# Fixed Income – Key metrics
## Modified duration	Yield to worst
2 

## 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.
| Fixed Income – Key metrics |  |
| --- | --- |
|  |  | Modified duration |  | Yield to worst |
| Fixed Income |  | 4.37 |  | 4.12% |
|  |  |  |  |  |
| Risk overview - ex post |  |  |  |  |
|  | 1 year | 3 years |  | 5 years |
|  | Portfolio | Portfolio |  | Portfolio |
| Minimum net return, in % | -4.92 | -6.94 |  | -6.94 |
| Maximum net return, in % | 4.58 | 4.58 |  | 4.58 |
| Maximum drawdown, in % | -12.59 | -14.68 |  | -14.68 |
| Sharpe ratio | -0.87 | -0.05 |  | 0.10 |
|  |  |  |  |  |
| Cash and Cash Equivalents |  |  |  |  |
| as of 2022-12-31 |  |  |  |  |
| Instrument Name | Currency |  |  | Weight |
| Cash and Cash Equivalents |  |  |  | 3.29% |
|  |  |  |  |  |
| Top 10 positions as of 2022-12-31 |  |  |  |  |
| Instrument Name | Currency | Coupon p.a. | Maturity date | Weight |
| CS LUX GL HIGH YIELD BF MB USD | USD |  |  | 2.98% |
| TREASURY NOTE | USD | 2.25% | 15.11.2024 | 1.33% |
| COOPERATIEVE RABOBANK UA | EUR | 0.25% | 30.10.2026 | 1.02% |
| MICROSOFT CORP | USD |  |  | 1.02% |
| EDP FINANCE BV | EUR | 1.88% | 13.10.2025 | 1.01% |
| ING GROEP NV | EUR | 2.50% | 15.11.2030 | 0.96% |
| SPAIN (KINGDOM OF) | EUR | 1.60% | 30.04.2025 | 0.95% |
| SPAIN (KINGDOM OF) | EUR | 2.75% | 31.10.2024 | 0.89% |
| GERMANY (FEDERAL REPUBLIC OF) | EUR | 1.50% | 15.05.2023 | 0.85% |
| E.ON SE | EUR | 0.88% | 20.08.2031 | 0.83% |

Translation (ENFR, 2023-01-31):
# Obligations – Chiffres clés
## Duration modifiée	Pire rendement
| Obligations |  |  | 4.37 | 4.12% |
| --- | --- | --- | --- | --- |
|  |  |  |  |  |
| Aperçu des risques - ex post |  |  |  |  |
|  | 1 an | 3 années |  | 5 années |
|  | Portefeuille | Portefeuille |  | Portefeuille |
| Rendement net minimal, en % | -4.92 | -6.94 |  | -6.94 |
| Rendement net maximal, en % | 4.58 | 4.58 |  | 4.58 |
| Drawdown maximal, en % | -12.59 | -14.68 |  | -14.68 |
| Ratio de Sharpe | -0.87 | -0.05 |  | 0.10 |
|  |  |  |  |  |
| Liquidités et équivalents de liquidités |  |  |  |  |
| au 2022-12-31 |  |  |  |  |
| Nom de l’instrument | Devises |  |  | Pondération |
| Liquidités et équivalents |  |  |  | 3.29% |
|  |  |  |  |  |
| 10 plus larges positions au 2022-12-31 |  |  |  |  |
| Nom de l’instrument | Devises | Coupon par an | Date d'échéance | Pondération |
| CS LUX GL HIGH YIELD BF MB USD | USD |  |  | 2.98% |
| TREASURY NOTE | USD | 2.25% | 15.11.2024 | 1.33% |
| COOPERATIEVE RABOBANK UA | EUR | 0.25% | 30.10.2026 | 1.02% |
| MICROSOFT CORP | USD |  |  | 1.02% |
| EDP FINANCE BV | EUR | 1.88% | 13.10.2025 | 1.01% |
| ING GROEP NV | EUR | 2.50% | 15.11.2030 | 0.96% |
| SPAIN (KINGDOM OF) | EUR | 1.60% | 30.04.2025 | 0.95% |
| SPAIN (KINGDOM OF) | EUR | 2.75% | 31.10.2024 | 0.89% |
| GERMANY (FEDERAL REPUBLIC OF) | EUR | 1.50% | 15.05.2023 | 0.85% |
| E.ON SE | EUR | 0.88% | 20.08.2031 | 0.83% |

2 

## 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.