# Returns (Source: Fund Admin) - Past performance does not predict future returns
## Performance evolution (rebased to 100) from 30/09/2017 to 30/09/2022* (Source: Fund Admin)	Risk analysis (rolling) (Source: Fund Admin)
| 130 |  |  | 1 year | 3 years | 5 years |
| --- | --- | --- | --- | --- | --- |
|  |  | Portfolio volatility | 9.08% | 12.78% | 10.60% |
| 120 |  | Benchmark volatility | 9.06% | 9.50% | 8.28% |

110
100
90
09/17
03/18
09/18
03/19
09/19
03/20
09/20
03/21
09/21
03/22
09/22
80

### Portfolio (104.27)	Benchmark (105.40)

### Volatility is a statistical indicator that measures an asset’s variations around its average value. For example, market variations of +/- 1.5% per day correspond to a volatility of 25% per year.

## Sub-Fund Statistics (Source: Amundi)

### Portfolio	Benchmark

### Yield	10.46%    8.47%

### Modified duration ¹	4.086.23

### Average rating ²	BB	BB+

### Total portfolio holdings	385	-

### Issuer number	222	-

### Yield to Maturity	10.17%	8.50%

### Current Yield	9.09%	6.46%

### ¹ Modified duration (in points) estimates a bond portfolio’s

## Cumulative Returns * (Source: Fund Admin)
| Since | YTD 31/12/2021 | 1 month 31/08/2022 | 3 months 30/06/2022 | 1 year 30/09/2021 | 3 years 30/09/2019 | 5 years 30/09/2017 | Since 18/12/2000 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio | -8.80% | -3.55% | 1.72% | -9.79% | -9.20% | 4.27% | 210.09% |
| Benchmark | -11.16% | -3.69% | 1.76% | -9.93% | -10.40% | 5.40% | 234.21% |
| Spread | 2.36% | 0.15% | -0.04% | 0.14% | 1.20% | -1.12% | -24.12% |
|  |  |  |  |  |  |  |  |


### percentage price change for 1% change in yield

### ² Based on cash bonds and CDS but excludes other types of derivatives

Translation (ENES, 2022-09-30):
# Rentabilidades (Fuente: Fund Admin) - El rendimiento pasado no garantiza los resultados futuros
## Evolución de la rentabilidad (base 100) * (Fuente: Fund Admin)	Indicadores de Riesgo (Fuente : Fund Admin)
| 130 |  |  | 1 año | 3 años | 5 años |
| --- | --- | --- | --- | --- | --- |
|  |  | Volatilidad de la cartera | 9,08% | 12,78% | 10,60% |
| 120 |  | Volatilidad del índice | 9,06% | 9,50% | 8,28% |

110
100
La volatilidad es un indicador estadístico que mide la amplitud de las variaciones de un activo respecto a su media. Ejemplo: unas variaciones diarias de +/- 1,5% en los mercados corresponden a una volatilidad anual del 25%.

## Indicadores (Fuente : Amundi)
90
09/17
03/18
09/18
03/19
80
| Desde el | Desde el 31/12/2021 | 1 mes 31/08/2022 | 3 meses 30/06/2022 | 1 año 30/09/2021 | 3 años 30/09/2019 | 5 años 30/09/2017 | Desde el 18/12/2000 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Cartera | -8,80% | -3,55% | 1,72% | -9,79% | -9,20% | 4,27% | 210,09% |
| Índice | -11,16% | -3,69% | 1,76% | -9,93% | -10,40% | 5,40% | 234,21% |
| Diferencia | 2,36% | 0,15% | -0,04% | 0,14% | 1,20% | -1,12% | -24,12% |


## Rentabilidades * (Fuente: Fund Admin)
09/19
03/20
09/20
03/21
09/21
03/22
09/22

### Cartera (104,27)	Indice (105,40)

### Cartera  Índice

### Tasas de rendimiento	10,46%  8,47%

### Sensibilidad ¹	4,08	6,23

### Nota media ²	BB	BB+

### Número de líneas en cartera	385	-

### Total emisores	222	-

### Rentabilidad al vencimiento	10,17%  8,50%

### Rentabilidad actual	9,09%	6,46%

### ¹ La sensibilidad (en puntos) representa el cambio porcentual del precio para una evolución del 1% del tipo de referencia

### ² Basado en las obligaciones y los CDS, excluyendo cualquier otro derivado.
|  | Cartera | Índice |
| --- | --- | --- |
| US TSY 2.625% 06/23 | 4,45% | - |
| KSA 3.75% 01/55 REGS | 2,17% | 0,14% |
| Rentabilidades anuales * (Fuente: Fund Admin) | PERTIJ 5.625% 5/43 | 1,39% | 0,07% |
|  | PERTIJ 4.7% 07/49 REGS | 1,23% | 0,03% |