Portfolio Social Risk Score

The Portfolio Social Risk Score is the asset-weighted average of the Company Social Risk Scores for the covered corporate holdings in a portfolio. Company Social Risk Scores from Sustainalytics measure the degree to which a company’s economic value may be at risk driven by social factors.

The social risk represents unmanaged social risk exposure after taking into account a company’s management of such risks. The Social Risk Scores are displayed as a number between 0 and 100, though most scores range between 0 and 25.