OVHaiLLM/Flipper huggingface dataset:
# HIGHLIGHTS
LO Funds – Europe All Cap Leaders is an actively managed, long-only European equity strategy. It follows a high conviction, research-intensive approach that aims at identifying industry-leading companies and those with the potential to become future leaders in Europe. This selection is complemented with an opportunistic strategy (restructuring stories, valuation anomalies…).
The investment process is organized in two steps. The first one consists in identifying attractively-priced companies with business models capable of generating excess economic returns The second one (the fundamental analysis) seeks to ensure repeatability and sustainability of these excess economic returns. Alongside financial information, the team also uses ESG information, a key framework to assess business practices.
The portfolio is organized into three investment buckets: Industry Leaders, Emerging Leaders and Investment Opportunities. The first two categories make up the Core Portfolio. The portfolio consists of about 50 large and mid-cap positions with low portfolio turnover. Risk is managed at the portfolio level with the portfolio managers monitoring various parameters, and is in parallel monitored by the LOIM risk team which is controlling liquidity and operational risks on a daily basis.
NET PERFORMANCE AND ANNUAL PERFORMANCE IN EUR

Translation (ENFR, 2021-09-30):
# POINTS CLÉS
LO Funds – Europe All Cap Leaders est une stratégie à gestion active long-only axée sur les actions européennes. Elle suit une approche à forte conviction basée sur la recherche, qui vise à identifier les sociétés leaders dans leur secteur et celles susceptibles de devenir des leaders en Europe. Cette sélection est complétée par une stratégie opportuniste (restructurations, anomalies de valorisation, etc.).
Le processus d’investissement est organisé en deux étapes. La première étape consiste à identifier les sociétés affichant des valorisations attrayantes, dont les modèles d’affaires sont susceptibles de dégager des rendements économiques excédentaires. La seconde étape se concentre sur l’analyse fondamentale afin de garantir la récurrence et la durabilité de ces rendements économiques. Parallèlement aux informations financières, l’équipe recourt également aux critères environnementaux, sociaux et de gouvernance (ESG), un cadre essentiel pour évaluer les pratiques d’entreprises.
Le portefeuille est structuré en trois poches d’investissement : leaders sectoriels, leaders émergents et opportunités d’investissement. Les deux premières catégories composent le portefeuille construit sur nos fonds d’allocation d’actifs. Le portefeuille comprend une cinquantaine de positions sur grandes et moyennes capitalisations avec un faible portfolio turnover. Le risque est géré au niveau du portefeuille, sachant que les gérants de portefeuille surveillent différents paramètres, et est supervisé par l’équipe de risque LOIM qui contrôle les liquidités et les risques opérationnels sur une base quotidienne.
PERFORMANCE NETTE ET PERFORMANCE ANNUELLE EN EUR
## RISK AND REWARD PROFILE
75 
2016	2017	2018	2019	2020	2021
LO Funds - Europe High Conviction, Syst. NAV Hdg, (USD) M A / D	Annual or YTD performance (Fund) MSCI Europe EUR ND (USD Cross Hdg.)	Annual or YTD performance (Bench.)

Translation (ENFR, 2021-07-31):
## PROFIL DE RISQUE
75 
2016	2017	2018	2019	2020	2021
LO Funds - Europe High Conviction, Syst. NAV Hdg, (USD) M A / D	Performance annuelle ou Année en cours (Fonds) MSCI Europe EUR ND (USD Cross Hdg.)	Performance annuelle ou Année en cours (Indice)
# SECTORS (IN %)
Industrials Financials Health care
Consumer staples Consumer discretionary Information technology
Materials Real estate
Utilities Others (liquid assets Incl.)
31.2

