# JSS Sust. Green Bond - Global P EUR acc
August 2022 | Page 1 of 2
Fund Overview
Net asset value per share117.59
Fund size in millions12.06
Investment company	J. Safra Sarasin Fund Management (Luxembourg) S.A.
Depositary		RBC Investor Services Bank S.A., Luxembourg
Portfolio management	AM Bond, Bank J. Safra Sarasin Ltd, Basel
Portfolio Manager	Florian Weber
Domicile of fund		Luxembourg ISIN code	LU0288930356
Fund Portrait
The JSS Sustainable Green Bond – Global seeks to achieve an attractive return while maintaining a balanced risk diversification and optimal liquidity by investing in green bonds globally (including emerging markets) from issuers with a best-in-class ESG rating. The objective is aligned with the Paris Agreement and J. Safra Sarasin’s Climate Pledge to achieve carbon-neutrality in portfolios by 2035. At least 80% of the Sub-Fund’s investments in fixed income securities must be «Green» bonds as defined by the Green Bond Principles and the EU Regulation on Green Bonds.
Net Performance (in EUR) as of 31.08.2022
120 12
110	6
German securities
identification code
A0MM6Y
100	0
Launch date	30 November 2007
90
End of fiscal year	June
80
Ongoing charges	1.26%
-6
-12
| Management fee | 0.85% |  | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Accounting currency | EUR |  |  |  |  |  |  |  |
| Dividend payment	none (reinvesting)	 left scale:	right scale, annual performance in Sales fee	max. 3.00%	 Performance indexed	Fund Exit charge	0.0%	 Benchmark (BM): ICE BofA Green Bond Index hedged in EUR |

70	-18
%:
| Legal Structure | SICAV |  |
| --- | --- | --- |
| Issue/Redemption | daily |
| Benchmark (BM) | ICE BofA Green Bond Index |  |  | 1 Month | 3 Months | YTD | 1 year | 3 years p.a. | 5 years p.a. |
|  | hedged in EUR* |  | Fund | -4.54% | -3.53% | -16.30% | -18.14% | -6.78% | -3.27% |
| SFDR Classification | Article 9 |  | BM | -4.75% | -3.62% | -14.96% | -16.51% | -5.44% | -1.66% |
| *new since 17.01.2018; before Citigroup Germany GBI all maturities (EUR) | 2021 | 2020 | 2019 | 2018 | 2017 | Since Inception |
|  |  |  |  | Fund | -4.14% | 3.91% | 5.48% | -3.15% | -1.44% | 17.59% |
| Statistical Ratios | Fund | Benchmark |  | BM | -3.00% | 5.30% | 6.95% | -0.71% | 1.46% | 3.67% |
| Volatility | 6.73% | 6.65% |  |  |  |  |  |  |  |  |
| Correlation | 0.98 | n.a. | Past performance does not guarantee future returns. The performance shown does not take | account of |
| Beta | 0.99 | n.a. | any commissions and costs charged when subscribing and redeeming units. |  |
| Sharpe Ratio | -0.93 | -0.74 |  |  |
| Information Ratio | -1.01 | n.a. | Top Ten Holdings |  |
| Jensens Alpha | -1.37% | n.a. | 0.500% Netherland 15.01.40 | 13.67% |
| Alpha | -1.37% | n.a. | 0.400% EU 04.02.37 | 7.54% |
| Tracking Error | 1.32% | n.a. | 1.500% EIB 15.11.47 | 7.01% |
|  |  |  | 0.875% CPPIB Cap. 06.02.29 | 5.69% |
| The statistical ratios are calculated on the basis of	 1.350% Ireland 18.03.31	4.79% the previous months (36 months, basis EUR). Risk-	 1.500% Icade SA 13.09.27	3.91% free interest rate: -0.51%	 0.150% Eurofirma 10.10.34	3.75% 2.429% Assic Generali 14.07.31	3.39% Bonds Portfolio Ratios	0.500% NWB 26.04.51	3.11% Average Rating	A+	2.000% CNP Assurances 27.07.50	2.79% Ø-Life11.73 Yield to Maturity	2.70 %	Allocation by Debtor Categories	Maturity Structure of Bonds Modified Duration6.63 42.62%	States,Prov.,Municip.	5.26%	<1 year Risk and reward profile	 23.46%	Financials	9.43%1-3 18.56%	Supranationals	11.64%3-5 lower risk	higher risk	 5.90%	Utilities	12.71%5-7 typically lower	typically higher	 5.26%	Cash	17.91%7-10 rewards	rewards	 2.57%	Non-Financials	16.72%10-15 1.63%	Covered Bonds	26.31%	15< Years |

| 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| --- | --- | --- | --- | --- | --- | --- |

1 | JSS Sust. Green Bond - Global\nP EUR acc
The risk and reward category shown is based on historical data and can not be used as a reliable indicator of the future risk profile of the fund. The classification of the fund may change over time and is not a guarantee.

