OVHaiLLM/Flipper huggingface dataset:
# FUND FACTS
Domicile/Legal structure	Luxembourg/SICAV Legal Status		UCITS
Fund inception date	1 March 2016
SFDR Classification	Article 6
Currency of Fund	EUR
Currency of share class	USD Hedged
HIGHLIGHTS
LO Funds Multiadvisers UCITS is a UCITS compliant Multi Strategy Fund of Hedge Funds. The fund aims to provide a core UCITS hedge fund holding for client portfolios and seeks to outperform the HFRI-I Liquid –Alternative UCITS Index over time. The appropriate investment horizon for this product should be medium term (18 to 24 months). The portfolio construction is focused around selecting the best managers in the dedicated strategy to build a portfolio of 20 to 30 holdings and maintaining diversification across all main hedge fund strategies (equity hedge, event driven, macro and relative value), geographic regions, sectors and manager styles.
NET CUMULATIVE PERFORMANCE AND ANNUAL PERFORMANCE IN USD 
Dec 31, 2016 - Sep 30, 2022
Fund manager	Farès Jaafar
Net assets (all classes)	USD 50.76 million
Liquidity (sub./red.)	Weekly (Tuesday)
Min. investment	CHF 1'000'000 or eq
Entry/Exit fees	0.00% / 0.00%
Management fee	0.75%
Distribution fee	0.00%
FROC	0.25%
Ongoing charge (31 August 2022)	2.10%
TER max (31 March 2022)	2.40%

Translation (ENFR, 2022-09-30):
# DONNÉES DU FONDS
Domicile/Statut juridique	Luxembourg / SICAV Statut légal		UCITS
Date de lancement du fonds	1 mars 2016 Classification SFDR		Article 6
Monnaie du fonds	EUR
Monnaie de la classe	USD Hedgé
POINTS CLÉS
LO Funds Multiadvisers UCITS est un fonds de hedge funds multistratégie conforme aux critères régissant les OPCVM. Il vise à conférer une position de hedge funds OPCVM core aux portefeuilles de clients et vise à surperformer l’indice HFRI-I Liquid –Alternative UCITS sur la durée. L’horizon de placement adéquat de ce produit devrait être à moyen terme (18 à 24 mois). La construction de portefeuille repose principalement sur la sélection des meilleurs gérants de chaque
stratégie et la construction d’un portefeuille de 20 à 30 positions en conservant une bonne diversification dans toutes les stratégies de hedge funds principales (equity edge, event driven, macro et relative value).
PERFORMANCE CUMULÉE ET PERFORMANCE ANNUELLE NETTES EN USD 
31 déc. 2016 - 30 sept. 2022
Gérant	Farès Jaafar
Encours (toutes classes)	USD 50.76 millions
Liquidité (souscr./rbt.)	Hebdomadaire (Mardi)
Inv. minimum	CHF 1'000'000 or eq Frais d'entrée/sortie		0.00% / 0.00%
Commission de gestion	0.75%
Commission de distribution	0.00%
FROC	0.25%
Ongoing charge (31 août 2022)	2.10%
TER max (31 mars 2022)	2.40%
# SECTORS (IN %)
Industrials Health care Financials Consumer staples
Real estate Information technology Consumer discretionary
Materials Others (liquid assets Incl.)
Utilities
27.5

