentation

Summary

Reputation Rankings and ESG scores for US Funds

Key Features
  • Reputational ESG Scores for institutional funds
  • Level 1 : Environment, social and governance
  • Level 2 :  Climate change, pollution and waste, social opportunities, product liability
  • Level 3 : Most granular level of taxonomy – including emissions, nuclear, green energy, labour standards, supply chain, corruption, prosecution etc.
  • Percentile rankings across each metrics for funds
  • Based on positive and negative reputation datapoints from 10,000+ news sources
  • Updated each month
Supporting Documents
  • For full taxonomy click on here
Delivery
  • Our reputation and ESG Scores for US funds dataset is updated daily by 6 AM ET, Tuesday to Saturday, following each trading day with the previous day’s Consolidated Quotes & Trades data.
Coverage and Data Format

Our reputation and ESG scores for US funds dataset covers over 4979 US based funds.

Column Definitions
Table 1

Column

Data Type

Description

Example

cik

String

CIK code

2024-02-12

manager_name

String

Investment manager

Manager Fund

topic

Integer

Highest level of grouping (i.e. environmental, social or governance)

Environmental

overall_score

Integer

ESG Scores between 0 and 100

60

overall_percentile

Integer

0 - 100. 0 lowest percentile, 100 is highest possible percentile

32

quartile

String

Bottom (lowest 25% AUM)

Middle (25-75% AUM)

Top (top 25% AUM)

Bottom

quartile_percentile

Integer

Adjusted percentile score for based on AUM quartile

61

last_holding_date

Date

Last filing date

2024-03-01

Table 2

Column

Data Type

Description

Example

cik

String

CIK code

2024-02-12

manager_name

String

Investment manager

Manager Fund

sub-topic

Integer

Mid-level ESG groups:

  • Climate Change, Natural Resources, Pollution & Waste
  • Corporate Behaviour, Corporate Governance
  • Product Liability
  • Social Opportunities, Human Capital

Human Capital

overall_score

Integer

ESG Scores between 0 and 100

60

overall_percentile

Integer

0 - 100. 0 lowest percentile, 100 is highest possible percentile

32

quartile

String

Bottom (lowest 25% AUM)

Middle (25-75% AUM)

Top (top 25% AUM)

Bottom

quartile_percentile

Integer

Adjusted percentile score for based on AUM quartile

61

last_holding_date

Date

Last filing date

2024-03-01

Table 3

Column

Data Type

Description

Example

cik

String

CIK code


2024-02-12

manager_name

String

Investment manager

Manager Fund

category

Integer

Our most granular groups, examples include:


  • Climate Action, Electronic Waste, Green Energy, Nuclear, Pollution and Waste, Biodiversity, Clean Water, Animals, Emissions, Natural Resources, Toxic Emissions, Natural Disasters
  • Packaging Material, Afford and Clean Energy, Deforestation, Recycling, Raw Material Sourcing
  • Anti-Competitive, Negligence, Deception, Political Risk, Corruption, Prosecution, Illegal Activity, Intellectual Property, Risk and Safety

Social Opportunities, Human Capital, Regulatory Violation

Human Capital

overall_score

Integer

ESG Scores between 0 and 100

60

overall_percentile


Integer

0 - 100. 0 lowest percentile, 100 is highest possible percentile

32

quartile


String

Bottom (lowest 25% AUM)

Middle (25-75% AUM)

Top (top 25% AUM)

Bottom

quartile_percentile

Integer

Adjusted percentile score for based on AUM quartile

61


last_holding_date

Date

Last filing date

2024-03-01

Quick Start Example

A subset of this data is available for testing without a subscription. See below for an example or download here

CSV
A subset of this data is available for testing without a subscription. See below for an example or download here
				
					date_of_holdings,investment_manager,subtopic,overall_score,overall_percentile_rank,quartile_level,quartile_based_percentile_rank
30/04/2024,harel insurance investments & financial servic...,corporate behaviour,47,88,bottom,87
30/04/2024,harel insurance investments & financial servic...,environmental opportunities,55,14,bottom,19
30/04/2024,harel insurance investments & financial servic...,corporate governance,51,6,bottom,4
30/04/2024,harel insurance investments & financial servic...,natural resources,54,8,bottom,7
30/04/2024,harel insurance investments & financial servic...,pollution and waste,54,18,bottom,30
30/04/2024,harel insurance investments & financial servic...,climate change,55,8,bottom,7
30/04/2024,harel insurance investments & financial servic...,social opportunities,52,7,bottom,6
30/04/2024,harel insurance investments & financial servic...,product liability,50,25,bottom,39
30/04/2024,harel insurance investments & financial servic...,human capital,52,7,bottom,6
12/04/2024,annex advisory services llc,climate change,60,17,top,13

				
			

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