OVHaiLLM/Flipper huggingface dataset:
| Unit | Objective | Unit | Objective |
| --- | --- | --- | --- |
| Cumulative	Annualized |
|  |  |  | YTD | 1.29% | 1.04% | - | - |
|  |  |  | 1M | -0.65% | 0.26% | - | - |
|  |  |  | 3M | -1.07% | 0.85% | - | - |
|  |  |  | 1Y | -1.14% | 1.64% | - | - |
|  |  |  | 3Y | -8.07% | 3.25% | -2.77% | 1.07% |
|  |  |  | 5Y | -10.99% | 5.19% | -2.30% | 1.02% |
| 10-2008	 Unit | Objective | 04-2023 | Since Launch | 23.36% | 22.28% | 1.45% | 1.39% |
| Fund Statistics | 6M | 1Y | 3Y | 5Y | Since Launch |  | Annual Performance | (Calendar Year) Unit | Objective |
| Annualized Volatility Unit | 5.49% | 6.41% | 5.19% | 4.44% | 3.41% |  | 2022 | -12.20% | 0.76% |
| Sharpe Ratio | 1.05 | -0.23 | -0.49 | -0.46 | 0.35 |  | 2021 | -1.35% | 0.73% |
|  |  |  |  |  |  |  | 2020 | 1.44% | 0.91% |
|  |  |  |  |  |  |  | 2019 | 1.64% | 0.98% |
|  |  |  |  |  |  |  | 2018 | -2.89% | 0.90% |

Translation (ENFR, 2023-04-30):
| Part | Objectif | Part | Objectif |
| --- | --- | --- | --- |
| Cumulées	Annualisées |
|  |  |  |  |  |  | YTD	1,29% | 1,04% | - | - |
|  |  |  |  |  |  | 1 mois	-0,65% | 0,26% | - | - |
|  |  |  |  |  |  | 3 mois	-1,07% | 0,85% | - | - |
|  |  |  |  |  |  | 1 an	-1,14% | 1,64% | - | - |
|  |  |  |  |  |  | 3 ans	-8,07% | 3,25% | -2,77% | 1,07% |
|  |  |  |  |  |  | 5 ans	-10,99% | 5,19% | -2,30% | 1,02% |
| 10-2008 | Part | Objectif |  | 04-2023 |  | Création	23,36% | 22,28% | 1,45% | 1,39% |
| Statistiques du Fonds | 6 mois | 1 an	3 ans | 5 ans | Création |  | Performances annuelles | (année civile) Part | Objectif |
| Volatilité annualisée Part | 5,49% | 6,41%	5,19% | 4,44% | 3,41% |  | 2022 | -12,20% | 0,76% |  |
| Ratio de Sharpe | 1,05 | -0,23	-0,49 | -0,46 | 0,35 |  | 2021 | -1,35% | 0,73% |  |
|  |  |  |  |  |  | 2020 | 1,44% | 0,91% |  |
|  |  |  |  |  |  | 2019 | 1,64% | 0,98% |  |
|  |  |  |  |  |  | 2018 | -2,89% | 0,90% |  |
## VOD 3,1% 01/03/79	1.03%	Corporate	2.15	BB+
Duration Contribution by Country
Contribution to Duration by Maturity
Allocation by S&P Rating / Maturity
0-1	1-3	3-5	5-7	7-10	>10	Total

Translation (ENFR, 2021-06-30):
## VOD 3,1% 01/03/79	1,03%	Corporate	2,15	BB+
Contribution à la duration par pays
Contribution à la duration par maturité
Répartition selon notation S&P et Maturité
0-1	1-3	3-5	5-7	7-10	>10	Total
# NAV Evolution since launch	Cumulative and Annualized Performance
### 05-2010
Unit

### 04-2022
| Fund Statistics |  |  |  |  | Since |
| --- | --- | --- | --- | --- | --- |
|  | 6M | 1Y | 3Y | 5Y | Launch |
| Annualized Volatility Unit | 7.43% | 6.17% | 11.08% | 9.38% | 8.78% |
| Sharpe Ratio | -0.59 | -0.13 | 0.39 | 0.39 | 0.66 |
| Max Drawdown | -6.00% | -6.00% | -18.10% | -18.10% | -18.10% |
| Recovery Period (days) | - | - | 160 | 160 | 160 |