Translation (ENFR, 2022-11-30):
# SECTEURS (EN %)
Industrie
27.5
Tecan Group Kuehne & Nagel
Sgs Reg SIG Group Straumann Hldg
Julius Baer Cembra Money Ba Georg Fischer Ltd
Swatch Grp
Soins de santé
Finance Biens de consom. de base
Immobilier Technologies de l'information Consommation non essentielle
Matériaux Autres (Liquidités compris) Services aux collectivités
| NET PERFORMANCE IN JPY | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 2.76% | 3.00% |  |  | - | - |
| 1 month | 2.76% | 3.00% |  |  | - | - |
| 3 months | -0.65% | 1.68% |  |  | - | - |
| 1 year | 3.52% | 7.41% |  |  | - | - |
| 3 years | 7.80% | 17.01% |  |  | 2.53% | 5.35% |
| 5 years | 2.65% | 7.72% |  |  | 0.52% | 1.49% |
| Total return (since 01.04.2016) | 68.69% | 56.34% |  |  | 7.92% | 6.73% |
| STATISTICS  31.01.2018 - 31.01.2023 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 17.56% | 15.55% |  | Number of positions |  | 97 |
| Sharpe ratio | 0.05 | 0.11 |  |  |  |  |
| Max. drawdown | -25.21% | -24.05% |  |  |  |  |
| Correlation |  | 0.941 |  |  |  |  |
| Tracking error |  | 6.02% |  |  |  |  |

Translation (ENFR, 2023-01-31):
| PERFORMANCE NETTE EN JPY | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 2.76% | 3.00% |  |  | - | - |
| 1 mois | 2.76% | 3.00% |  |  | - | - |
| 3 mois | -0.65% | 1.68% |  |  | - | - |
| 1 an | 3.52% | 7.41% |  |  | - | - |
| 3 ans | 7.80% | 17.01% |  |  | 2.53% | 5.35% |
| 5 ans | 2.65% | 7.72% |  |  | 0.52% | 1.49% |
| Perf. totale (depuis 01.04.2016) | 68.69% | 56.34% |  |  | 7.92% | 6.73% |
| STATISTIQUES  31.01.2018 - 31.01.2023 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 17.56% | 15.55% |  | Nombre de positions |  | 97 |
| Ratio de Sharpe | 0.05 | 0.11 |  |  |  |  |
| Baisse maximum | -25.21% | -24.05% |  |  |  |  |
| Corrélation |  | 0.941 |  |  |  |  |
| Tracking Error |  | 6.02% |  |  |  |  |
# RISK CONTRIBUTION (IN %)
Fixed Income - Sovereign Fixed Income - Inflation-Linked (Hedged) Fixed Income - Developed CDS
Fixed Income - Emerging CDS Equities - Developed Markets Equities - Emerging Markets
Commodities
33.2

Translation (ENFR, 2023-11-30):
# CONTRIBUTION AU RISQUE (EN %)
Obligations souveraines Fixed Income - Inflation-Linked (Hedged) Fixed Income - Developed CDS
Fixed Income - Emerging CDS Equities - Developed Markets Equities - Emerging Markets
Matières premières
33.2
# REDUCED (SECURITIES)
Meituan 0% 27/04/27 Cnv Glencore Funding 0% 27/03/25 Cnv Emtn Citigroup Glob Mkt F 0% 25/07/24 Cnv 960
Adm Hldgs 0% 26/08/23 Cnv
-0.8
-0.9
-1.2
-1.1
Win Semiconductors C 0% 14/01/26 Cnv	Citigroup Glob Mkt F 0% 28/05/24 Cnv 388	
-0.7

Translation (ENFR, 2022-09-30):
# PONDÉRATIONS EN BAISSE (TITRES)
Meituan 0% 27/04/27 Cnv Glencore Funding 0% 27/03/25 Cnv Emtn Citigroup Glob Mkt F 0% 25/07/24 Cnv 960
Adm Hldgs 0% 26/08/23 Cnv
-0.8
-0.9
-1.2
-1.1
Win Semiconductors C 0% 14/01/26 Cnv	Citigroup Glob Mkt F 0% 28/05/24 Cnv 388	
-0.7
# PORTFOLIO BREAKDOWN (IN %)
Fixed Income - Sov Fixed Income - Developed
Equities - Developed M
vo Commo
Fixed Income - Inflation-Linked (He
Equities - Emerging M Fixed Income - Emerging
43.1

Translation (ENFR, 2022-08-31):
# RÉPARTITION DU PORTEFEUILLE (EN %)
Obligations souver Fixed Income - Developed
Equities - Developed M
vo Matières pre
Fixed Income - Inflation-Linked (He
Equities - Emerging M Fixed Income - Emerging
43.1
# FUND FACTS
## Domicile/Legal structure	Luxembourg/SICAV Legal Status		UCITS

