| Portfolio | Mean (%) | Std.Dev (%) | Sharpe ratio | Skewness | Kurtosis |
| Mining |
|
|
|
|
|
| Best-in-class (environment) | 10.80 | 14.89 | 0.73 | −0.46 | 3.83 |
| Worst-in-class (environment) | 9.60 | 16.28 | 0.59 | −0.59 | 3.96 |
| Best-in-class (employee) | 12.10 | 14.55 | 0.83 | −0.21 | 3.19 |
| Worst-in-class (employee) | 12.00 | 16.28 | 0.74 | −0.29 | 5.43 |
| Best-in-class (community) | 10.80 | 13.86 | 0.78 | −0.38 | 3.43 |
| Worst-in-class (community) | 12.00 | 16.30 | 0.76 | −0.29 | 3.72 |
| Manufacturing |
|
|
|
|
|
| Best-in-class (environment) | 15.60 | 21.13 | 0.74 | −0.41 | 4.37 |
| Worst-in-class (environment) | 12.00 | 19.05 | 0.63 | −0.08 | 7.76 |
| Best-in-class (employee) | 14.40 | 18.71 | 0.77 | −0.21 | 3.19 |
| Worst-in-class (employee) | 14.40 | 20.78 | 0.69 | −0.65 | 5.68 |
| Best-in-class (community) | 12.00 | 18.01 | 0.67 | −0.41 | 4.37 |
| Worst-in-class (community) | 18.00 | 18.71 | 0.96 | −0.25 | 4.33 |
| Services |
|
|
|
|
|
| Best-in-class (environment) | 12.00 | 21.82 | 0.55 | 0.11 | 3.93 |
| Worst-in-class (environment) | 18.00 | 25.98 | 0.69 | 0.80 | 5.73 |
| Best-in-class (employee) | 13.20 | 21.82 | 0.60 | −0.31 | 3.66 |
| Worst-in-class (employee) | 9.60 | 16.63 | 0.58 | −0.45 | 3.87 |
| Best-in-class (community) | 9.60 | 20.44 | 0.47 | 0.28 | 5.07 |
| Worst-in-class (community) | 13.20 | 22.52 | 0.59 | 0.17 | 5.17 |