Translation (ENFR, 2023-02-28):
# SECTEURS (EN %)
Industrie Finance
31.2
Julius Baer SIG Group
Psp Swiss Prop Straumann Hldg
Schindler Tecan Group
Sgs Reg Cembra Money Ba
Soins de santé Biens de consom. de base Consommation non essentielle Technologies de l'information
Matériaux Immobilier
Services aux collectivités Autres (Liquidités compris)
| NET PERFORMANCE IN SGD | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 8.59% | 19.94% |  |  | - | - |
| 1 month | -3.96% | -2.28% |  |  | - | - |
| 3 months | -1.64% | 2.54% |  |  | - | - |
| 1 year | 21.54% | 31.41% |  |  | - | - |
| 3 years | 61.39% | 50.76% |  |  | 17.18% | 14.57% |
| 5 years | 171.13% | 96.47% |  |  | 21.98% | 14.40% |
| Total return (since 11.09.2012) | 241.35% | 225.05% |  |  | 14.46% | 13.85% |
| STATISTICS  30.09.2016 - 30.09.2021 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 14.98% | 13.75% |  | Number of positions |  | 51 |
| Sharpe ratio | 1.41 | 0.99 |  |  |  |  |
| Max. drawdown | -16.75% | -19.84% |  |  |  |  |
| Correlation |  | 0.797 |  |  |  |  |
| Tracking error |  | 9.23% |  |  |  |  |

Translation (ENFR, 2021-09-30):
| PERFORMANCE NETTE EN SGD | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 8.59% | 19.94% |  |  | - | - |
| 1 mois | -3.96% | -2.28% |  |  | - | - |
| 3 mois | -1.64% | 2.54% |  |  | - | - |
| 1 an | 21.54% | 31.41% |  |  | - | - |
| 3 ans | 61.39% | 50.76% |  |  | 17.18% | 14.57% |
| 5 ans | 171.13% | 96.47% |  |  | 21.98% | 14.40% |
| Perf. totale (depuis 11.09.2012) | 241.35% | 225.05% |  |  | 14.46% | 13.85% |
| STATISTIQUES  30.09.2016 - 30.09.2021 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 14.98% | 13.75% |  | Nombre de positions |  | 51 |
| Ratio de Sharpe | 1.41 | 0.99 |  |  |  |  |
| Baisse maximum | -16.75% | -19.84% |  |  |  |  |
| Corrélation |  | 0.797 |  |  |  |  |
| Tracking Error |  | 9.23% |  |  |  |  |
# PORTFOLIO BREAKDOWN (IN %)
Fixed Income - Sovereign
volatility Equities - Developed Markets
Fixed Income - Inflation-Linked (Hedged) Fixed Income - Developed CDS
Commodities Equities - Emerging Markets Fixed Income - Emerging CDS
2.7
2.1
2.0
5.3
4.9
4.6
13.0
15.1

Translation (ENFR, 2022-09-30):
# RÉPARTITION DU PORTEFEUILLE (EN %)
Obligations souveraines
volatility Equities - Developed Markets
Fixed Income - Inflation-Linked (Hedged) Fixed Income - Developed CDS
Matières premières Equities - Emerging Markets Fixed Income - Emerging CDS
2.7
2.1
2.0
5.3
4.9
4.6
13.0
15.1
# MATURITIES (IN %)
1 to 3 years
3 to 5 years
7 to 10 years More than 20 years 10 to 20 years
5 to 7 years Liquid assets
0.8
10.4
14.3
16.0
18.3
19.5
20.7

Translation (ENFR, 2023-02-28):
# ECHÉANCES (EN %)
1 à 3 ans
3 à 5 ans
7 à 10 ans Plus de 20 ans 10 à 20 ans
5 à 7 ans
10.4
14.3
16.0
18.3
19.5
20.7
Liquidités
0.8
# SECTORS (IN %)
Consumer discretionary
Financials
19.4
17.5
Samsung Electronics (ord)
Alibaba Grp Reliance Industries (demat)
Meituan Jd.com Inc A Icici Bank
The Saudi Natl Bank P-Note (21/06/23) Us
Wal-Mart De Mexico
Consumer staples Information technology Others (liquid assets Incl.) Communication services
Industrials Energy Materials Health care
Gold Real estate
1.3
1.0
0.9
3.1
5.2
4.9
7.0
10.3
14.8
14.6