## Fund inception date	20 September 2021

## SFDR Classification	Article 8

## Currency of Fund	USD

## Currency of share class	USD

## Fund manager	H. Grootveld, J. Berton Net assets (all classes)		USD 22.13 million

## Liquidity (sub./red.)	Daily, 15:00

## Min. investment	CHF 1'000'000 or eq

## Management fee	0.375%

## Distribution fee	0.00%

## FROC	0.25%

Translation (ENFR, 2021-09-30):
# DONNÉES DU FONDS
## Domicile/Statut juridique	Luxembourg / SICAV Statut légal		UCITS

## Date de lancement du fonds	20 septembre 2021 Classification SFDR		Article 8

## Monnaie du fonds	USD

## Monnaie de la classe	USD

## Gérant	H. Grootveld, J. Berton

## Encours (toutes classes)	USD 22.13 millions

## Liquidité (souscr./rbt.)	Quotidienne, 15:00

## Inv. minimum	CHF 1'000'000 or eq Commission de gestion		0.375%

## Commission de distribution	0.00%

## FROC	0.25%
# GROSS EXPOSURE BY COUNTRY (AS % OF NAV)
### Asia Australia/NZ

### Canada Eurozone Japan

### Latin & South America

### Switzerland

### UK

### United States
138.3

Translation (ENFR, 2021-07-31):
# EXPOSITION BRUTE PAR PAYS (EN % DE LA NAV)
### Asie Australia/NZ

### Canada Eurozone Japon

### Latin & South America

### Suisse

### UK

### Etats-Unis
138.3
# NET EXPOSURE BY COUNTRY (AS % OF NAV)
-98.2
138.3
2020	2021
MONTHLY RETURNS IN %	
FundFund

Translation (ENFR, 2021-07-31):
# EXPOSITION NETTE PAR PAYS (EN % DE LA NAV)
-98.2
138.3
2020	2021
PERFORMANCE MENSUELLE EN %	
FondsFonds
# TOP 10 (IN %)
Anllian Cap 0% 05/02/25 Cnv Meituan 0% 27/04/27 Cnv
Bharti Airtel 1.5% 17/02/25 Cnv Regs Xiaomi Best Time Int 0% 17/12/27 Cnv Lenovo Grp 2.5% 26/08/29 Cnv
Posco 0% 01/09/26 Cnv Singapore Airlines 1.625% 03/12/25 Cnv
Meituan 0% 27/04/28 Cnv Zhongsheng Grp 0% 21/05/25 Cnv
Win Semiconductors C 0% 14/01/26 Cnv
4.7
4.7

Translation (ENFR, 2022-08-31):
# 10 PRINCIPALES POSITIONS (EN %)
Anllian Cap 0% 05/02/25 Cnv Meituan 0% 27/04/27 Cnv
Bharti Airtel 1.5% 17/02/25 Cnv Regs Xiaomi Best Time Int 0% 17/12/27 Cnv Lenovo Grp 2.5% 26/08/29 Cnv
Posco 0% 01/09/26 Cnv Singapore Airlines 1.625% 03/12/25 Cnv
Meituan 0% 27/04/28 Cnv Zhongsheng Grp 0% 21/05/25 Cnv
Win Semiconductors C 0% 14/01/26 Cnv
4.7
4.7
## FUND FACTS
Domicile/Legal structure	Luxembourg/SICAV Legal Status		UCITS
Fund inception date	15 November 2016
SFDR Classification	Article 6
Currency of Fund	EUR
Currency of share class	EUR
Fund manager	Degroof Petercam Asset Management SA Net assets (all classes)	EUR 334.35 million
Liquidity (sub./red.)	daily, 15:00 Swinging Single Pricing		Yes
Min. investment	EUR 3'000
Entry/Exit fees	0.00% / 0.00%
Management fee	0.90%
Distribution fee	0.50%
FROC	0.35%
Ongoing charge (30 December 2022)	1.76%
TER max (30 September 2022)	1.75%

