# Fixed Income – Key metrics
## Modified duration	Yield to worst

## Fixed Income	3.64	3.41%
| Risk overview - ex post |  |
| --- | --- |
|  | 1 year | 3 years |  | 5 years |
|  | Portfolio | Portfolio |  | Portfolio |
| Minimum net return, in % | -4.61 | -8.69 |  | -8.69 |
| Maximum net return, in % | 2.83 | 4.92 |  | 4.92 |
| Maximum drawdown, in % | -11.15 | -11.69 |  | -11.69 |
| Sharpe ratio | -1.54 | 0.00 |  | 0.11 |
|  |  |  |  |  |
| Cash and Cash Equivalents |  |  |  |  |
| as of 2022-07-31 |  |  |  |  |
| Instrument Name | Currency |  |  | Weight |
| Cash and Cash Equivalents |  |  |  | 4.57% |
|  |  |  |  |  |
| Top 5 positions by segment as of 2022-07-31 |  |  |  |  |
| Instrument Name | Currency | Coupon p.a. | Maturity date | Weight |
| Fixed Income |  |  |  | 59.52% |
| ISHARES $ TREASURY BOND -7YR UCITS | USD |  |  | 8.36% |
| UBS LFS SBI FOREIGN AAA-BBB -5 ES | CHF |  |  | 8.33% |
| ISHARES $ CORP BOND -3YR ESG UCITS | USD |  |  | 4.22% |
| BNPP EASY JPM ESG EMBI GBL DVSFD C | USD |  |  | 3.95% |
| UBS LFS SBI FOREIGN AAA-BBB -10 E | CHF |  |  | 3.44% |
| Equities |  |  |  | 28.63% |
| CSIF (Lux) EQ EMU ESG Blue QBX EUR | EUR |  |  | 6.75% |
| STATE STREET GLOBAL ADVISORS S | CHF |  |  | 6.63% |
| CSIF (IE) MSCI USA ESG LEADERS BLU | USD |  |  | 6.17% |
| CSIF (Lux) EQ EM ESG BLUE QBX USD | USD |  |  | 4.48% |
| ISHARES MSCI USA SRI UCITS ETF USD | USD |  |  | 1.68% |
| Alternatives |  |  |  | 7.28% |
| UBS(IRL)FDSLTNSPLC CMCI COMP SF UC | USD |  |  | 4.79% |
| CSIF (IE) FTSE EPRA NAREIT DVLP GR | EUR |  |  | 2.49% |
| CSIF (IE) FTSE EPRA NAREIT DVLP GR | EUR |  |  | 0.00% |
| UBS(IRL)FDSLTNSPLC CMCI COMP SF UC | USD |  |  | 0.00% |


## The Fund’s use of leverage may lead to an amplified reaction to market movements, i.e. increase the volatility of the Fund and may amount to a more substantial loss than in unleveraged products.

Translation (ENFR, 2022-08-31):
# Obligations – Chiffres clés
## Duration modifiée	Pire rendement
| Obligations |  |  | 3.64 | 3.41% |
| --- | --- | --- | --- | --- |
|  |  |  |  |  |
| Aperçu des risques - ex post |  |  |  |  |
|  | 1 an | 3 années |  | 5 années |
|  | Portefeuille | Portefeuille |  | Portefeuille |
| Rendement net minimal, en % | -4.61 | -8.69 |  | -8.69 |
| Rendement net maximal, en % | 2.83 | 4.92 |  | 4.92 |
| Drawdown maximal, en % | -11.15 | -11.69 |  | -11.69 |
| Ratio de Sharpe | -1.54 | 0.00 |  | 0.11 |
|  |  |  |  |  |
| Liquidités et équivalents de liquidités |  |  |  |  |
| au 2022-07-31 |  |  |  |  |
| Nom de l’instrument | Devises |  |  | Pondération |
| Liquidités et équivalents |  |  |  | 4.57% |
|  |  |  |  |  |
| Top 5 positions par segment au 2022-07-31 |  |  |  |  |
| Nom de l’instrument | Devises | Coupon par an | Date d'échéance | Pondération |
| Obligations |  |  |  | 59.52% |
| ISHARES $ TREASURY BOND -7YR UCITS | USD |  |  | 8.36% |
| UBS LFS SBI FOREIGN AAA-BBB -5 ES | CHF |  |  | 8.33% |
| ISHARES $ CORP BOND -3YR ESG UCITS | USD |  |  | 4.22% |
| BNPP EASY JPM ESG EMBI GBL DVSFD C | USD |  |  | 3.95% |
| UBS LFS SBI FOREIGN AAA-BBB -10 E | CHF |  |  | 3.44% |
| Actions |  |  |  | 28.63% |
| CSIF (Lux) EQ EMU ESG Blue QBX EUR | EUR |  |  | 6.75% |
| STATE STREET GLOBAL ADVISORS S | CHF |  |  | 6.63% |
| CSIF (IE) MSCI USA ESG LEADERS BLU | USD |  |  | 6.17% |
| CSIF (Lux) EQ EM ESG BLUE QBX USD | USD |  |  | 4.48% |
| ISHARES MSCI USA SRI UCITS ETF USD | USD |  |  | 1.68% |
| Investissements alternatifs |  |  |  | 7.28% |
| UBS(IRL)FDSLTNSPLC CMCI COMP SF UC | USD |  |  | 4.79% |
| CSIF (IE) FTSE EPRA NAREIT DVLP GR | EUR |  |  | 2.49% |
| CSIF (IE) FTSE EPRA NAREIT DVLP GR | EUR |  |  | 0.00% |
| UBS(IRL)FDSLTNSPLC CMCI COMP SF UC | USD |  |  | 0.00% |

L’utilisation de l’effet de levier par le fonds peut entraîner une amplification des mouvements de marché, c’est-à-dire augmenter la volatilité du fonds, ainsi qu’un accroissement des pertes par rapport aux produits qui n’utilisent pas cet effet de levier.