Translation (ENFR, 2022-09-30):
# SECTEURS (EN %)
Consommation non essentielle
Finance Biens de consom. de base Technologies de l'information Autres (Liquidités compris) Communication Services
Industrie Energie Matériaux Soins de santé
Or Immobilier
1.3
1.0
0.9
3.1
5.2
4.9
7.0
10.3
14.8
14.6
19.4
17.5
# REDUCED (SECURITIES)
Reliance Industries (demat)
AIA Group Taiwan Semiconductor
Midea Group A
-1.3
-1.2
-1.2
-1.2
Trip Com Group Ltd	HK Ex & Clearing	
-1.1
Note that the USD allocation in the currency breakdown includes all local currencies hedged in the fund reference currency.

Translation (ENFR, 2022-09-30):
# PONDÉRATIONS EN BAISSE (TITRES)
Reliance Industries (demat)
AIA Group Taiwan Semiconductor
Midea Group A
-1.3
-1.2
-1.2
-1.2
Trip Com Group Ltd	HK Ex & Clearing	
-1.1
L'allocation en USD dans la répartition monétaire inclut toutes les monnaies locales couvertes dans la monnaie de référence du fonds.
# COUNTRIES (IN %)
Germany France
19.7
Liquid assets
United Kingdom
Sweden Benelux Switzerland Netherlands
Spain Others Liquid assets

Translation (ENFR, 2022-11-30):
# PAYS (EN %)
Allemagne
19.7
Obligations Liquidités
France Royaume-Uni
Suède Benelux Suisse Pays-Bas Espagne Autres Liquidités
# CREDIT RATINGS (IN %)
SECTORS (IN %)
Office
23.8
B
Not
Residential Logistic/Industrials
Retail Senior Living
Hotel Health care Self-Storage
Others
2.9
1.9
1.6
0.7
4.2
16.2
23.4
22.4
Liquid assets
2.8

Translation (ENFR, 2022-11-30):
# NOTATIONS (EN %)
SECTEURS (EN %)
Office
23.8
B
Non n
Résidentiel Logistic/Industrials
Distribution Senior Living
Hotel Soins de santé Self-Storage
Autres
2.9
1.9
1.6
0.7
4.2
16.2
23.4
22.4
Liquidités
2.8
# TOP 10 (IN %)
Vonovia Segro (reit)
4.7
Unibail-Rodamco-Westfield PSP Swiss Property Swiss Prime Site Gecina (nom)
Leg Immobilien
Klepierre Land Securities Reit Warehouses De Pauw

Translation (ENFR, 2022-11-30):
# 10 PRINCIPALES POSITIONS (EN %)
Vonovia Segro (reit)
Unibail-Rodamco-Westfield PSP Swiss Property Swiss Prime Site Gecina (nom)
Leg Immobilien
Klepierre Land Securities Reit Warehouses De Pauw
4.7
# NET PERFORMANCE IN EUR	Fund
YTD	-11.52%
1 month	-1.76%
3 months	-5.96%
1 year	-17.91%
Total return (since 28.05.2021)	-20.14%
STATISTICS 
28.05.2021 - 30.11.2022	
Fund
Max. drawdown	-21.37%
Annualized
Fund

Translation (ENFR, 2022-11-30):
# PERFORMANCE NETTE EN EUR	Fonds
Année en cours	-11.52%
1 mois	-1.76%
3 mois	-5.96%
1 an	-17.91%
Perf. totale (depuis 28.05.2021)	-20.14%
STATISTIQUES 
28.05.2021 - 30.11.2022	
Fonds
Baisse maximum	-21.37%
Annualisée
Fonds
# TOP 10 (IN %)
### China Merchant Bank H Techtronic Industries Contempor Amperex Tech A

