Maximizing TBLI Outcomes

November 2009 O. Sam Folin 1700 Sansom St. 11 th Floor Philadelphia, PA 19103 215-525-4857 benchmarkam.com “ Wise counsel, thoughtful strategies and investments for positive impact” Putting The “I” Back in SRI TBLI Conference Amsterdam

Money Management Focused on Sustainability & Risk
Portfolio optimization through:
Forward looking asset allocation
Multiple asset classes
Rigorous triple-bottom-line research
Focus on companies that are net positive
(see wikipositive.org)
Traditional negative screens
Value investing provides additional risk control
 Benchmark 2009

Adding Risk Management
Diversification
Forward Looking Asset Allocation
Selective Hedging
 Benchmark 2009

HEDGED EQUITY PORTFOLIO Stocks were still expensive after the bear market of 2000-2002  Benchmark 2009 15.8 x Median Real S&P 500 P/E Ratio – 10 yr Moving Average* * Source: Robert Schiller Web Site

 Benchmark 2009 Current efficient frontier provides much more reward for taking additional risk. We now expect to expand risk gradually in 2009 (where suitable). In 2005, the Efficient Frontier required a big increase in risk for each 1% increase in return. We chose to take less risk. * Data based upon Benchmark 5-10 year Expected Returns, December 2005 and January 2009 Benchmark Projected Efficient Frontier: Then & Now

Contact Information  Benchmark 2009 Managing Directors G. Benjamin Bingham John J. Campagna O. Sam Folin Roger Frank Email : [email_address] [email_address] [email_address] [email_address] 1700 Sansom Street, 11 th Floor Philadelphia, PA 19103 Phone: (215) 525-4857 Fax: (215) 557-0912 Website: www.benchmarkam.com “ Wise counsel, thoughtful strategies and investments for positive impact”

Maximizing TBLI Outcomes

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