Translation (ENFR, 2022-04-30):
# Évolution de la VNI depuis le lancement	Performances cumulées et annualisées
### 05-2010
Part

### 04-2022
| Part |
| --- |
| Cumulées | Annualisées |
| YTD | -4,90% | - |
| 1 mois | -1,35% | - |
| 3 mois | -3,60% | - |
| 1 an | -1,41% | - |
| 3 ans | 12,03% | 3,86% |
| 5 ans | 17,11% | 3,21% |
| Création | 98,41% | 5,90% |
# Asset Breakdown	Equity Exposure Evolution
Derivatives	Weight
| Equity | 4.05% |  |  |  |
| --- | --- | --- | --- | --- |
| Interest rate | - |  |  |
| Top 5 holdings (Bond) |  |  | Top 5 holdings (Equity) |
|  | Weight |  |  | Weight |
| BTF 0 09/07/22 | 6.90% |  | FUT MSCI Europe Jun22 | 2.69% |
| SGLT 0 08/12/22 | 5.20% |  | FUT S&P500 EMINI FUT Jun22 | 1.40% |
| BUBILL 0 08/24/22 | 4.61% |  | LKQ CORP | 0.55% |
| SGLT 0 07/08/22 | 3.47% |  | MERCK & CO. INC. | 0.55% |
| BOTS 0 10/14/22 | 2.72% |  | STORA ENSO OYJ R | 0.54% |
|  |  |  |  |  |

Currency	-
Portfolio
Portfolio

Translation (ENFR, 2022-04-30):
# Allocation d'actifs	Evolution du niveau de l'exposition action
Dérivés	Pond. %
| Actions | 4,05% |  |  |  |
| --- | --- | --- | --- | --- |
| Taux | - |  |  |
| 5 principaux titres (Obligations) |  |  | 5 principaux titres (Actions) |
|  | Pond. % |  |  | Pond. % |
| BTF 0 09/07/22 | 6,90% |  | FUT MSCI Europe Jun22 | 2,69% |
| SGLT 0 08/12/22 | 5,20% |  | FUT S&P500 EMINI FUT Jun22 | 1,40% |
| BUBILL 0 08/24/22 | 4,61% |  | LKQ CORP | 0,55% |
| SGLT 0 07/08/22 | 3,47% |  | MERCK & CO. INC. | 0,55% |
| BOTS 0 10/14/22 | 2,72% |  | STORA ENSO OYJ R | 0,54% |
|  |  |  |  |  |

Devise	-
Compartim.
Compartim.
# NAV Evolution since launch	Cumulative and Annualized Performance
### 05-2010
Unit

### 08-2022
| Fund Statistics |  |  |  |  | Since |
| --- | --- | --- | --- | --- | --- |
|  | 6M | 1Y | 3Y | 5Y | Launch |
| Annualized Volatility Unit | 9.97% | 8.39% | 11.46% | 9.62% | 8.84% |
| Sharpe Ratio | -1.17 | -0.92 | 0.27 | 0.27 | 0.59 |
| Max Drawdown | -7.63% | -10.54% | -18.74% | -18.74% | -18.74% |
| Recovery Period (days) | - | - | 162 | 162 | 162 |

Translation (ENFR, 2022-08-31):
# Évolution de la VNI depuis le lancement	Performances cumulées et annualisées
### 05-2010
Part

### 08-2022
| Part |
| --- |
| Cumulées | Annualisées |
| YTD | -9,60% | - |
| 1 mois | -3,75% | - |
| 3 mois | -5,00% | - |
| 1 an | -8,42% | - |
| 3 ans | 8,01% | 2,60% |
| 5 ans | 11,31% | 2,17% |
| Création | 88,61% | 5,30% |
# Asset Breakdown*
Portfolio

### *The Corporate asset class may include issues by local agencies or authorities that are equivalent to Corporate instruments issued in terms of creditworthiness.
| Derivatives | Weight |  |  |  |
| --- | --- | --- | --- | --- |
| Currency | - |  |  |
| Equity | - |  |  |
| Interest rate | - |  |  |
| Top 5 holdings (Bond) |  |  | Top 5 holdings (Equity) |
|  | Weight |  |  | Weight |
| BTF 0 09/07/22 | 7.15% |  | MOTOROLA SOLUTIONS | 0.57% |
| SGLT 0 07/07/23 | 4.91% |  | GLENCORE PLC | 0.57% |
| BUBILL 0 08/23/23 | 4.75% |  | PUBLICIS GROUPE | 0.56% |
| SGLT 0 08/11/23 | 3.29% |  | HUNTINGTON BANCSHARES | 0.56% |
| SGLT 0 06/09/23 | 2.06% |  | NETAPP INC | 0.56% |

Translation (ENFR, 2022-08-31):
# Allocation d'actifs*
Compartim.