### Kweichow Moutai A Tencent Holdings

### Alibaba Grp Shenzhou Intl Group

### Byd Co Li Ning Co Wuxi App
6.6

Translation (ENFR, 2021-09-30):
# 10 PRINCIPALES POSITIONS (EN %)
### China Merchant Bank H Techtronic Industries Contempor Amperex Tech A

### Kweichow Moutai A Tencent Holdings

### Alibaba Grp Shenzhou Intl Group

### Byd Co Li Ning Co Wuxi App
6.6
# SECTORS (IN %)
### Consumer discretionary Others (liquid assets Incl.)

### Industrials Information technology

### Financials Health care Communication services Consumer staples

### Real estate Materials
20.5

Translation (ENFR, 2021-09-30):
# SECTEURS (EN %)
### Consommation non essentielle Autres (Liquidités compris)

### Industrie Technologies de l'information

### Finance Soins de santé Communication Services Biens de consom. de base

### Immobilier Matériaux
20.5
# INCREASED (SECURITIES)
### Jiangsu Hengli Futu Hldg A (sadr) Kweichow Moutai A

### Byd Co Aier Eye Hospital Group A
0.9

Translation (ENFR, 2021-09-30):
# PONDÉRATIONS EN HAUSSE (TITRES)
### Jiangsu Hengli Futu Hldg A (sadr) Kweichow Moutai A

### Byd Co Aier Eye Hospital Group A
0.9
-9.82%
2020	2021
LO Funds - China High Conviction, Seed, (EUR) N A	Annual or YTD performance (Fund)
MSCI China All Share ND EUR	Annual or YTD performance (Bench.)

Translation (ENFR, 2021-09-30):
-9.82%
2020	2021
LO Funds - China High Conviction, Seed, (EUR) N A	Performance annuelle ou Année en cours (Fonds)
MSCI China All Share ND EUR	Performance annuelle ou Année en cours (Indice)
# TOP 10 (IN %)
SK Hynix 1.75% 11/04/30 Cnv Posco 0% 01/09/26 Cnv Lenovo Grp 2.5% 26/08/29 Cnv
Xiaomi Best Time Int 0% 17/12/27 Cnv Cathay Pacific Fin I 2.75% 05/02/26 Cnv Bharti Airtel 1.5% 17/02/25 Cnv Regs Anllian Cap 0% 05/02/25 Cnv
Meituan 0% 27/04/27 Cnv Lg Chem 1.6% 18/07/30 Cnv
Wynn Macau 4.5% 07/03/29 Cnv 144a
6.7

Translation (ENFR, 2023-09-30):
# 10 PRINCIPALES POSITIONS (EN %)
SK Hynix 1.75% 11/04/30 Cnv Posco 0% 01/09/26 Cnv Lenovo Grp 2.5% 26/08/29 Cnv
Xiaomi Best Time Int 0% 17/12/27 Cnv Cathay Pacific Fin I 2.75% 05/02/26 Cnv Bharti Airtel 1.5% 17/02/25 Cnv Regs Anllian Cap 0% 05/02/25 Cnv
Meituan 0% 27/04/27 Cnv Lg Chem 1.6% 18/07/30 Cnv
Wynn Macau 4.5% 07/03/29 Cnv 144a
6.7
# INCREASED (SECURITIES)
Wynn Macau 4.5% 07/03/29 Cnv 144a
Bilibili 0.5% 01/12/26 Cnv Rohm Co 0% 15/12/24 Cnv Lumentum Hldgs 1.5% 15/12/29 Cnv
Gigabyte Technology Co 0% 27/07/28 Cnv
3.6

Translation (ENFR, 2023-09-30):
# PONDÉRATIONS EN HAUSSE (TITRES)
Wynn Macau 4.5% 07/03/29 Cnv 144a
Bilibili 0.5% 01/12/26 Cnv Rohm Co 0% 15/12/24 Cnv Lumentum Hldgs 1.5% 15/12/29 Cnv
Gigabyte Technology Co 0% 27/07/28 Cnv
3.6
# REDUCED (SECURITIES)
Citigroup Gbl Mrkts 0% 26/02/26 Cnv 1299
Pinduoduo 0% 01/12/25 Cnv Grp Bruxelles Lamber 2.125% 29/11/25 Cnv Win Semiconductors C 0% 14/01/26 Cnv
SK Hynix 1.75% 11/04/30 Cnv
-1.5