Translation (ENFR, 2023-01-31):
## DONNÉES DU FONDS
Domicile/Statut juridique	Luxembourg / SICAV Statut légal		UCITS
Date de lancement du fonds	15 novembre 2016 Classification SFDR		Article 6
Monnaie du fonds	EUR
Monnaie de la classe	EUR
Gérant	Degroof Petercam Asset Management SA Encours (toutes classes)	EUR 334.35 millions
Liquidité (souscr./rbt.)	quotidienne, 15:00
Swinging Single Pricing	Oui
Inv. minimum	EUR 3'000
Frais d'entrée/sortie	0.00% / 0.00%
Commission de gestion	0.90%
Commission de distribution	0.50%
FROC	0.35%
Ongoing charge (30 décembre 2022)	1.76%
TER max (30 septembre 2022)	1.75%
# NET PERFORMANCE IN CHF	Fund
YTD	-5.66%
1 month	-1.37%
3 months	1.95%
1 year	-15.82%
Total return (since 28.05.2021)	-14.63%
STATISTICS 
28.05.2021 - 31.08.2022	
Fund
Max. drawdown	-17.69%
Annualized
Fund
-
-
-
-
-11.75%
Fund
Number of positions63

Translation (ENFR, 2022-08-31):
# PERFORMANCE NETTE EN CHF	Fonds
Année en cours	-5.66%
Annualisée
Fonds
-
| de risques ou que le capital est nécessairement garanti ou protégé. |  | 1 mois | -1.37% |  | - |
| --- | --- | --- | --- | --- | --- |
| CODES | Classe A |  | 3 mois | 1.95% |  | - |
| ISIN | LU2331959366 |  | 1 an Perf. totale (depuis 28.05.2021) | -15.82% -14.63% |  | - -11.75% |
| Bloomberg | PRPAISC LX |  |  |  |  |  |

Valeur Liquidative	CHF 8.54
STATISTIQUES 
28.05.2021 - 31.08.2022	
Fonds
Baisse maximum	-17.69%
Fonds
Nombre de positions63
# TOP 10 (IN %)
KBANK 5.275 PERP
BBLTB 5 PERP CONTLE 4 1/2 02/09/27 SANLTD 5.4 08/08/28
SHTFIN 4.15 07/18/25 INDTLL 5 1/2 08/19/24
Idasal 6.53 11/15/28 MAFUAE 7 7/8 PERP GLOPM 4.2 PERP
Gentmk 4 1/4 01/24/27
3.2
3.1

Translation (ENFR, 2022-09-30):
# 10 PRINCIPALES POSITIONS (EN %)
KBANK 5.275 PERP
BBLTB 5 PERP CONTLE 4 1/2 02/09/27 SANLTD 5.4 08/08/28
SHTFIN 4.15 07/18/25 INDTLL 5 1/2 08/19/24
Idasal 6.53 11/15/28 MAFUAE 7 7/8 PERP GLOPM 4.2 PERP
Gentmk 4 1/4 01/24/27
3.2
3.1
# SECTORS (IN %)
### Information technology

### Financials Health care

### Consumer discretionary Communication services

### Industrials Consumer staples

### Real estate Materials Utilities Energy

### Others (liquid assets Incl.)
23.1

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

### Finance Soins de santé

### Consommation non essentielle Communication Services

### Industrie Biens de consom. de base

### Immobilier Matériaux

### Services aux collectivités

### Energie Autres (Liquidités compris)
23.1
# MATURITIES (IN %)
### Less than 1 year 1 to 3 years

### 3 - 5 yr

### 5 to 7 years

### 7 to 10 years more than 10 years

### Cash & Short-Term Credit

### Others
26.5

Translation (ENFR, 2021-06-30):
# ECHÉANCES (EN %)
### Moins de 1 an

### BBB BB B

### Cash & Short-Term Credit

### Autres
54.7

### 1 à 3 ans

### 3 - 5 yr

### 5 à 7 ans

### 7 à 10 ans Plus de 10 ans

### Cash & Short-Term Credit

### Autres
26.5
# SECTORS (IN %)
### Basic industries Capital Goods Communications Consumer Cyclical Consumer Non-Cyclical

