# Risk overview - ex post
## since 01.10.2013, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 3.92 | 5.59 | -21.25 | -8.81 | -5.61 | -0.72 |  | Portfolio volatility | 19.56 | 12.90 | 10.29 | 7.97 |
| Benchmark | 1.48 | 2.45 | -10.93 | -3.73 | -1.57 | 0.93 |  | Benchmark volatility | 7.54 | 6.09 | 4.96 | 4.02 |
| Relative net | 2.44 | 3.14 | -10.33 | -5.07 | -4.04 | -1.65 |  | Tracking error | 13.32 | 8.07 | 6.35 | 4.81 |

1 

## If the currency of a financial product and/or its costs is different from your reference currency, the return and cost may increase or decrease as a result of currency fluctuations.
| Key risk figures Modified duration | Portfolio 3.72 | Benchmark 3.12 |  | Linear weighted average credit rating | Portfolio BBB | Benchmark BBB+ |
| --- | --- | --- | --- | --- | --- | --- |
| Yield to worst | 5.27% | 4.01% |  |  |  |  |
| Average maturity in years | 9.52 | 3.58 |  |  |  |  |
|  |  |  |  |  |  |  |
| Performance overview - yearly since 01.10.2013, in % |  |  |  |  |  |  |
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portfolio net | 2.13 | 8.56 | 3.73 | 4.81 | 3.62 | -7.37 | 6.66 | 0.23 | -3.92 | -21.25 |
| Benchmark | 1.41 | 6.22 | 2.86 | 3.60 | 2.72 | -2.79 | 6.53 | 4.79 | -4.42 | -10.93 |
| Relative net | 0.72 | 2.34 | 0.86 | 1.20 | 0.91 | -4.58 | 0.13 | -4.56 | 0.50 | -10.33 |

Translation (ENFR, 2022-12-31):
# Aperçu des risques - ex post
depuis 01.10.2013, en %
Risque annualisé, en %
|  | 1 mois | 3 mois | 1 an | 3 années | 5 années | ITD |  |  | 1 an | 3 années | 5 années | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portefeuille net | 3.92 | 5.59 | -21.25 | -8.81 | -5.61 | -0.72 |  | Volatilité portefeuille | 19.56 | 12.90 | 10.29 | 7.97 |
| Indice de référence | 1.48 | 2.45 | -10.93 | -3.73 | -1.57 | 0.93 |  | Volatilité indice Erreur de suivi | 7.54 13.32 | 6.09 8.07 | 4.96 6.35 | 4.02 4.81 |
| Relatif net | 2.44 | 3.14 | -10.33 | -5.07 | -4.04 | -1.65 |  |  |  |  |  |  |

1 
Si la devise d’un produit financier et/ou ses coûts sont différents de votre devise de référence, son rendement et ses coûts peuvent augmenter ou décroitre en fonction de la fluctuation des devises.
| Chiffres clés des risques | Portefeuille | Indice de                                 référence |  |  | Portefeuille | Indice de                                 référence |
| --- | --- | --- | --- | --- | --- | --- |
| Duration modifiée | 3.72 | 3.12 |  | Notation de crédit moyenne pondérée linéaire | BBB | BBB+ |
| Yield to worst | 5.27% | 4.01% |  |  |  |  |
| WAL to worst en années | 9.52 | 3.58 |  |  |  |  |
|  |  |  |  |  |  |  |
| Aperçu de la performance - annuelle depuis 01.10.2013, en % |  |  |  |  |  |  |
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portefeuille net | 2.13 | 8.56 | 3.73 | 4.81 | 3.62 | -7.37 | 6.66 | 0.23 | -3.92 | -21.25 |
| Indice de référence | 1.41 | 6.22 | 2.86 | 3.60 | 2.72 | -2.79 | 6.53 | 4.79 | -4.42 | -10.93 |
| Relatif net | 0.72 | 2.34 | 0.86 | 1.20 | 0.91 | -4.58 | 0.13 | -4.56 | 0.50 | -10.33 |