Translation (ENFR, 2023-09-30):
# PONDÉRATIONS EN BAISSE (TITRES)
Citigroup Gbl Mrkts 0% 26/02/26 Cnv 1299
Pinduoduo 0% 01/12/25 Cnv Grp Bruxelles Lamber 2.125% 29/11/25 Cnv Win Semiconductors C 0% 14/01/26 Cnv
SK Hynix 1.75% 11/04/30 Cnv
-1.5
# TOP 10 (IN %)
### Merck & Co Conoco Phillips Comcast Corp A Conagra Brands Honeywell International Motorola Soltn (ex-Dis)

### Dollar General Discover Financial Services Truist Financial Corp
3.2
3.1
3.1
3.1
3.1
3.1
3.1
3.1
3.1

Translation (ENFR, 2021-06-30):
# 10 PRINCIPALES POSITIONS (EN %)
### Merck & Co Conoco Phillips Comcast Corp A Conagra Brands Honeywell International Motorola Soltn (ex-Dis)

### Dollar General Discover Financial Services Truist Financial Corp
3.2
3.1
3.1
3.1
3.1
3.1
3.1
3.1
3.1
# SECTORS (IN %)
### Health care Information technology

### Financials Industrials

### Consumer discretionary Communication services Consumer staples

### Energy Materials
18.4
18.2

### Dupont De Nemours
3.1

### Utilities Real estate Liquid assets

Translation (ENFR, 2021-06-30):
# SECTEURS (EN %)
### Soins de santé Technologies de l'information

### Finance Industrie

### Consommation non essentielle Communication services Biens de consom. de base

### Energie Matériaux
18.4
18.2

### Dupont De Nemours
3.1

### Services aux collectivités

### Immobilier Liquidités
| NET PERFORMANCE IN EUR | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 10.33% | 16.34% |  |  | - | - |
| 1 month | -2.38% | -1.28% |  |  | - | - |
| 3 months | 1.89% | 4.72% |  |  | - | - |
| 1 year | 28.92% | 40.86% |  |  | - | - |
| 3 years | 13.37% | 30.13% |  |  | 4.25% | 9.13% |
| Total return (since 25.04.2017) | 21.27% | 35.32% |  |  | 4.70% | 7.47% |
| STATISTICS  25.04.2017 - 30.06.2021 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 17.45% | 17.29% |  | Number of positions |  | 33 |
| Sharpe ratio | 0.30 | 0.46 |  |  |  |  |
| Max. drawdown | -28.38% | -27.41% |  |  |  |  |
| Correlation |  | 0.979 |  |  |  |  |
| Tracking error |  | 3.61% |  |  |  |  |

Translation (ENFR, 2021-06-30):
| PERFORMANCE NETTE EN EUR | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 10.33% | 16.34% |  |  | - | - |
| 1 mois | -2.38% | -1.28% |  |  | - | - |
| 3 mois | 1.89% | 4.72% |  |  | - | - |
| 1 an | 28.92% | 40.86% |  |  | - | - |
| 3 ans | 13.37% | 30.13% |  |  | 4.25% | 9.13% |
| Perf. totale (depuis 25.04.2017) | 21.27% | 35.32% |  |  | 4.70% | 7.47% |
| STATISTIQUES  25.04.2017 - 30.06.2021 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 17.45% | 17.29% |  | Nombre de positions |  | 33 |
| Ratio de Sharpe | 0.30 | 0.46 |  |  |  |  |
| Baisse maximum | -28.38% | -27.41% |  |  |  |  |
| Corrélation |  | 0.979 |  |  |  |  |
| Tracking Error |  | 3.61% |  |  |  |  |
# CREDIT RATINGS (IN %)	MATURITIES (IN %)
AA A BBB BB B
-2.0
2.2
2.8
Not rated
9.9
29.4
51.2
Less than 1 year 1 to 3 years
3 to 5 years
5 to 7 years
7 to 10 years
10 to 20 years
1.0
2.9
7.7
21.1
29.7
29.2
Liquid assets
6.6
More than 20 years
Liquid assets	
1.3
7.2

