In this project, I analyze the returns of several Environmental, Social, and Governance (ESG) funds. I focus on data spanning two distinct periods: before the COVID-19 pandemic (2014-2019) and after (2019-2023). This approach aims to gain insights into the performance of these funds during the crisis.
For the analysis, I conduct style and industry analyses using minimum variance optimization. This method reveals the exposure of the different funds to various industry sectors and market indices.
I use 'Plotly' package to create all the plots and make them interactive.