Translation (ENFR, 2022-08-31):
# JSS Sust. Green Bond - Global P EUR acc
Août 2022 | Page 1 de 2
Vue globale du fonds
Valeur d'inventaire117.59
Total des actifs en mio.12.06
Société d'investissement	J. Safra Sarasin Fund
Management (Luxembourg) S.A.
Dépositaire		RBC Investor Services Bank S.A., Luxembourg
Gestion de portefeuille	AM Bond, Banque J. Safra Sarasin SA, Bâle
Portrait du fonds
Le fonds JSS Sustainable Green Bond – Global vise un rendement attractif, conjugué à une diversification équilibrée des risques et une liquidité optimale, au travers d’investissements dans des obligations vertes du monde entier (y compris des marchés émergents) dont les émetteurs ont les meilleures notations ESG. Cet objectif est conforme à l’Accord de Paris et à l’engagement climatique qu’a pris J. Safra Sarasin d’atteindre la neutralité carbone dans ses portefeuilles d’ici 2035. Au moins 80 % des titres obligataires dans lesquels le compartiment investit doivent être des obligations «vertes» au sens des «Green Bond Principles» et du règlement de l’UE sur les obligations vertes.
Gestionnaire de portefeuille
Florian Weber
Performance nette (en EUR) au 31.08.2022
Domicile du fonds	Luxembourg
120 12
No ISIN	LU0288930356
No valeur suisse2 950 233
Lancement	30 novembre 2007 Fin de l'exercice		Juin
Frais courants	1.26%
Frais de gestion	0.85%
110
100
90
80
6
0
-6
-12
| Monnaie de compte | EUR |  | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Distribution | Aucune (réinvestissant) |  |  |  |  |  |  |  |
| Commission de	max. 3.00%	 échelle de gauche:	échelle de droite, la performance annuelle en souscription	 Performance indexée	Fonds |

70	-18
|  |  |  |
| --- | --- | --- |
| Frais de sortie | 0.0% |
|  |  |
|  |
| Structure juridique | SICAV |
| Émission/rachat | tous les jours |
| Benchmark (BM) | ICE BofA Green Bond Index |  |  | 1 Mois | 3 Mois | YTD | 1 an | 3 ans p.a. | 5 ans p.a. |
|  | hedged in EUR* |  | Fonds | -4.54% | -3.53% | -16.30% | -18.14% | -6.78% | -3.27% |
| Classification SFDR | Article 9 |  | BM | -4.75% | -3.62% | -14.96% | -16.51% | -5.44% | -1.66% |
| *Nouveau depuis | 17.01.2018; anciennement |  |  |  |  |  |  |  | Depuis |
| Citigroup Germany GBI all maturities (EUR) | 2021 | 2020 | 2019 | 2018 | 2017 | début |
|  |  |  |  | Fonds | -4.14% | 3.91% | 5.48% | -3.15% | -1.44% | 17.59% |
| Indices statistiques | Fonds | Benchmark |  | BM | -3.00% | 5.30% | 6.95% | -0.71% | 1.46% | 3.67% |
| Volatilité | 6.73% | 6.65% |  |  |  |  |  |  |  |  |
| Corrélation | 0.98 | n.a. |  | Les résultats obtenus par le passé n'offrent aucune garantie quant aux rendements futurs. La | performance |
| Bêta | 0.99 | n.a. |  | représentée ne tient pas compte de commissions et de coûts éventuels prélevés lors de la | souscription |
| Ratio de Sharpe | -0.93 | -0.74 |  | et du rachat de parts. |  |
| Information Ratio | -1.01 | n.a. |  |  |  |
| Jensens Alpha | -1.37% | n.a. |  | Les dix principales positions |  |
| Alpha | -1.37% | n.a. |  | 0.500% Netherland 15.01.40 | 13.67% |
| Tracking Error | 1.32% | n.a. |  | 0.400% EU 04.02.37 | 7.54% |
|  |  |  |  | 1.500% EIB 15.11.47 | 7.01% |
| Les indices statistiques sont calculés sur la base	 0.875% CPPIB Cap. 06.02.29	5.69% des mois précédents (36 mois, base EUR). Taux	 1.350% Ireland 18.03.31	4.79% d'intérêt exempt de risque: -0.51%	 1.500% Icade SA 13.09.27	3.91% 0.150% Eurofirma 10.10.34	3.75% Ratios portefeuille obligataire	2.429% Assic Generali 14.07.31	3.39% Ø-Rating	A+	0.500% NWB 26.04.51	3.11% Ø-Life	11.73	2.000% CNP Assurances 27.07.50	2.79% Rendement à l'échéance	2.70 % Modified Duration	6.63	Répartition des catégories de débiteurs	Structure des durées résiduelles |

%:
Benchmark (BM): ICE BofA Green Bond Index hedged in EUR
Profil de risque et de rendement
revenus
revenus
potentiellement faibles
potentiellement
élevés
risques faibles	risques élevés
| 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| --- | --- | --- | --- | --- | --- | --- |

1 | JSS Sust. Green Bond - Global\nP EUR acc
La catégorie de risque et de rendement mentionnée repose sur des données historiques et ne saurait constituer un indicateur fiable du profil de risque futur du Fonds. La classification du Fonds peut évoluer dans le temps et ne saurait être garantie.