Translation (ENFR, 2022-09-30):
# ECHÉANCES (EN %)
Moins de 1 an
1 à 3 ans
3 à 5 ans
5 à 7 ans
7 à 10 ans
29.7
29.2
-2.0
Non notées
10 à 20 ans
Liquidités
6.6
Plus de 20 ans
Liquidités
| NET PERFORMANCE IN EUR | Fund | Bench. |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- |
| YTD | 9.72% | 16.85% |  | - | - |
| 1 month | 6.24% | 2.42% |  | - | - |
| 3 months | -0.44% | -4.67% |  | - | - |
| 1 year | 14.95% | 20.76% |  | - | - |
| 3 years | 37.75% | 45.75% |  | 11.21% | 13.31% |
| 5 years | 25.95% | 28.80% |  | 4.70% | 5.17% |
| Total return (since 02.12.2013) | -0.51% | -14.85% |  | -0.06% | -1.76% |
| STATISTICS  30.11.2017 - 30.11.2022 |  |  |  | Fund | Bench. |
| Annualised volatility |  |  |  | 15.08% | 15.92% |
| Sharpe ratio |  |  |  | 0.34 | 0.35 |
| Max. drawdown |  |  |  | -31.88% | -34.27% |
| Correlation |  |  |  |  | 0.893 |
| Tracking error |  |  |  |  | 7.22% |

Translation (ENFR, 2022-11-30):
| PERFORMANCE NETTE EN EUR | Fonds | Indice |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- |
| Année en cours | 9.72% | 16.85% |  | - | - |
| 1 mois | 6.24% | 2.42% |  | - | - |
| 3 mois | -0.44% | -4.67% |  | - | - |
| 1 an | 14.95% | 20.76% |  | - | - |
| 3 ans | 37.75% | 45.75% |  | 11.21% | 13.31% |
| 5 ans | 25.95% | 28.80% |  | 4.70% | 5.17% |
| Perf. totale (depuis 02.12.2013) | -0.51% | -14.85% |  | -0.06% | -1.76% |
| STATISTIQUES  30.11.2017 - 30.11.2022 |  |  |  | Fonds | Indice |
| Volat. annualisée |  |  |  | 15.08% | 15.92% |
| Ratio de Sharpe |  |  |  | 0.34 | 0.35 |
| Baisse maximum |  |  |  | -31.88% | -34.27% |
| Corrélation |  |  |  |  | 0.893 |
| Tracking Error |  |  |  |  | 7.22% |
# SECTORS (IN %)
### Industrials Health care Financials

### Information technology Consumer staples

### Materials Consumer discretionary Others (liquid assets Incl.)
33.0

Translation (ENFR, 2021-06-30):
# SECTEURS (EN %)
### Industrie
33.0

### Sonova Holding Lindt & Spruengli Kuehne & Nagel

### Julius Baer Barry Callebaut

### Schindler Georg Fischer Baloise-Holding Swatch Grp

### Soins de santé

### Finance Technologies de l'information Biens de consom. de base

### Matériaux Consommation non essentielle Autres (Liquidités compris)
# SECTORS (IN %)
Health care Financials
31.2
Roche Nestlé Holcim Lonza Group Swiss Re
Cie Fin. Richemont Zurich Insurance
UBS
9.7
9.6
Consumer staples Others (liquid assets incl.)
Materials Industrials
Consumer discretionary
Real Estate Communication services Information technology