### *La catégorie d’actifs Corporate peut comprendre des titres émis par des agences ou autorités locales équivalents aux instruments émis par la catégorie Corporate.
| Dérivés	Pond. % |  |  |  |
| --- | --- | --- | --- |
| Devise	- |  |  |
| Actions	- |  |  |
| Taux	- |  |  |
| 5 principaux titres (Obligations) |  | 5 principaux titres (Actions) |
| Pond. % |  |  | Pond. % |
| BTF 0 09/07/22	7,15% |  | MOTOROLA SOLUTIONS | 0,57% |
| SGLT 0 07/07/23	4,91% |  | GLENCORE PLC | 0,57% |
| BUBILL 0 08/23/23	4,75% |  | PUBLICIS GROUPE | 0,56% |
| SGLT 0 08/11/23	3,29% |  | HUNTINGTON BANCSHARES | 0,56% |
| SGLT 0 06/09/23	2,06% |  | NETAPP INC | 0,56% |
# Sector Breakdown (Equity)
Currency Risk Exposure*

## Portfolio	Benchmark
USD	0.12%	0.00%

#### *The figure refers only to classes not covered by exchange rate risk.

## Portfolio	 Benchmark

#### Allocation subject to change. Reference in this document to specific securities should not be construed as recommendation to buy or sell these securities.
Sustainability characteristics

#### Source: Internal processing of data provided by MSCI ESG Research Survey period: 12-month rolling average

Translation (ENFR, 2023-07-31):
# Evolution sectorielle (actions)
Exposition au risque de change*

## Compartim.	Indice
USD	0,12%	0,00%

#### *Cette donnée se réfère uniquement aux catégories non couvertes par le risque de change.

## Compartim.	 Indice

#### L’allocation est sujette à modification. Toute référence à des titres particuliers dans ce document ne doit pas être considérée comme une recommandation d’achat ou de vente de ces titres.
Caractéristiques de durabilité

#### Source : traitement interne d’après les données fournies par MSCI ESG Research Période d’enquête : moyenne mobile sur 12 mois
| Unit | Objective | Unit | Objective |
| --- | --- | --- | --- |
| Cumulative	Annualized |
|  |  |  |  | YTD | -14.57% | 1.46% | - | - |
|  |  |  |  | 1M | -0.87% | 0.23% | - | - |
|  |  |  |  | 3M | 1.96% | 0.68% | - | - |
|  |  |  |  | 1Y | -14.57% | 1.46% | - | - |
|  |  |  |  | 3Y | -14.07% | 4.56% | -4.93% | 1.50% |
|  |  |  |  | 5Y | -13.80% | 8.03% | -2.92% | 1.56% |
| 09-2017 | Unit | Objective | 12-2022 | Since Launch | -14.13% | 8.55% | -2.83% | 1.56% |
| Fund Statistics | 6M | 1Y | 3Y | 5Y | Since Launch |  | Annual Performance | (Calendar Year) Unit | Objective |
| Annualized Volatility Unit | 7.14% | 8.09% | 6.10% | 4.93% | 4.80% |  | 2022 | -14.57% | 1.46% |
| Sharpe Ratio | 0.27 | -1.74 | -0.73 | -0.50 | -0.50 |  | 2021 | -2.28% | 1.43% |
|  |  |  |  |  |  |  | 2020 | 2.93% | 1.61% |
|  |  |  |  |  |  |  | 2019 | 4.32% | 1.68% |
|  |  |  |  |  |  |  | 2018 | -3.84% | 1.60% |

