Thematic Investing

This project aims to assess the utility of a given portfolio theme (i.e., sustainability, low beta, sector specific investing, etc.) when compared to a larger population benchmark (the S&P 500 in this case). At large scale (the big question), research in this repo aims to validate the marginal utility of increased diversification, by showing compromises in utility in a given subset of the larger population. Essentially, how much utility do you sacrifice by restricting your portfolio to a given theme of securities?

Calculated utilities in comparison to the S&P 500.