OVHaiLLM/Flipper huggingface dataset:
# Asset breakdown by Capital structure
In % of total economic exposure
in %	
Portfolio 
| Banks	82.81 |  |  |
| --- | --- | --- |
| Insurance	13.69 |  |  |
| Financial Services	0.48 |  |
| Cash and Cash	2.56 Equivalents |  |
| Others	0.46 |  |

in %	
Portfolio 
| Senior unsecured | 0.86 |  |
| --- | --- | --- |
| Tier 2 | 5.29 |  |  |
| Tier 1 | 0.94 |  |
| Add Tier 1 | 77.97 |  |  |
| Restricted Tier 1 | 10.92 |  |  |
| Derivatives | 0.46 |  |
| Cash and Cash Equivalents | 3.06 |  |
| Others | 0.50 |  |

| Top 10 positions |  |
| --- | --- |
| In % of total economic exposure Instrument Name | ISIN | Coupon p.a. | Weight |
| BARCLAYS PLC | XS1998799792 | 7.12% | 2.75% |
| ING GROEP NV | US456837AR44 | 5.75% | 2.54% |
| SVENSKA HANDELSBANKEN AB | XS2233263586 | 4.75% | 2.46% |
| ASR NEDERLAND NV | XS1700709683 | 4.63% | 2.44% |
| CREDIT AGRICOLE SA | XS2353099638 | 7.50% | 2.39% |
| LLOYDS BANKING GROUP PLC | XS1043552261 | 7.88% | 2.34% |
| NYKREDIT REALKREDIT A/S PERP NC5.5 | DK0030352471 | 4.13% | 2.31% |
| NATIONWIDE BUILDING SOCIETY | XS2048709427 | 5.88% | 2.29% |
| LANDESBANK BADEN-WUERTTEMBERG | DE000LB2CPE5 | 4.00% | 2.26% |
| ABN AMRO BANK NV | XS1693822634 | 4.75% | 2.18% |
|  |  |  |  |
| Fund Statistics - ex post |  |  |  |
|  |  |  | 3 years |
|  |  |  | Portfolio |
| Maximum drawdown, in % |  |  | -18.45 |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Kapitalstruktur
In % des Exposures
in %	
Portfolio 
| Banken	82.81 |  |  |
| --- | --- | --- |
| Versicherungen	13.69 |  |  |
| Finanzdienstleistunge	0.48 n |  |
| Liquide Anlagen	2.56 |  |
| Rest	0.46 |  |

in %	
Portfolio 
| Vorrangig unbesichert | 0.86 |  |
| --- | --- | --- |
| Tier 2 | 5.29 |  |  |
| Tier 1 | 0.94 |  |
| Tier 1 hinzufügen | 77.97 |  |  |
| Restricted Tier 1 | 10.92 |  |  |
| Derivate | 0.46 |  |
| Liquide Anlagen | 3.06 |  |
| Rest | 0.50 |  |

| 10 grösste Positionen |  |
| --- | --- |
| In % des Exposures Wertschriftenname | ISIN | Coupon p. a. | Gewichtung |
| BARCLAYS PLC | XS1998799792 | 7.12% | 2.75% |
| ING GROEP NV | US456837AR44 | 5.75% | 2.54% |
| SVENSKA HANDELSBANKEN AB | XS2233263586 | 4.75% | 2.46% |
| ASR NEDERLAND NV | XS1700709683 | 4.63% | 2.44% |
| CREDIT AGRICOLE SA | XS2353099638 | 7.50% | 2.39% |
| LLOYDS BANKING GROUP PLC | XS1043552261 | 7.88% | 2.34% |
| NYKREDIT REALKREDIT A/S PERP NC5.5 | DK0030352471 | 4.13% | 2.31% |
| NATIONWIDE BUILDING SOCIETY | XS2048709427 | 5.88% | 2.29% |
| LANDESBANK BADEN-WUERTTEMBERG | DE000LB2CPE5 | 4.00% | 2.26% |
| ABN AMRO BANK NV | XS1693822634 | 4.75% | 2.18% |
|  |  |  |  |
| Fondsstatistik - ex post |  |  |  |
|  |  |  | 3 Jahre |
|  |  |  | Portfolio |
| Maximaler Drawdown, in % |  |  | -18.45 |
# Performance overview - yearly
## since 01.06.2017, in %