Translation (ENFR, 2022-12-31):
| Part | Objectif | Part | Objectif |
| --- | --- | --- | --- |
| Cumulées	Annualisées |
|  |  |  |  |  |  | YTD	-14,57% | 1,46% | - | - |
|  |  |  |  |  |  | 1 mois	-0,87% | 0,23% | - | - |
|  |  |  |  |  |  | 3 mois	1,96% | 0,68% | - | - |
|  |  |  |  |  |  | 1 an	-14,57% | 1,46% | - | - |
|  |  |  |  |  |  | 3 ans	-14,07% | 4,56% | -4,93% | 1,50% |
|  |  |  |  |  |  | 5 ans	-13,80% | 8,03% | -2,92% | 1,56% |
| 09-2017 | Part | Objectif |  | 12-2022 |  | Création	-14,13% | 8,55% | -2,83% | 1,56% |
| Statistiques du Fonds | 6 mois | 1 an	3 ans | 5 ans | Création |  | Performances annuelles | (année civile) Part | Objectif |
| Volatilité annualisée Part | 7,14% | 8,09%	6,10% | 4,93% | 4,80% |  | 2022 | -14,57% | 1,46% |  |
| Ratio de Sharpe | 0,27 | -1,74	-0,73 | -0,50 | -0,50 |  | 2021 | -2,28% | 1,43% |  |
|  |  |  |  |  |  | 2020 | 2,93% | 1,61% |  |
|  |  |  |  |  |  | 2019 | 4,32% | 1,68% |  |
|  |  |  |  |  |  | 2018 | -3,84% | 1,60% |  |
| This Sub-Fund is managed by Eurizon Capital S.A. |  |
| --- | --- |
| NAV (in EUR) | 102.25 | Fund Size (in EUR) | 550 mil | Class Unit Inception Date | 01/25/2016 |
| Morningstar Rating ™ | ★★★ | Fund Manager | Davide Guzzi | Number of Holdings | 142 |
|  |  |  | Alessio Marchi |  |  |

Translation (ENFR, 2022-11-30):
| Ce compartiment est géré par Eurizon Capital S.A. |  |
| --- | --- |
| Valeur nette d’inventaire (en EUR) | 102,25 | Encours du fonds (en EUR) | 550 mil | Lancement de catégorie de Parts | 25/01/2016 |
| Notation Morningstar™ | ★★★ | Gérant du fonds | Davide Guzzi | Nombre total de positions | 142 |
|  |  |  | Alessio Marchi |  |  |
|  | 6M | 1Y | 3Y | 5Y | Launch |  |  | Unit |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Annualized Volatility Unit | 4.50% | 3.97% | 6.48% | 5.71% | 4.98% |  | 2021 | 2.32% |
| Sharpe Ratio | -0.33 | -0.56 | 0.11 | 0.05 | 0.15 |  | 2020 | 0.87% |
| Max Drawdown | -3.61% | -6.23% | -12.53% | -13.27% | -13.27% |  | 2019 | 6.53% |
| Recovery Period (days) | - | - | 181 | 203 | 203 |  | 2018 | -6.44% |
|  |  |  |  |  |  |  | 2017 | 1.84% |

Translation (ENFR, 2022-11-30):
|  | 6 mois | 1 an | 3 ans | 5 ans | Création |  |  | Part |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Volatilité annualisée Part | 4,50% | 3,97% | 6,48% | 5,71% | 4,98% |  | 2021 | 2,32% |
| Ratio de Sharpe | -0,33 | -0,56 | 0,11 | 0,05 | 0,15 |  | 2020 | 0,87% |
| Drawdown maximum | -3,61% | -6,23% | -12,53% | -13,27% | -13,27% |  | 2019 | 6,53% |
| Période de récupération (jours) | - | - | 181 | 203 | 203 |  | 2018 | -6,44% |
|  |  |  |  |  |  |  | 2017 | 1,84% |
#### Allocation subject to change. Reference in this document to specific securities should not be construed as recommendation to buy or sell these securities.
Performance and Investment Choices
The portfolio remains focused on all short-term debt instruments from emerging sovereign and corporate issuers. The weight of instruments maturing within 5 years is equal to 75% while the debt component maturing beyond 5 years is 25%.
A pro-cyclical approach was maintained throughout the month. In particular, the cash component came in at 9% while the local debt component was kept at 20%. On the currency front, exposure to the US dollar increased also as a result of changes in options.
The Fund put in a positive performance in June. This was due to a recovery in all components of the portfolio, including the basket of emerging currencies.
The central banks remained accommodative and, for the time being, are managing to keep interest rate pressures in check. The commitment to keep short-term rates steady is helping emerging currencies.

