The TSC Water Security Index® Family are equity benchmark indices which measure the performance of large capitalisation stocks, weighted by their exposure to Water Risk, as quantified by a proprietary methodology sponsored by TSC and designed by Anatase Ltd. Constituents with lower Water Risk are over-weighted while those with higher Water Risk are underweighted. The TSC Water Security Index® Family provides a liquid, investible underlying for investment products that offer high correlation to the equity markets while significantly reducing Water Footprint in order to advance responsible investing, and UN SDG 6 “Water Security” in global capital markets.
The TSC US Water Security PR Index® is constructed using Thomas Schumann Capital®’s proprietary water risk metrics. The TSC US Water Security PR Index measures the price return of a quarterly rebalanced, diversified portfolio of large cap shares from the USA. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the market.
The TSC US Water Security NR Index® is constructed using Thomas Schumann Capital®’s proprietary water risk metrics. The TSC US Water Security NR Index measures the net return of a quarterly rebalanced, diversified portfolio of large cap shares from the USA. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the market.
The TSC Euro Water Security PR Index® is constructed using Thomas Schumann Capital®’s proprietary water risk metrics. The TSC Euro Water Security PR Index measures the price return of a quarterly rebalanced, diversified portfolio of large cap shares from the Eurozone. Constituent weights are determined proportionately to their level of water risk, targeting a lower water footprint vs. the market.
The TSC Euro Water Security Index® is constructed using Thomas Schumann Capital®’s proprietary water risk metrics. The TSC Euro Water Security NR Index measures the net return of a quarterly rebalanced, diversified portfolio of large cap shares from the Eurozone. Constituent weights are determined proportionately to their level of water risk, targeting a much lower water footprint vs. the market.
Thomas Schumann Capital® (TSC) is owner and sponsor of the TSC Water Security Index® Family, and is the only solution provider at the nexus of UN Sustainable Development Goal 6 “Water Security” and responsible investing. TSC sponsors the TSC Water Security Index® Family in order to enable investors to integrate physical and financial water risk into investment decisions to achieve sustainable performance, positive impact, water stewardship and engagement.
Moorgate Benchmarks Ltd took over the calculation of the indices in December 2020, providing daily calculations from 30th October using the pre-existing constituents and weights. Index history dated prior to that was created by the previous administrator.
Various updates were made to the index methodology which applied from the January 2021 review onwards. Moorgate Benchmarks took on its formal regulatory responsibilities as benchmark administrator on February 01 2021.
Further information regarding water security, provided by Thomas Schumann Capital LLC: “Investing in Water Security”