## 2017	2018	2019	2020	2021	2022

## Portfolio net	15.46	-9.74	24.92	30.93	9.19	-33.69

Translation (ENDE, 2022-08-31):
# Performance-Übersicht – jährlich
| 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- |
| Portfolio netto	15.46 | -9.74 | 24.92 | 30.93 | 9.19 | -33.69 |
| Portfolio netto inkl. max.	9.97 | -9.74 | 24.92 | 30.93 | 9.19 | -33.69 |

Seit 01.06.2017, in %
Ausgebeaufschlag
Die genannten Beträge verstehen sich nach Abzug des für den Anleger maximal anfallenden Ausgabeaufschlags in Höhe von 5% im ersten Anlagejahr.
# Asset breakdown - by risk country
## In % of total economic exposure

## in %	
Portfolio 
| United States | 50.26 |  |  |
| --- | --- | --- | --- |
| Netherlands | 9.63 |  |  |
| Japan | 8.94 |  |  |
| Cash | 8.70 |  |  |
| Switzerland | 8.11 |  |  |
| Germany | 4.38 |  |  |
| France | 4.13 |  |  |
| Norway | 2.87 |  |
| Canada | 2.48 |  |
| Sweden | 2.46 |  |
| Others | -1.97 |  |


## Improving Productivity	55.0%

## Performing dirty, dangerous, and dull tasks

## Improving Quality of Life

## Cash/Cash Equivalents

## 28.9%

## 11.8%

## 3.9%

## Other	0.3%

Translation (ENDE, 2022-08-31):
# Vermögensstruktur - nach Risikoländer
in % des Exposures
in %	
Portfolio 
| USA | 50.26 |  |  |
| --- | --- | --- | --- |
| Niederlande | 9.63 |  |  |
| Japan | 8.94 |  |  |
| Liquidität | 8.70 |  |  |
| Schweiz | 8.11 |  |  |
| Deutschland | 4.38 |  |  |
| Frankreich | 4.13 |  |  |
| Norwegen | 2.87 |  |
| Kanada | 2.48 |  |
| Schweden | 2.46 |  |
| Rest | -1.97 |  |

Steigerung der Produktivität	55.0%
Schmutzige, gefährliche und eintönige Aufgaben Verbesserung der Lebensqualität
28.9%
11.8%
Zahlungsmittel/ -äquivalente	3.9%
Sonstige	0.3%
# Risk overview - ex post
in %
Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years |  |  | 1 year | 3 years | 5 years |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -1.49 | -1.24 | -9.06 | -3.69 | -1.62 |  | Portfolio volatility | 8.09 | 6.41 | 5.17 |
| Benchmark | -1.41 | -1.18 | -9.71 | -4.20 | -1.57 |  | Benchmark volatility | 8.61 | 7.20 | 5.80 |
| Relative net | -0.09 | -0.05 | 0.66 | 0.52 | -0.05 |  | Tracking error | 0.65 | 1.14 | 0.94 |

Translation (ENDE, 2023-02-28):
# Risiko-Übersicht – ex post
## in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre |  |  | 1 Jahr | 3 Jahre | 5 Jahre |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -1.49 | -1.24 | -9.06 | -3.69 | -1.62 |  | Portfoliovolatilität | 8.09 | 6.41 | 5.17 |
| Benchmark | -1.41 | -1.18 | -9.71 | -4.20 | -1.57 |  | Benchmarkvolatilität | 8.61 | 7.20 | 5.80 |
| Relativ netto | -0.09 | -0.05 | 0.66 | 0.52 | -0.05 |  | Tracking Error | 0.65 | 1.14 | 0.94 |
# Performance overview - yearly
since 01.01.2014, in %
|  | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 5.98 | -1.95 | 4.10 | 2.56 | -2.65 | 4.87 | 3.42 | -0.70 | -13.01 | 0.35 |
| Benchmark | 8.11 | -1.60 | 4.07 | 1.79 | -1.83 | 6.29 | 2.12 | -0.45 | -13.57 | 0.47 |
| Relative net | -2.13 | -0.35 | 0.03 | 0.78 | -0.83 | -1.42 | 1.29 | -0.24 | 0.56 | -0.13 |

Until 24.01.2017, the Fund had different characteristics and performance was achieved under circumstances that no longer apply. Repositioning as per 24.01.2017 (Old Fund name: Credit Suisse (Lux) Premium Credit Core Bond Fund).