### Energy Financial Banking Financial Other Government-Related Industrial Other Technology Transportation

### Utilities Cash & Short-Term Credit
-0.2
17.7

Translation (ENFR, 2021-06-30):
# SECTEURS (EN %)
### Industries de base Biens d'équipement Communications Consumer Cyclical Consumer Non-Cyclical

### Energie Financial Banking Financial Other Government-Related Industrial Other Technologie Transports

### Services aux collectivités Cash & Short-Term Credit
-0.2
17.7
# HIGHLIGHTS
LO Funds - Event Convexity is an actively managed UCITS portfolio. Its strategy focuses on building deeply asymmetric risk profiles around events using intra-capital structure dislocations. The investment approach seeks to enhance traditional fundamental event driven analysis with the convexity available from the combination of equities, credit and related financial derivatives. The strategy employs a methodical and disciplined investment process, which begins with unique screening and analysis systems to filter the universe of company events and dislocations, and results in a concentrated portfolio centered around trade construction. Risk philosophy is at the core of the Fund, embedding downside protection into all phases of the investment process and portfolio construction, further enhanced by the oversite of LOIM’s dedicated risk management team.

### The Fund has been implementing the Event Convexity Strategy since January 11th, 2019.
NET PERFORMANCE AND ANNUAL PERFORMANCE IN USD 

### Jan 11, 2019 - Sep 30, 2021
115 
5.46%	
110
105
| 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| --- | --- | --- | --- | --- | --- | --- |


## RISK AND REWARD PROFILE
100
2019	2020	2021
LO Funds - Event Convexity, Seed, (USD) P A	Annual or YTD performance (Fund)
Low	High

### Value of investments is variable and can go down as well as up.

## CODES	

### Class A

### ISIN	LU1298039089

### Bloomberg	LOGMUPA LX
Cumulative

Translation (ENFR, 2021-09-30):
# POINTS CLÉS
LO Funds–Event Convexity est un portefeuille OPCVM à gestion active. Sa stratégie se concentre sur la construction de profils de risque fortement asymétriques autour d’événements faisant intervenir des changements importants des structures capitalistiques. La philosophie d’investissement vise à améliorer l’analyse fondamentale « event driven » traditionnelle grâce à la convexité apportée par la combinaison d’actions, de crédit et d’instruments financiers dérivés y afférents. La stratégie recourt à un processus d’investissement méthodique et discipliné. Ce processus s’appuie en premier lieu sur des systèmes d’analyse uniques permettant de filtrer l’univers des événements et des changements importants pour des entreprises. Il en ressort un portefeuille concentré ciblé sur la construction de positions. La philosophie du risque occupe une place centrale dans le Fonds. Elle intègre une protection à la baisse pour l’ensemble des phases du processus d’investissement et de la construction de portefeuille, et est renforcée par la surveillance de l’équipe dédiée de gestion du risque de LOIM.

### Le fonds met en oeuvre la stratégie Event Convexity depuis le 11 janvier 2019.
PERFORMANCE NETTE ET PERFORMANCE ANNUELLE EN USD 

### 11 janv. 2019 - 30 sept. 2021
115 
5.46%	
110
105
100
2019	2020	2021
LO Funds - Event Convexity, Seed, (USD) P A	Performance annuelle ou Année en cours (Fonds)