Translation (ENFR, 2021-06-30):
### L’allocation est sujette à modification. Toute référence à des titres particuliers dans ce document ne doit pas être considérée comme une recommandation d’achat ou de vente de ces titres.
Choix de performances et d’investissements
Le portefeuille reste concentré sur tous les instruments de dette à court terme d’émetteurs souverains et d’entreprises des marchés émergents. Les instruments d’une échéance inférieure ou égale à 5 ans représentent près de 75 % du portefeuille, contre 25 % pour le crédit dont l’échéance est supérieure à 3 ans.
Nous avons maintenu une approche pro-cyclique durant le mois. Plus précisément, la composante des liquidités s’est établie à 9 % tandis que la composante relative à la dette en devise locale a été maintenue à 20 %. Sur le front des devises, l’exposition au dollar américain s’est accrue, en raison notamment de l'évolution des options.
En juin, le compartiment a signé une performance positive, grâce à la contribution positive de toutes les composantes du portefeuille, y compris le panier de devises des marchés émergents.
Les banques centrales conservent pour l’instant une posture accommodante, afin de contenir les tensions sur les taux d'intérêt. L’engagement qu’elles ont pris de maintenir les taux courts à un niveau très bas constitue un facteur de soutien pour les devises émergentes.
# Asset Breakdown*
Portfolio
*The Corporate asset class may include issues by local agencies or authorities that are equivalent to Corporate instruments issued in terms of creditworthiness. The Developed Governments asset class may include derivative financial instruments on interbank rates.
Derivatives	Weight
| Currency | 0.00% |  |
| --- | --- | --- |
| Equity | 17.51% |
| Interest rate | 5.61% |
| Top 5 holdings (Bond) |  |
|  | Weight |  |  | Weight |
| SGLT 0 01/12/24 | 11.17% |  | FUT TOPIX INDX FUTR Mar24 | 3.03% |
| FUT US 5YR NOTE (CBT) Mar24 | 11.03% |  | FUT XAY Cons Discret Mar24 | 2.60% |
| BTPS 0 01/30/24 | 9.70% |  | FUT MSCI EmgMkt Mar24 | 2.19% |
| BOTS 0 01/12/24 | 8.73% |  | FUT FTSE 100 IDX FUT Mar24 | 2.05% |
| BTPS 0 12/15/24 | 7.95% |  | FUT XAV Health Care Mar24 | 1.66% |

Translation (ENFR, 2023-12-31):
# Allocation d'actifs*
##  Compartim.
*La catégorie d’actifs Corporate peut comprendre des titres émis par des agences ou autorités locales équivalents aux instruments émis par la catégorie Corporate. La classe d'actifs Gouvernements développés peut inclure des instruments financiers dérivés sur les taux interbancaires.
Dérivés	Pond. %
| Devise | 0,00% |
| --- | --- |
| Actions | 17,51% |
| Taux | 5,61% |

| 5 principaux titres (Obligations) |  |  | 5 principaux titres (Actions) |  |
| --- | --- | --- | --- | --- |
|  | Pond. % |  |  | Pond. % |
| SGLT 0 01/12/24 | 11,17% |  | FUT TOPIX INDX FUTR Mar24 | 3,03% |
| FUT US 5YR NOTE (CBT) Mar24 | 11,03% |  | FUT XAY Cons Discret Mar24 | 2,60% |
| BTPS 0 01/30/24 | 9,70% |  | FUT MSCI EmgMkt Mar24 | 2,19% |
| BOTS 0 01/12/24 | 8,73% |  | FUT FTSE 100 IDX FUT Mar24 | 2,05% |
| BTPS 0 12/15/24 | 7,95% |  | FUT XAV Health Care Mar24 | 1,66% |
# Asset Breakdown*
##  Portfolio