Translation (ENDE, 2023-02-28):
# Performance-Übersicht – jährlich
## Seit 01.01.2014, in %
|  | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 5.98 | -1.95 | 4.10 | 2.56 | -2.65 | 4.87 | 3.42 | -0.70 | -13.01 | 0.35 |
| Benchmark | 8.11 | -1.60 | 4.07 | 1.79 | -1.83 | 6.29 | 2.12 | -0.45 | -13.57 | 0.47 |
| Relativ netto | -2.13 | -0.35 | 0.03 | 0.78 | -0.83 | -1.42 | 1.29 | -0.24 | 0.56 | -0.13 |

Bis 24.01.2017 wies der Fonds andere Eigenschaften auf, und die Performance wurde unter Bedingungen erzielt, die nicht mehr gegeben sind. Neuausrichtung per 24.01.2017 (Früherer Fondsname: Credit Suisse (Lux) Premium Credit Core Bond Fund).
# Performance overview
## since 01.12.2019, in %

## Annualized risk, in %
|  | 1 month(s) | 3 month(s) | 1 year | 3 years | 5 years | ITD |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -6.56 | -8.17 | -8.55 | n/a | n/a | -3.39 |  | 8.33 | n/a | n/a | 12.91 |
| Benchmark | -6.59 | -8.22 | -8.46 | n/a | n/a | -3.28 |  | 8.38 | n/a | n/a | 12.98 |
| Relative net | 0.03 | 0.05 | -0.08 | n/a | n/a | -0.11 |  | 0.11 | n/a | n/a | 0.12 |
|  |  |  |  |  |  |  |  |  |  |  |  |
| Performance overview - yearly* since 01.12.2019, in % | 2019 | 2020 | 2021 | 2022 | ITD |
| Portfolio net | 1.72 | 3.33 | -2.97 | -9.27 | -7.46 |
| Benchmark | 1.74 | 3.50 | -2.82 | -9.35 | -7.23 |
| Relative net | -0.02 | -0.17 | -0.15 | 0.08 | -0.24 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht
## Seit 01.12.2019, in %

## Annualisiertes Risiko, in %
|  | 1 Monat(e) | 3 Monat(e) | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -6.56 | -8.17 | -8.55 | n.a. | n.a. | -3.39 |  | 8.33 | n.a. | n.a. | 12.91 |
| Benchmark | -6.59 | -8.22 | -8.46 | n.a. | n.a. | -3.28 |  | 8.38 | n.a. | n.a. | 12.98 |
| Relativ netto | 0.03 | 0.05 | -0.08 | n.a. | n.a. | -0.11 |  | 0.11 | n.a. | n.a. | 0.12 |
|  |  |  |  |  |  |  |  |  |  |  |  |
| Performance-Übersicht – jährlich* Seit 01.12.2019, in % | 2019 | 2020 | 2021 | 2022 | ITD |
| Portfolio netto | 1.72 | 3.33 | -2.97 | -9.27 | -7.46 |
| Benchmark | 1.74 | 3.50 | -2.82 | -9.35 | -7.23 |
| Relativ netto | -0.02 | -0.17 | -0.15 | 0.08 | -0.24 |
# Asset breakdown - by JPM CEMBI sector
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| AA | 7.03 | 7.15 |  |
| --- | --- | --- | --- |
| A | 15.12 | 15.07 |  |
| BBB | 26.12 | 26.93 |  |
| BB | 21.06 | 20.75 |  |
| B | 21.20 | 21.07 |  |
| CCC | 5.84 | 5.84 |  |
| CC | 1.99 | 2.00 |  |
| D | 0.58 | 0.62 |  |
| Cash & FX | 0.52 | -0.02 |  |
| Others | 0.52 | 0.57 |  |