## CODES	

### Classe A

### ISIN	LU1298039089

### Bloomberg	LOGMUPA LX

### Valeur Liquidative	USD 10.26

## NOTATION

### Morningstar Category	Alt - Event Driven

### La valeur des investissements est variable et peut diminuer aussi bien qu’augmenter.
Cumulée
# NET PERFORMANCE IN USD	Fund
|  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
|  |  | 1 month | -0.36% |  | - |
| NAV	USD 10.26 |  | 3 months | -0.71% |  | - |
|  |  | 1 year | 2.25% |  | - |
|  |  | Total return (since 11.01.2019) | 10.72% |  | 3.80% |
|  |  |  |  |  |  |
| Morningstar Category	Alt - Event Driven |  |  |  |  |  |
|  |  | STATISTICS  11.01.2019 - 30.09.2021 |  |  | Fund |
|  |  | Max. drawdown |  |  | -3.24% |


### YTD	0.64%
Annualized
Fund

### -

## RATINGS

Translation (ENFR, 2021-09-30):
# PERFORMANCE NETTE EN USD	Fonds
### Année en cours	0.64%

### 1 mois	-0.36%

### 3 mois	-0.71%

### 1 an	2.25%

### Perf. totale (depuis 11.01.2019)	10.72%
Annualisée
Fonds

### -

### -

### -

### - 3.80%
STATISTIQUES 
11.01.2019 - 30.09.2021	
Fonds

### Baisse maximum	-3.24%
# MONTHLY GROSS PERFORMANCE CONTRIBUTION (%)	PORTFOLIO EXPOSURE - NMV
-0.1

### Downside convexity
-0.1

### Upside convexity

### Credit
0.1

### Upside convexity Downside convexity

### Credit
-0.1	

### Special Situations / Merger Arb	Special Situations / Merger Arb
51.5

Translation (ENFR, 2021-09-30):
# MONTHLY GROSS PERFORMANCE CONTRIBUTION (%)	PORTFOLIO EXPOSURE - NMV
-0.1

### Downside convexity
-0.1

### Upside convexity

### Crédit
0.1

### Upside convexity Downside convexity

### Crédit
-0.1	

### Special Situations / Merger Arb	Special Situations / Merger Arb
51.5
# RISK BY ASSET CLASS (1-DAY % VAR (95%))
### Upside convexity Downside convexity

### Credit

### Special Situations / Merger Arb
0.5

Translation (ENFR, 2021-09-30):
# RISQUE PAR CLASSE D’ACTIFS (VAR SUR 1 JOUR (95%))
### Upside convexity Downside convexity

### Crédit

### Special Situations / Merger Arb
0.5
# TOP 10 (IN %)
### Sea (sadr)

### Visa A Netflix Servicenow Square A

### Intuit Twilio A Facebook A Align Technology Match Group
9.1

Translation (ENFR, 2021-07-31):
# 10 PRINCIPALES POSITIONS (EN %)
## Sea (sadr)

## Visa A Netflix Servicenow Square A

## Intuit Twilio A Facebook A Align Technology Match Group
9.1
# SECTORS (IN %)
### Information technology Communication services Consumer discretionary

### Health care Industrials

### Others (liquid assets incl.)

### Consumer staples
34.6

Translation (ENFR, 2021-07-31):
# SECTEURS (EN %)
## Technologies de l'information Communication services Consommation non essentielle

## Soins de santé

## Industrie Others (liquid assets Incl.) Biens de consom. de base
34.6
# TOP 10 (IN %)
Apple Computer Com
Microsoft Corp amazon.com Alphabet A Alphabet Nvidia Corp
UnitedHealth Group JP Morgan Chase
Tesla Johnson & Johnson
4.4

Translation (ENFR, 2023-01-31):
# 10 PRINCIPALES POSITIONS (EN %)
Apple Computer Com
Microsoft Corp amazon.com Alphabet A Alphabet Nvidia Corp
UnitedHealth Group JP Morgan Chase
Tesla Johnson & Johnson
4.4
# SECTORS (IN %)
### Health care Consumer staples Information technology Consumer discretionary

### Financials Industrials Communication services

### Real estate Materials Utilities Energy

### Others (liquid assets Incl.)
1.2
2.4
4.0
6.6
7.5
8.3
10.9
10.2
10.1
13.7
12.9
12.1

Translation (ENFR, 2021-09-30):
# SECTEURS (EN %)
### Soins de santé Biens de consom. de base Technologies de l'information Consommation non essentielle