Translation (ENFR, 2022-11-30):
# SECTEURS (EN %)
Soins de santé
Finance Biens de consom. de base Others (liquid assets Incl.)
Matériaux Industrie
Consommation non essentielle
Immobilier Communication services Technologies de l'information
31.2
| NET PERFORMANCE IN USD | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 12.32% | 6.99% |  |  | - | - |
| 1 month | -2.61% | -1.22% |  |  | - | - |
| 3 months | 4.78% | -1.22% |  |  | - | - |
| 1 year | -27.84% | -13.60% |  |  | - | - |
| 3 years | 0.31% | 39.59% |  |  | 0.10% | 11.71% |
| 5 years | 25.32% | 70.03% |  |  | 4.60% | 11.15% |
| 10 years | 154.63% | 264.90% |  |  | 9.76% | 13.77% |
| Total return (since 20.01.2012) | 206.66% | 320.83% |  |  | 10.58% | 13.76% |
| STATISTICS  28.02.2018 - 28.02.2023 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 25.92% | 20.91% |  | Number of positions |  | 28 |
| Sharpe ratio | 0.12 | 0.46 |  |  |  |  |
| Max. drawdown | -55.55% | -30.80% |  |  |  |  |
| Correlation |  | 0.910 |  |  |  |  |
| Tracking error |  | 11.06% |  |  |  |  |

Translation (ENFR, 2023-02-28):
| PERFORMANCE NETTE EN USD | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 12.32% | 6.99% |  |  | - | - |
| 1 mois | -2.61% | -1.22% |  |  | - | - |
| 3 mois | 4.78% | -1.22% |  |  | - | - |
| 1 an | -27.84% | -13.60% |  |  | - | - |
| 3 ans | 0.31% | 39.59% |  |  | 0.10% | 11.71% |
| 5 ans | 25.32% | 70.03% |  |  | 4.60% | 11.15% |
| 10 ans | 154.63% | 264.90% |  |  | 9.76% | 13.77% |
| Perf. totale (depuis 20.01.2012) | 206.66% | 320.83% |  |  | 10.58% | 13.76% |
| STATISTIQUES  28.02.2018 - 28.02.2023 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 25.92% | 20.91% |  | Nombre de positions |  | 28 |
| Ratio de Sharpe | 0.12 | 0.46 |  |  |  |  |
| Baisse maximum | -55.55% | -30.80% |  |  |  |  |
| Corrélation |  | 0.910 |  |  |  |  |
| Tracking Error |  | 11.06% |  |  |  |  |
# SECTORS (IN %)
Information technology
Health care
27.5
Alphabet A Merck & Co
Trane Technologies
Walt Disney
Lowe's T-Mobile US
Citizens Financial Group
Alphabet C
Communication services
Financials Industrials
Consumer discretionary Consumer staples
Real estate Materials
Others (liquid assets Incl.)
Utilities

Translation (ENFR, 2022-09-30):
# SECTEURS (EN %)
Technologies de l'information
Soins de santé Communication Services
Finance Industrie
Consommation non essentielle Biens de consom. de base
Immobilier Matériaux
Autres (Liquidités compris) Services aux collectivités
27.5
# CURRENCIES (IN %)
Thai Baht Brazilian Real Mexican Peso Malaysian Ringgit South African Rand Indonesian Rupiah
Chinese Yuan (onshore)
Polish Zloty Colombian Peso
4.1
6.6
10.2
10.2
9.8
9.1
8.6
13.7
13.3
Others
14.4

