# Risk overview - ex post
## since 01.10.2012, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 3.94 | 5.63 | -21.12 | -8.70 | -5.46 | -0.32 |  | Portfolio volatility | 19.56 | 12.89 | 10.28 | 7.75 |
| Benchmark | 1.48 | 2.45 | -10.93 | -3.73 | -1.57 | 0.95 |  | Benchmark volatility | 7.54 | 6.09 | 4.96 | 4.09 |
| Relative net | 2.46 | 3.18 | -10.19 | -4.97 | -3.89 | -1.27 |  | Tracking error | 13.32 | 8.06 | 6.35 | 4.59 |

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 01.01.2013, in % |  |  |  |  |  |  |
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portfolio net | 1.97 | 8.67 | 4.13 | 4.73 | 3.81 | -7.04 | 6.76 | 0.32 | -3.83 | -21.12 |
| Benchmark | 0.36 | 6.22 | 2.86 | 3.60 | 2.72 | -2.79 | 6.53 | 4.79 | -4.42 | -10.93 |
| Relative net | 1.61 | 2.45 | 1.27 | 1.13 | 1.09 | -4.26 | 0.23 | -4.47 | 0.59 | -10.19 |

Translation (ENFR, 2022-12-31):
# Aperçu des risques - ex post
depuis 01.10.2012, en %
Risque annualisé, en %
|  | 1 mois | 3 mois | 1 an | 3 années | 5 années | ITD |  |  | 1 an | 3 années | 5 années | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portefeuille net | 3.94 | 5.63 | -21.12 | -8.70 | -5.46 | -0.32 |  | Volatilité portefeuille | 19.56 | 12.89 | 10.28 | 7.75 |
| Indice de référence | 1.48 | 2.45 | -10.93 | -3.73 | -1.57 | 0.95 |  | Volatilité indice Erreur de suivi | 7.54 13.32 | 6.09 8.06 | 4.96 6.35 | 4.09 4.59 |
| Relatif net | 2.46 | 3.18 | -10.19 | -4.97 | -3.89 | -1.27 |  |  |  |  |  |  |

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 01.01.2013, en % |  |  |  |  |  |  |
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portefeuille net | 1.97 | 8.67 | 4.13 | 4.73 | 3.81 | -7.04 | 6.76 | 0.32 | -3.83 | -21.12 |
| Indice de référence | 0.36 | 6.22 | 2.86 | 3.60 | 2.72 | -2.79 | 6.53 | 4.79 | -4.42 | -10.93 |
| Relatif net | 1.61 | 2.45 | 1.27 | 1.13 | 1.09 | -4.26 | 0.23 | -4.47 | 0.59 | -10.19 |