### Finance Industrie Communication Services

### Immobilier Matériaux

### Services aux collectivités

### Energie

### Autres (Liquidités compris)
1.2
2.4
4.0
6.6
7.5
8.3
10.9
10.2
10.1
13.7
12.9
12.1
# COUNTRIES (IN %)
### Germany France Spain Denmark

### United Kingdom United States Supranational

### Sweden Others Liquid assets
31.4

Translation (ENFR, 2021-07-31):
# PAYS (EN %)
### Allemagne

### France Espagne Danemark Royaume-Uni Etats-Unis

### Organisme supranational

### Suède Autres Liquidités
31.4
| NET PERFORMANCE IN USD | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 1.04% | 1.43% |  |  | - | - |
| 1 month | 0.34% | 0.32% |  |  | - | - |
| 3 months | 0.68% | 0.80% |  |  | - | - |
| 1 year | 1.03% | 1.43% |  |  | - | - |
| 3 years | 1.41% | 2.12% |  |  | 0.47% | 0.70% |
| 5 years | 5.27% | 6.50% |  |  | 1.03% | 1.26% |
| 10 years | 6.85% | 8.83% |  |  | 0.66% | 0.85% |
| Total return (since 14.04.2008) | 9.96% | 12.01% |  |  | 0.65% | 0.78% |
| STATISTICS  30.11.2017 - 30.11.2022 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 0.31% | 0.31% |  | Yield to maturity |  | 4.46% |
| Sharpe ratio | -1.13 | -0.39 |  | Number of positions |  | 64 |
| Max. drawdown | -0.35% | 0.00% |  | Non Government Bonds |  | 72.10% |
| Correlation |  | 0.955 |  | WAM (days) |  | 37 |
| Tracking error |  | 0.09% |  | WAL (days) |  | 65 |
|  |  |  |  | 30-Day Net Ann. Yield |  | 4.12% |
|  |  |  |  | Average Rating Fitch |  | F1 |

Translation (ENFR, 2022-11-30):
| PERFORMANCE NETTE EN USD | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 1.04% | 1.43% |  |  | - | - |
| 1 mois | 0.34% | 0.32% |  |  | - | - |
| 3 mois | 0.68% | 0.80% |  |  | - | - |
| 1 an | 1.03% | 1.43% |  |  | - | - |
| 3 ans | 1.41% | 2.12% |  |  | 0.47% | 0.70% |
| 5 ans | 5.27% | 6.50% |  |  | 1.03% | 1.26% |
| 10 ans | 6.85% | 8.83% |  |  | 0.66% | 0.85% |
| Perf. totale (depuis 14.04.2008) | 9.96% | 12.01% |  |  | 0.65% | 0.78% |
| STATISTIQUES  30.11.2017 - 30.11.2022 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 0.31% | 0.31% |  | Rendement à l'échéance |  | 4.46% |
| Ratio de Sharpe | -1.13 | -0.39 |  | Nombre de positions |  | 64 |
| Baisse maximum | -0.35% | 0.00% |  | Oblig. non gouvern. |  | 72.10% |
| Corrélation |  | 0.955 |  | WAM (jours) |  | 37 |
| Tracking Error |  | 0.09% |  | WAL (jours) |  | 65 |
|  |  |  |  | Rendement ann. net sur 30 j. |  | 4.12% |
|  |  |  |  | Average Rating Fitch |  | F1 |
# TOP 10 (IN %)
LOF - Convertible Asia, USD SA Amer Movil 0% 02/03/24 Cnv
Southwest Airlines C 1.25% 01/05/25 Cnv Akamai Technologies 0.375% 01/09/27 Cnv Jpmorgan Chase Finan 0% 29/04/25 Cnv
Dte
Grp Bruxelles Lamber 2.125% 29/11/25 Cnv Nippon Steel Corp 0% 05/10/26 Cnv
Posco 0% 01/09/26 Cnv Schneider Electric 0.000001% 15/06/26
Cnv
Sika 0.15% 05/06/25 Cnv
4.7

