金融界5月19日消息，A股三大指数收盘涨跌不一，中证海通证券ESG股债联动策略指数 (海通ESG股债联动，931227)报1624.29点。
数据统计显示，中证海通证券ESG股债联动策略指数近一个月下跌0.43%，近三个月下跌0.30%，年至今上涨1.95%。
据了解，中证海通证券ESG股债联动策略指数基于方差模型与风险平价模型，结合市场信号，对ESG股票组合与国债等资产进行配置，为市场提供兼具较低波动率与ESG特征的跨资产组合基准。该指数以2017年12月29日为基日，以1000.0点为基点。
资料显示，中证海通证券ESG股债联动策略指数每月调整一次，调整计算日为截止到上月末的最后一个交易日，调整实施时间为每月的第三个交易日。特殊情况下将对中证海通证券ESG股债联动策略指数的构成进行临时调整。细分标的资产发生终止时，将其从指数中剔除，并在合适的情况下，选取其它标的资产替代。
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