### *The Corporate asset class may include issues by local agencies or authorities that are equivalent to Corporate instruments issued in terms of creditworthiness.
Derivatives	Weight
| Currency | 1.45% |  |
| --- | --- | --- |
| Equity | 23.20% |
| Interest rate | -22.82% |
| Top 5 holdings (Bond) |  |
|  | Weight |  |  | Weight |
| BOTS 0 01/12/24 | 11.93% |  | FUT US ULTRA BOND CBT Jun23 | 5.50% |
| SGLT 0 01/12/24 | 10.96% |  | FUT TOPIX INDX FUTR Jun23 | 5.28% |
| SGLT 0 12/08/23 | 9.96% |  | FUT S&P500 EMINI FUT Jun23 | 4.73% |
| BTPS 0 01/30/24 | 9.94% |  | FUT US 5YR NOTE (CBT) Jun23 | 3.59% |
| BOTS 0 12/14/23 | 7.95% |  | FUT MSCI EmgMkt Jun23 | 2.95% |

Translation (ENFR, 2023-04-30):
# Allocation d'actifs*
##  Compartim.

### *La catégorie d’actifs Corporate peut comprendre des titres émis par des agences ou autorités locales équivalents aux instruments émis par la catégorie Corporate.
Dérivés	Pond. %
| Devise | 1,45% |
| --- | --- |
| Actions | 23,20% |
| Taux | -22,82% |

| 5 principaux titres (Obligations) |  |  | 5 principaux titres (Actions) |  |
| --- | --- | --- | --- | --- |
|  | Pond. % |  |  | Pond. % |
| BOTS 0 01/12/24 | 11,93% |  | FUT US ULTRA BOND CBT Jun23 | 5,50% |
| SGLT 0 01/12/24 | 10,96% |  | FUT TOPIX INDX FUTR Jun23 | 5,28% |
| SGLT 0 12/08/23 | 9,96% |  | FUT S&P500 EMINI FUT Jun23 | 4,73% |
| BTPS 0 01/30/24 | 9,94% |  | FUT US 5YR NOTE (CBT) Jun23 | 3,59% |
| BOTS 0 12/14/23 | 7,95% |  | FUT MSCI EmgMkt Jun23 | 2,95% |
# NAV Evolution since launch	Cumulative and Annualized Performance
### 05-2010
Unit

### 08-2020
Fund Statistics	
Since

Translation (ENFR, 2020-08-31):
# Évolution de la VNI depuis le lancement	Performances cumulées et annualisées
05-2010
Part
08-2020
| Part |
| --- |
| Cumulées | Annualisées |
| YTD | -1,15% | - |
| 1 mois | 1,68% | - |
| 3 mois | 3,88% | - |
| 1 an | 3,58% | - |
| 3 ans | 6,76% | 2,20% |
| 5 ans | 19,71% | 3,66% |
| Création | 80,89% | 5,93% |
# NAV Evolution since launch	Cumulative and Annualized Performance
### 07-2008
Unit

### 01-2022
| Unit |
| --- |
| Cumulative | Annualized |
| YTD | -3.30% | - |
| 1M | -3.30% | - |
| 3M | -1.89% | - |
| 1Y | 7.91% | - |
| 3Y | 22.26% | 6.92% |
| 5Y | 24.76% | 4.52% |
| Since Launch | 82.21% | 4.54% |

Fund Statistics	
Since

Translation (ENFR, 2022-01-31):
# Évolution de la VNI depuis le lancement	Performances cumulées et annualisées
### 07-2008
Part

### 01-2022
| Part |
| --- |
| Cumulées | Annualisées |
| YTD | -3,30% | - |
| 1 mois | -3,30% | - |
| 3 mois | -1,89% | - |
| 1 an | 7,91% | - |
| 3 ans | 22,26% | 6,92% |
| 5 ans | 24,76% | 4,52% |
| Création | 82,21% | 4,54% |
# NAV Evolution since launch	Cumulative and Annualized Performance
### 05-2010
Unit

### 07-2022
| Fund Statistics |  |  |  |  | Since |
| --- | --- | --- | --- | --- | --- |
|  | 6M | 1Y | 3Y | 5Y | Launch |
| Annualized Volatility Unit | 11.07% | 8.46% | 11.47% | 9.78% | 8.88% |
| Sharpe Ratio | -0.79 | -0.40 | 0.36 | 0.35 | 0.63 |
| Max Drawdown | -9.47% | -10.93% | -18.10% | -18.10% | -18.10% |
| Recovery Period (days) | - | - | 160 | 160 | 160 |