| Sovereign | 79.82 | 79.73 |  |
| --- | --- | --- | --- |
| Quasi-Sovereign | 16.64 | 17.44 |  |
| Oil & Gas | 1.07 | 0.99 |  |
| Cash and Cash Equivalents | 0.76 | n/a |  |
| Financials | 0.56 | 0.61 |  |
| Utilities | 0.45 | 0.38 |  |
| Industrial | 0.29 | 0.36 |  |
| Transport | 0.25 | 0.15 |  |
| Infrastructure | 0.20 | 0.15 |  |
| Others | -0.03 | 0.17 |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach JPM CEMBI Sektoren
## in % des Exposures
Benchmark 

## Portfolio Benchmark	
Portfolio 
| AA | 7.03 | 7.15 |  |
| --- | --- | --- | --- |
| A | 15.12 | 15.07 |  |
| BBB | 26.12 | 26.93 |  |
| BB | 21.06 | 20.75 |  |
| B | 21.20 | 21.07 |  |
| CCC | 5.84 | 5.84 |  |
| CC | 1.99 | 2.00 |  |
| D | 0.58 | 0.62 |  |
| Cash und FX | 0.52 | -0.02 |  |
| Rest | 0.52 | 0.57 |  |

| Übrige Staatsanleihen | 79.82 | 79.73 |  |  |
| --- | --- | --- | --- | --- |
|  |
|  |
| Quasi-staatlich | 16.64 | 17.44 |  |
| Öl und Gas | 1.07 | 0.99 |  |
| Liquidität | 0.76 | n.a. |  |
| Finanzwesen | 0.56 | 0.61 |  |
| Versorger | 0.45 | 0.38 |  |
| Industrieanleihen | 0.29 | 0.36 |  |
| Transport | 0.25 | 0.15 |  |
| Infrastruktur | 0.20 | 0.15 |  |
| Rest | -0.03 | 0.17 |  |
# Risk overview - ex post
## since 01.02.2017, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -2.78 | -3.96 | -6.86 | 8.90 | 8.37 | 10.44 |  | Portfolio volatility | 19.18 | 18.16 | 16.16 | 15.41 |
| Benchmark | -4.18 | -5.53 | -15.08 | 8.77 | 7.85 | 8.99 |  | Benchmark volatility | 18.72 | 19.08 | 16.93 | 16.06 |
| Relative net | 1.40 | 1.57 | 8.21 | 0.12 | 0.52 | 1.45 |  | Tracking error | 6.90 | 7.89 | 7.64 | 7.36 |

Translation (ENDE, 2022-08-31):
# Risiko-Übersicht – ex post
Seit 01.02.2017, in %
Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -2.78 | -3.96 | -6.86 | 8.90 | 8.37 | 10.44 |  | Portfoliovolatilität | 19.18 | 18.16 | 16.16 | 15.41 |
| Benchmark | -4.18 | -5.53 | -15.08 | 8.77 | 7.85 | 8.99 |  | Benchmarkvolatilität | 18.72 | 19.08 | 16.93 | 16.06 |
| Relativ netto | 1.40 | 1.57 | 8.21 | 0.12 | 0.52 | 1.45 |  | Tracking Error | 6.90 | 7.89 | 7.64 | 7.36 |
# Key risk figures
## Portfolio	Benchmark

## Modified duration	4.74	5.04

## Yield to Maturity / Yield to Worst	5.14% / 5.14%	5.09% / 5.10%

## Average maturity in years	6.14	7.13

## Linear weighted average credit rating	BBB+	BBB+

## Number of securities	162	1'239

Translation (ENDE, 2022-08-31):
# Risikokennzahlen
## Portfolio	Benchmark

## Modified Duration	4.74	5.04

## Rendite auf Verfall / Yield-to-worst	5.14% / 5.14%	5.09% / 5.10%

## WAL-to-worst in Jahren	6.14	7.13

## Linear gewichtetes durchschnittliches Bonitätsrating	BBB+	BBB+ Anzahl Titel		162	 1'239
# Performance commentary
In the month of February, the strategy slightly underperformed the benchmark, with both giving back some of January’s gains. On a positive note, there have been sizeable contributors in the strategy: Transmedics, iRhythm, and Align Technology gained due to strong earnings reports and guidances. On the other hand, Twist, a nonprofitable company in the R&D space corrected, and Novocure and Zai Lab lost part of the earlier gains they had after the presentation of a successful phase 3 study in January.