Translation (ENFR, 2022-09-30):
# RÉPARTITION MONÉTAIRE (EN %)
Thai Baht Brazilian Real Mexican Peso Malaysian Ringgit South African Rand Indonesian Rupiah
Chinese Yuan (onshore)
Polish Zloty Colombian Peso
4.1
6.6
10.2
10.2
9.8
9.1
8.6
13.7
13.3
Autres
14.4
| NET PERFORMANCE IN USD | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 15.33% | 8.32% |  |  | - | - |
| 1 month | 15.33% | 8.32% |  |  | - | - |
| 3 months | 9.82% | 4.52% |  |  | - | - |
| 1 year | -29.65% | -16.27% |  |  | - | - |
| 3 years | -1.62% | 31.64% |  |  | -0.54% | 9.56% |
| 5 years | 28.28% | 67.54% |  |  | 5.09% | 10.83% |
| 10 years | 159.44% | 273.77% |  |  | 9.97% | 14.04% |
| Total return (since 20.01.2012) | 214.87% | 326.03% |  |  | 10.92% | 13.99% |
| STATISTICS  31.01.2018 - 31.01.2023 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 25.88% | 20.95% |  | Number of positions |  | 27 |
| Sharpe ratio | 0.14 | 0.45 |  |  |  |  |
| Max. drawdown | -55.55% | -30.80% |  |  |  |  |
| Correlation |  | 0.908 |  |  |  |  |
| Tracking error |  | 11.12% |  |  |  |  |

Translation (ENFR, 2023-01-31):
| PERFORMANCE NETTE EN USD | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 15.33% | 8.32% |  |  | - | - |
| 1 mois | 15.33% | 8.32% |  |  | - | - |
| 3 mois | 9.82% | 4.52% |  |  | - | - |
| 1 an | -29.65% | -16.27% |  |  | - | - |
| 3 ans | -1.62% | 31.64% |  |  | -0.54% | 9.56% |
| 5 ans | 28.28% | 67.54% |  |  | 5.09% | 10.83% |
| 10 ans | 159.44% | 273.77% |  |  | 9.97% | 14.04% |
| Perf. totale (depuis 20.01.2012) | 214.87% | 326.03% |  |  | 10.92% | 13.99% |
| STATISTIQUES  31.01.2018 - 31.01.2023 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 25.88% | 20.95% |  | Nombre de positions |  | 27 |
| Ratio de Sharpe | 0.14 | 0.45 |  |  |  |  |
| Baisse maximum | -55.55% | -30.80% |  |  |  |  |
| Corrélation |  | 0.908 |  |  |  |  |
| Tracking Error |  | 11.12% |  |  |  |  |
# IMPACT THEME (GROSS EXP.%)
Environmental Solutions Financial Services For Good Harnessing Beneficial Digitization
17		
Healthy & Productive Living Modernizing Capital & Industrial Infrast
Portfolio Hedges
27
Sustainable Food System	
2	
Sustainable Food System

Translation (ENFR, 2022-11-30):
# IMPACT THEME (GROSS EXP.%)
Environmental Solutions Financial Services For Good Harnessing Beneficial Digitization
17		
Healthy & Productive Living Modernizing Capital & Industrial Infrast
Portfolio Hedges
27
Sustainable Food System	
2	
Sustainable Food System
# SECTORS (IN %)
Financials Health care Industrials
Consumer discretionary Consumer staples Information technology
Materials Communication services
Utilities Energy Real estate
Others (liquid assets Incl.)
17.6

Translation (ENFR, 2023-01-31):
# SECTEURS (EN %)
Finance
17.6
ASML Holding
LVMH
Novo Nordisk B Roche Hldgs Gen Novartis Chf0.50 Reg
Astrazeneca
Shell HSBC Holdings
SAP SE
Soins de santé
Industrie Consommation non essentielle Biens de consom. de base Technologies de l'information
Matériaux Communication Services Services aux collectivités
Energie Immobilier
Autres (Liquidités compris)
# COUNTRIES (IN %)
France United Kingdom Switzerland Germany Netherlands United States
Sweden Spain Others
Liquid assets
0.3
4.2
4.0
5.4
8.1
12.4
12.1
16.1
19.0
18.4

Translation (ENFR, 2023-01-31):
# PAYS (EN %)
France Royaume-Uni
Suisse Allemagne Pays-Bas Etats-Unis
Suède Espagne Autres Liquidités
0.3
4.2
4.0
5.4
8.1
12.4
12.1
16.1
19.0
18.4