Translation (ENFR, 2022-07-31):
# Évolution de la VNI depuis le lancement	Performances cumulées et annualisées
### 05-2010
Part

### 07-2022
| Part |
| --- |
| Cumulées | Annualisées |
| YTD | -6,08% | - |
| 1 mois | 3,97% | - |
| 3 mois | -1,23% | - |
| 1 an | -4,10% | - |
| 3 ans | 11,31% | 3,64% |
| 5 ans | 15,47% | 2,92% |
| Création | 95,96% | 5,67% |
| Unit | Objective | Unit | Objective |
| --- | --- | --- | --- |
| Cumulative	Annualized |
|  |  |  | YTD | 3.08% | 3.63% | - | - |
|  |  |  | 1M | 3.30% | 0.44% | - | - |
|  |  |  | 3M | 0.98% | 1.18% | - | - |
|  |  |  | 1Y | 2.40% | 3.81% | - | - |
|  |  |  | 3Y | -10.25% | 5.25% | -3.54% | 1.72% |
|  |  |  | 5Y | -7.88% | 7.28% | -1.63% | 1.41% |
| 10-2008	 Unit | Objective | 11-2023 | Since Launch | 25.55% | 25.40% | 1.51% | 1.51% |
| Fund Statistics | 6M | 1Y | 3Y | 5Y | Since Launch |  | Annual Performance | (Calendar Year) Unit | Objective |
| Annualized Volatility Unit | 5.05% | 5.27% | 5.70% | 4.87% | 3.91% |  | 2022 | -12.20% | 0.76% |
| Sharpe Ratio | 0.13 | -0.02 | -0.69 | -0.36 | 0.29 |  | 2021 | -1.35% | 0.73% |
|  |  |  |  |  |  |  | 2020 | 1.44% | 0.91% |
|  |  |  |  |  |  |  | 2019 | 1.64% | 0.98% |
|  |  |  |  |  |  |  | 2018 | -2.89% | 0.90% |

Translation (ENFR, 2023-11-30):
| Part | Objectif | Part | Objectif |
| --- | --- | --- | --- |
| Cumulées	Annualisées |
|  |  |  |  |  |  | YTD	3,08% | 3,63% | - | - |
|  |  |  |  |  |  | 1 mois	3,30% | 0,44% | - | - |
|  |  |  |  |  |  | 3 mois	0,98% | 1,18% | - | - |
|  |  |  |  |  |  | 1 an	2,40% | 3,81% | - | - |
|  |  |  |  |  |  | 3 ans	-10,25% | 5,25% | -3,54% | 1,72% |
|  |  |  |  |  |  | 5 ans	-7,88% | 7,28% | -1,63% | 1,41% |
| 10-2008 | Part | Objectif |  | 11-2023 |  | Création	25,55% | 25,40% | 1,51% | 1,51% |
| Statistiques du Fonds | 6 mois | 1 an	3 ans | 5 ans | Création |  | Performances annuelles | (année civile) Part | Objectif |
| Volatilité annualisée Part | 5,05% | 5,27%	5,70% | 4,87% | 3,91% |  | 2022 | -12,20% | 0,76% |  |
| Ratio de Sharpe | 0,13 | -0,02	-0,69 | -0,36 | 0,29 |  | 2021 | -1,35% | 0,73% |  |
|  |  |  |  |  |  | 2020 | 1,44% | 0,91% |  |
|  |  |  |  |  |  | 2019 | 1,64% | 0,98% |  |
|  |  |  |  |  |  | 2018 | -2,89% | 0,90% |  |
# Asset Breakdown*
##  Portfolio

#### *The Corporate asset class may include issues by local agencies or authorities that are equivalent to Corporate instruments issued in terms of creditworthiness.
Derivatives	Weight

## Currency	-
Equity	3.08%
Interest rate	-7.52%
| Top 5 holdings (Bond) |  |  | Top 5 holdings (Equity) |  |
| --- | --- | --- | --- | --- |
|  | Weight |  |  | Weight |
| BTP 4% 01/02/37 | 2.02% |  | FUT MSCI EmgMkt Jun23 | 20.95% |
| BTP 5,25% 01/11/29 | 1.57% |  | APPLE INC | 2.78% |
| BTP 5% 03/25 | 1.49% |  | FUT US 5YR NOTE (CBT) Jun23 | 2.48% |
| BONOS 6% 01/29 | 1.45% |  | ASML HOLDING NV | 2.29% |
| FRTR 1 3/4 11/25/24 | 1.37% |  | MICROSOFT CORP. | 1.94% |

Translation (ENFR, 2023-03-31):
# Allocation d'actifs*
Compartim.

