# Risk & Reward Profile (SRRI)
Lower risk, potentially lower rewards Higher risk, potentially higher rewards
The SRRI represents the risk and return profile as presented in the Key Investor Information Document (KIID). The lowest category does not imply that there is no risk. The SRRI is not guaranteed and may change over time.

## Risk analysis (rolling)
05/16
11/16
05/17
11/17
05/18
11/18
05/19
11/19
05/20
11/20
05/21
1 year  3 years  5 years
| 50 |  |  |  |  | Portfolio volatility | 17.21% | 23.13% | 19.91% |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | Benchmark volatility | 17.74% | 22.93% | 19.57% |
|  |  |  |  |  | Ex-post Tracking Error | 3.74% | 3.93% | 3.68% |
|  | Portfolio | Benchmark |  |  | Information ratio | -3.55 | -1.60 | -1.42 |
|  |  |  |  |  | Sharpe ratio | 1.75 | 0.19 | 0.29 |
| Cumulative Returns * |  |  |  |  | Beta | 0.95 | 0.99 | 1.00 |

|  | YTD | 1 month | 3 months | 1 year | 3 years | 5 years | Since |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Since | 31/12/2020 | 30/04/2021 | 26/02/2021 | 29/05/2020 | 31/05/2018 | 31/05/2016 | 29/05/1998 |
| Portfolio | 12.53% | 2.32% | 9.93% | 33.74% | 12.12% | 30.42% | 315.97% |
| Benchmark | 17.59% | 2.63% | 11.53% | 47.23% | 33.78% | 65.94% | 339.60% |
| Spread | -5.06% | -0.31% | -1.60% | -13.49% | -21.67% | -35.52% | -23.63% |

| Performance analytics |  |
| --- | --- |
|  | Inception to date |
| Maximum drawdown | -58.92% |
| Recovery period (days) | 1523 |
| Worst month | 03/2020 |
| Lowest return | -21.70% |
| Best month | 11/2020 |
| Highest return | 16.70% |


## Calendar year performance *
|  | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio | 1.54% | 23.35% | -18.20% | 14.49% | -6.31% | 17.00% | 2.22% | 28.38% | 24.11% | -13.87% |
| Benchmark | 5.45% | 28.21% | -12.72% | 15.37% | 2.71% | 17.81% | 7.12% | 28.31% | 24.74% | -16.92% |
| Spread | -3.91% | -4.86% | -5.48% | -0.88% | -9.02% | -0.81% | -4.90% | 0.07% | -0.62% | 3.05% |

* Source : Amundi. The above results pertain to full 12-month period per calendar year. All performances are calculated net income reinvested and net of all charges taken by the Sub-Fund and expressed with the round-off superior. Past performance is not a reliable indicator of future performance. The value of investments may vary upwards or downwards according to market conditions.
- www.societegeneralegestion.frThis material is solely for the attention of “professional” investors.

Translation (ENFR, 2021-05-31):
# Profil de risque et de rendement (SRRI)
A risque plus faible, rendement potentiellement plus faible A risque plus élevé, rendement potentiellement plus élevé
Le SRRI correspond au profil de risque et de rendement présent dans le Document d’Information Clé pour l’Investisseur (DICI). La catégorie la plus faible ne signifie pas « sans risque ». Il n’est pas garanti et pourra évoluer dans le temps.

## Indicateur(s) glissant(s)
05/16
11/16
05/17
11/17
05/18
11/18
05/19
11/19
05/20
11/20
05/21
1 an	3 ans	5 ans
| 50 |  |  |  |  | Volatilité du portefeuille | 17,21% | 23,13% | 19,91% |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | Volatilité de l'indice | 17,74% | 22,93% | 19,57% |
|  |  |  |  |  | Tracking Error ex-post | 3,74% | 3,93% | 3,68% |
|  | Portefeuille | Indice |  |  | Ratio d'information | -3,55 | -1,60 | -1,42 |
|  |  |  |  |  | Ratio de Sharpe | 1,75 | 0,19 | 0,29 |
| Performances glissantes * |  |  |  |  | Beta | 0,95 | 0,99 | 1,00 |

|  | Depuis le | 1 mois | 3 mois | 1 an | 3 ans | 5 ans | Depuis le |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Depuis le | 31/12/2020 | 30/04/2021 | 26/02/2021 | 29/05/2020 | 31/05/2018 | 31/05/2016 | 29/05/1998 |
| Portefeuille | 12,53% | 2,32% | 9,93% | 33,74% | 12,12% | 30,42% | 315,97% |
| Indice | 17,59% | 2,63% | 11,53% | 47,23% | 33,78% | 65,94% | 339,60% |
| Ecart | -5,06% | -0,31% | -1,60% | -13,49% | -21,67% | -35,52% | -23,63% |

| Analyse des rendements |  |
| --- | --- |
|  | Depuis le lancement |
| Baisse maximale | -58,92% |
| Délai de recouvrement (jours) | 1523 |
| Moins bon mois | 03/2020 |
| Moins bonne performance | -21,70% |
| Meilleur mois | 11/2020 |
| Meilleure performance | 16,70% |


## Performances calendaires (1) *
|  | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portefeuille | 1,54% | 23,35% | -18,20% | 14,49% | -6,31% | 17,00% | 2,22% | 28,38% | 24,11% | -13,87% |
| Indice | 5,45% | 28,21% | -12,72% | 15,37% | 2,71% | 17,81% | 7,12% | 28,31% | 24,74% | -16,92% |
| Ecart | -3,91% | -4,86% | -5,48% | -0,88% | -9,02% | -0,81% | -4,90% | 0,07% | -0,62% | 3,05% |

* Les performances sont calculées dans la devise de référence, sur des données historiques. Les performances affichées sont nettes de frais de gestion. (1) Les performances calendaires couvrent des périodes complètes de 12 mois pour chaque année civile. Les performances ne sont pas constantes dans le temps et ne préjugent pas des performances et des rendements futurs. La valeur des investissements peut varier à la hausse ou à la baisse selon l'évolution des marchés.
- www.societegeneralegestion.fr