Figure 6
The illustration shows two panels, each titled “Distribution of Portfolio Metrics”. Each panel contains three histograms labeled “E S G”, “Return”, and “Risk”. In the left panel, the vertical axis is labeled “Frequency”, and the horizontal axis is labeled “Value”. In the E S G histogram, the horizontal axis ranges from 0.60 to 0.80 with an interval of 0.05, and the vertical axis ranges from 0 to 600 with an interval of 200. The bars form a narrow bell-shaped distribution with the highest frequencies around 0.68 to 0.72, peaking near 600. Frequencies taper symmetrically toward both ends, approaching near 0 at the extremes. In the return histogram, the horizontal axis ranges from 0.09 to 0.12 with an interval of 0.01, and the vertical axis ranges from 0 to 600 with an interval of 200. The bars cluster tightly around 0.10 to 0.11, with peak frequencies near 600, and decrease gradually toward both lower and higher values. In the risk histogram, the horizontal axis ranges from 0.100 to 0.120 with an interval of 0.005, and the vertical axis ranges from 0 to 1000 with an interval of 250. The bars are highly concentrated between about 0.102 and 0.108, forming a steep, narrow peak near 1000, with rapid decline on both sides. A legend labeled “Metric” appears to the right of these histograms, showing “E S G”, “Return”, and “Risk” with distinct colors. In the right panel, the vertical axis is labeled “Count”, and the horizontal axis is labeled “Value”. In the E S G histogram, the horizontal axis ranges from 0.5 to 1.0 with an interval of 0.1, and the vertical axis ranges from 0 to 10 with an interval of 5. Bars are distributed across the full range, with most bin heights between 5 and 15, showing a relatively even spread without a single dominant peak. In the return histogram, the horizontal axis ranges from 0.05 to 0.15 with an interval of 0.025, and the vertical axis ranges from 0 to 15 with an interval of 5. Bars are moderately concentrated around 0.08 to 0.12, with counts generally between 5 and 15 and slight variation between bins. In the risk histogram, the horizontal axis ranges from 0.05 to 0.20 with an interval of 0.05, and the vertical axis ranges from 0 to 10 with an interval of 5. Bars extend across the full range, with counts mostly between 5 and 15 and slightly higher concentration around mid-range values. Across both panels, the left set shows smooth, high-frequency, tightly clustered distributions, while the right set shows lower-count, broader distributions with more evenly spread bar heights. Note: All numerical data values are approximated.Distribution of simulated portfolio metrics (Return, Risk, ESG)