## *La catégorie d’actifs Corporate peut comprendre des titres émis par des agences ou autorités locales équivalents aux instruments émis par la catégorie Corporate.
Dérivés	Pond. %
Devise	-
Actions	3,08%
Taux	-7,52%
| 5 principaux titres (Obligations) |  |  | 5 principaux titres (Actions) |  |
| --- | --- | --- | --- | --- |
|  | Pond. % |  |  | Pond. % |
| BTP 4% 01/02/37 | 2,02% |  | FUT MSCI EmgMkt Jun23 | 20,95% |
| BTP 5,25% 01/11/29 | 1,57% |  | APPLE INC | 2,78% |
| BTP 5% 03/25 | 1,49% |  | FUT US 5YR NOTE (CBT) Jun23 | 2,48% |
| BONOS 6% 01/29 | 1,45% |  | ASML HOLDING NV | 2,29% |
| FRTR 1 3/4 11/25/24 | 1,37% |  | MICROSOFT CORP. | 1,94% |
# Asset Breakdown*
Portfolio
*The Corporate asset class may include issues by local agencies or authorities that are equivalent to Corporate instruments issued in terms of creditworthiness. The Developed Governments asset class may include derivative financial instruments on interbank rates.
Derivatives	Weight
| Currency | 3.53% |  |
| --- | --- | --- |
| Equity | 21.52% |
| Interest rate | 24.82% |
| Top 5 holdings (Bond) |  |
|  | Weight |  |  | Weight |
| FUT US 5YR NOTE (CBT) Mar24 | 14.39% |  | FUT TOPIX INDX FUTR Dec23 | 4.30% |
| SGLT 0 01/12/24 | 11.09% |  | FUT MSCI EmgMkt Dec23 | 3.40% |
| BTPS 0 01/30/24 | 9.63% |  | FUT XAY Cons Discret Dec23 | 2.45% |
| FUT US 2YR NOTE (CBT) Mar24 | 9.36% |  | FUT S&P500 EMINI FUT Dec23 | 2.06% |
| BOTS 0 01/12/24 | 8.67% |  | FUT FTSE 100 IDX FUT Dec23 | 1.97% |

Translation (ENFR, 2023-11-30):
# Allocation d'actifs*
Compartim.
*La catégorie d’actifs Corporate peut comprendre des titres émis par des agences ou autorités locales équivalents aux instruments émis par la catégorie Corporate. La classe d'actifs Gouvernements développés peut inclure des instruments financiers dérivés sur les taux interbancaires.
Dérivés	Pond. %
| Devise | 3,53% |
| --- | --- |
| Actions | 21,52% |
| Taux | 24,82% |

| 5 principaux titres (Obligations) |  |  | 5 principaux titres (Actions) |  |
| --- | --- | --- | --- | --- |
|  | Pond. % |  |  | Pond. % |
| FUT US 5YR NOTE (CBT) Mar24 | 14,39% |  | FUT TOPIX INDX FUTR Dec23 | 4,30% |
| SGLT 0 01/12/24 | 11,09% |  | FUT MSCI EmgMkt Dec23 | 3,40% |
| BTPS 0 01/30/24 | 9,63% |  | FUT XAY Cons Discret Dec23 | 2,45% |
| FUT US 2YR NOTE (CBT) Mar24 | 9,36% |  | FUT S&P500 EMINI FUT Dec23 | 2,06% |
| BOTS 0 01/12/24 | 8,67% |  | FUT FTSE 100 IDX FUT Dec23 | 1,97% |
| Unit |
| --- |
| 2020 | 0.87% |
| 2019 | 6.53% |
| 2018 | -6.44% |
| 2017 | 1.84% |
| 2016 | - |

Translation (ENFR, 2021-07-31):
| Part |
| --- |
| 2020 | 0,87% |
| 2019 | 6,53% |
| 2018 | -6,44% |
| 2017 | 1,84% |
| 2016 | - |