Translation (ENDE, 2023-02-28):
# Performancekommentar
Im Februar blieb die Strategie leicht hinter der Benchmark zurück. Beide mussten jedoch einige Gewinne aus dem Januar wieder abgeben. Ansehnliche Positivbeiträge zur Strategie leisteten Transmedics, iRhythm und Align Technology, die aufgrund guter Ergebnisberichte und Prognosen zulegten. Twist, ein nicht gewinnbringendes Unternehmen im Bereich Forschung und Entwicklung, korrigierte seine Zahlen nach unten, und Novocure und Zai Lab gaben ihre früheren Gewinne, die sie nach der Veröffentlichung einer erfolgreichen Phase-3-Studie im Januar machten, teilweise wieder ab.
# Key risk figures
## Portfolio	Benchmark

## Modified duration	1.61	1.94

## Yield to Maturity / Yield to Worst	2.10% / 2.09%	1.52% / 1.52%

## Linear weighted average credit rating	BBB+	AA-

## Number of securities	197	402
| Average maturity in years	1.82 | 1.99 |  |
| --- | --- | --- |
|  |  |
| Performance overview - yearly since 01.02.2016, in % | 2016 |  | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portfolio net | 1.42 |  | 0.47 | -0.76 | 1.22 | 0.25 | -0.16 | -4.23 |
| Portfolio net incl. max sales charge | 1.42 |  | 0.47 | -0.76 | 1.22 | 0.25 | -0.16 | -4.23 |
| Benchmark | -0.14 |  | -0.15 | -0.22 | -0.10 | -0.10 | -0.26 | -3.66 |
| Relative net | 1.57 |  | 0.63 | -0.54 | 1.32 | 0.35 | 0.10 | -0.57 |


## Figures shown include the deduction of the maximum sales charge of 0% in the first year of investment.

Translation (ENDE, 2022-08-31):
# Risikokennzahlen
## Portfolio	Benchmark

## Modified Duration	1.61	1.94

## Rendite auf Verfall / Yield-to-worst	2.10% / 2.09%	1.52% / 1.52%

## Linear gewichtetes durchschnittliches Bonitätsrating	BBB+	AA- Anzahl Titel		197		402
| WAL-to-worst in Jahren	1.82 | 1.99 |  |
| --- | --- | --- |
|  |  |
| Performance-Übersicht – jährlich Seit 01.02.2016, in % | 2016 |  | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| Portfolio netto | 1.42 |  | 0.47 | -0.76 | 1.22 | 0.25 | -0.16 | -4.23 |
| Portfolio netto inkl. max. Ausgebeaufschlag | 1.42 |  | 0.47 | -0.76 | 1.22 | 0.25 | -0.16 | -4.23 |
| Benchmark | -0.14 |  | -0.15 | -0.22 | -0.10 | -0.10 | -0.26 | -3.66 |
| Relativ netto | 1.57 |  | 0.63 | -0.54 | 1.32 | 0.35 | 0.10 | -0.57 |


## Die genannten Beträge verstehen sich nach Abzug des für den Anleger maximal anfallenden Ausgabeaufschlags in Höhe von 0% im ersten Anlagejahr.
# Key risk figures
## Portfolio	Benchmark

## Modified duration	3.89	4.35

## Yield to Maturity / Yield to Worst	4.74% / 4.74%	4.95% / 4.96%

## Average maturity in years	4.78	5.21

## Linear weighted average credit rating	BBB	BBB

## Number of securities	305	2'714

Translation (ENDE, 2022-08-31):
# Risikokennzahlen
## Portfolio	Benchmark

## Modified Duration	3.89	4.35

## Rendite auf Verfall / Yield-to-worst	4.74% / 4.74%	4.95% / 4.96%

## WAL-to-worst in Jahren	4.78	5.21

## Linear gewichtetes durchschnittliches Bonitätsrating	BBB		BBB Anzahl Titel		305	2'714
# Key identifiers
Instrument Name	Credit Suisse (Lux) Environmental Impact Equity Fund SBP USD
ISIN	LU2176899297
Bloomberg ticker	CREIESU LX
Valor no.	54830008
Benchmark	MSCI World ESG Leaders (NR)
Benchmark Bloomberg ticker	NGSINU