Translation (ENFR, 2023-02-28):
# 10 PRINCIPALES POSITIONS (EN %)
LOF - Convertible Asia, USD SA Amer Movil 0% 02/03/24 Cnv
Southwest Airlines C 1.25% 01/05/25 Cnv Akamai Technologies 0.375% 01/09/27 Cnv Jpmorgan Chase Finan 0% 29/04/25 Cnv
Dte
Grp Bruxelles Lamber 2.125% 29/11/25 Cnv Nippon Steel Corp 0% 05/10/26 Cnv
Posco 0% 01/09/26 Cnv Schneider Electric 0.000001% 15/06/26
Cnv
Sika 0.15% 05/06/25 Cnv
4.7
# COUNTRIES (IN %)
USA
France Netherlands
Japan China Germany
Italy Spain Belgium Switzerland Singapore
Korea Hong Kong Liquid assets
Others
26.75

Translation (ENFR, 2023-02-28):
# PAYS (EN %)
Etats-Unis France Pays-Bas Japon Chine Allemagne
Italie Espagne Belgique Suisse Singapore
Korea Hong Kong Liquidités Autres
26.75
# REDUCED (SECURITIES)
Mini Nasdaq100 Fut Mar23 Five9 0.5% 01/06/25 Cnv
Lumentum Hldgs 0.5% 15/12/26 Cnv Nippon Steel Corp 0% 05/10/26 Cnv
Lagfin 2% 02/07/25 Cnv
-1.6

Translation (ENFR, 2023-02-28):
# PONDÉRATIONS EN BAISSE (TITRES)
Mini Nasdaq100 Fut Mar23 Five9 0.5% 01/06/25 Cnv
Lumentum Hldgs 0.5% 15/12/26 Cnv Nippon Steel Corp 0% 05/10/26 Cnv
Lagfin 2% 02/07/25 Cnv
-1.6
# SECTORS (IN %)
Financials Industrials
30.5
LVMH Moet Hennessy Louis Vuitton SE
Novartis Ag HSBC HOLDINGS PLC
Totalenergies Se Astrazeneca Plc
BP Plc Roche Holding Ag
Consumer discretionary
Health care
Energy Materials Consumer staples
Information technology Communication services
Utilities Liquid assets

Translation (ENFR, 2023-02-28):
# SECTEURS (EN %)
Finance Industrie
30.5
LVMH Moet Hennessy Louis Vuitton SE
Novartis Ag HSBC HOLDINGS PLC
Totalenergies Se Astrazeneca Plc
BP Plc Roche Holding Ag
Consommation non essentielle
Soins de santé
Energie Matériaux
Biens de consom. de base Technologies de l'information Communication Services Services aux collectivités
Liquidités
# TOP 10 (IN %)
ASML Holding
6.6
Dassault Systèmes
LVMH
L'Oréal Pernod-Ricard Universal Music Group
Capgemini Novo Nordisk B Sartorius (priv)
Adyen

Translation (ENFR, 2022-09-30):
# 10 PRINCIPALES POSITIONS (EN %)
ASML Holding
6.6
Dassault Systèmes
LVMH
L'Oréal Pernod-Ricard Universal Music Group
Capgemini Novo Nordisk B Sartorius (priv)
Adyen
# NET PERFORMANCE IN CHF	Fund
YTD	6.08%
1 month	6.08%
3 months	6.42%
1 year	-15.30%
Total return (since 20.09.2021)	-30.77%
Annualized
Fund

Translation (ENFR, 2023-01-31):
# PERFORMANCE NETTE EN CHF	Fonds
Année en cours	6.08%
1 mois	6.08%
3 mois	6.42%
1 an	-15.30%
Perf. totale (depuis 20.09.2021)	-30.77%
Annualisée
Fonds