Translation (ENDE, 2023-11-30):
# Schlüsselidentifikatoren
Wertschriftenname	Credit Suisse (Lux) Environmental Impact Equity Fund SBP USD
ISIN	LU2176899297
Bloomberg Ticker	CREIESU LX
Valoren-Nr.	54830008
Benchmark	MSCI World ESG Leaders (NR)
Benchmark Bloomberg Ticker	NGSINU
# Asset breakdown by risk currency (before hedging)
## In % of total economic exposure

## in %	
Portfolio 
| EUR	53.63 |  |  |
| --- | --- | --- |
| USD	43.35 |  |  |
| CHF	3.02 |  |  |
| GBP	0.00 |  |
| ZAR	0.00 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Risiko-Währung (vor Währungsabsicherung)
## In % des Exposures
| Finanzwerte	47.40 |  |  |
| --- | --- | --- |
| Konsumservice	14.14 |  |  |
| Industrie	7.99 |  |  |
| Staatsanleihen	6.30 |  |  |
| Grundstoffe	5.30 |  |  |
| Gesundheitswesen	5.02 |  |  |
| Telekommunikation	4.75 |  |  |
| Öl und Gas	2.88 |  |  |
| Konsumgüter	1.57 |  |
| Versorger	1.37 |  |
| Liquidität	2.57 |  |  |
| Devisen	0.70 |  |


## in %	
Portfolio 
| EUR	53.63 |  |  |
| --- | --- | --- |
| USD	43.35 |  |  |
| CHF	3.02 |  |  |
| GBP	0.00 |  |
| ZAR	0.00 |  |
# Risk overview - ex post
## since 01.02.2015, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 0.38 | 0.99 | 1.19 | 4.76 | 4.21 | 3.03 |  | Portfolio volatility | 14.72 | 15.01 | 13.63 | 12.80 |
| Benchmark | 1.77 | 4.87 | 4.78 | 9.60 | 6.55 | 5.41 |  | Benchmark volatility | 18.89 | 18.11 | 16.15 | 14.82 |
| Relative net | -1.39 | -3.88 | -3.59 | -4.84 | -2.34 | -2.38 |  | Tracking error | 6.30 | 5.20 | 4.70 | 4.29 |

Translation (ENDE, 2023-02-28):
# Risiko-Übersicht – ex post
## Seit 01.02.2015, in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 0.38 | 0.99 | 1.19 | 4.76 | 4.21 | 3.03 |  | Portfoliovolatilität | 14.72 | 15.01 | 13.63 | 12.80 |
| Benchmark | 1.77 | 4.87 | 4.78 | 9.60 | 6.55 | 5.41 |  | Benchmarkvolatilität | 18.89 | 18.11 | 16.15 | 14.82 |
| Relativ netto | -1.39 | -3.88 | -3.59 | -4.84 | -2.34 | -2.38 |  | Tracking Error | 6.30 | 5.20 | 4.70 | 4.29 |
# Duration and yield
Fund
Yield to maturity in % 
3)
8.75
Yield to worst in % (gross)8.70
Average remaining term to maturity in years5.69
Modified duration in years4.52
*The shown yield to maturity is calculated as of 31.01.2023 and does not take into account costs, changes in the portfolio, market fluctuations and po- tential defaults. The yield to maturity is an indication
0-1	1-3	3-5	5-7  7-10 10-15 >15

Translation (ENDE, 2023-01-31):
# Laufzeit und Rendite
Fonds
Rendite auf Verfall in % 
3)
8.75
Yield-to-worst in % (brutto)8.70
Durchschnittliche Restlaufzeit in Jahren5.69
Modified Duration in Jahren4.52
*Die angegebene Rendite auf Verfall wurde per 31.01.2023 berechnet. Sie berücksichtigt keine Kosten, Portfolioänderungen, Marktschwankungen und potenziellen Ausfälle. Die Rendite auf Verfall dient nur als Anhaltspunkt und kann sich ändern.
0-1	1-3	3-5	5-7  7-10 10-15 >15
# Market comments
In February, a couple of macroeconomic readings, the US inflation and labor market numbers, and better-than-expected US and European economic activity reports fueled concerns that the US Federal Reserve (the Fed) and European Central Bank (ECB) may need to continue hiking interest rates longer, albeit at a slowing pace. US Treasury yield rose during the month, which brought interest-rate-sensitive equity sectors under renewed pressure. Global real estate stocks underperformed broader equity markets (sources: Bloomberg, FTSE EPRA/NAREIT Developed (NR) Index, MSCI World (NR) Index, 28.02.2023). Among the sectors, office, health care, and lodging suffered the most, while specialized, residential, and diversified relatively outperformed.

Translation (ENDE, 2023-02-28):
# Marktkommentar
Im Februar schürten einige makroökonomische Messwerte, die Inflations- und Arbeitsmarktzahlen in den USA sowie über Erwarten gute Konjunkturberichte in den USA und in Europa die Sorge, dass die US-Notenbank (Fed) und die Europäische Zentralbank (EZB) die Zinsen noch längere Zeit anheben müssen, wenn auch etwas langsamer. Die Rendite von US-Treasuries stieg im Laufe des Monats, was die Aktien zinssensibler Sektoren erneut unter Druck setzte. Globale Immobilienaktien blieben hinter den breiteren Aktienmärkten zurück (Quellen: Bloomberg, FTSE EPRA/NAREIT Developed (NR) Index, MSCI World (NR) Index, 28. Februar 2023). Am meisten litten die Sektoren Büro, Gesundheit und Gastgewerbe, während spezialisierte Immobilien, Wohnimmobilien und verschiedene Immobilien eine relative Outperformance verzeichneten.
# Asset breakdown - by ESG rating momentum
## In % of total economic exposure (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	Relative	
Portfolio 
| Strong upward | 4.15 | 3.80 | 0.35 |  |
| --- | --- | --- | --- | --- |
| Upward | 18.85 | 19.35 | -0.50 |  |
| Stable | 67.34 | 66.81 | 0.53 |  |
| Downward | 4.10 | 4.02 | 0.08 |  |
| Others | 5.56 | 6.02 | -0.46 |  |

Translation (ENDE, 2022-08-31):
# Vermögensstruktur - nach ESG-Rating-Momentum
## in % des gesamten ökonomischen Exposure (ESG-Portfolio im Vergleich zum traditionellen Benchmark)
Benchmark 

## Portfolio	Benchmark	Relativ	
Portfolio 
| Stark aufwärts | 4.15 | 3.80 | 0.35 |  |
| --- | --- | --- | --- | --- |
| Aufwärts | 18.85 | 19.35 | -0.50 |  |
| Stabil | 67.34 | 66.81 | 0.53 |  |
| Abwärts | 4.10 | 4.02 | 0.08 |  |
| Rest | 5.56 | 6.02 | -0.46 |  |
# Asset breakdown - by ESG controversy flag
## In % of total economic exposure (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	Relative	
Portfolio 
| Green | 48.69 | 48.46 | 0.24 |  |
| --- | --- | --- | --- | --- |
| Yellow | 13.03 | 13.22 | -0.18 |  |
| Orange | 7.43 | 7.35 | 0.08 |  |
| Not ratable | 0.48 | - | 0.48 |  |
| No data coverage | 30.37 | 30.97 | -0.61 |  |

Translation (ENDE, 2022-08-31):
# Vermögensstruktur - nach Warnungen zu ESG-Kontroversen
## in % des gesamten ökonomischen Exposure (ESG-Portfolio im Vergleich zum traditionellen Benchmark)
Benchmark 

## Portfolio	Benchmark	Relativ	
Portfolio 
| Grün | 48.69 | 48.46 | 0.24 |  |
| --- | --- | --- | --- | --- |
| Gelb | 13.03 | 13.22 | -0.18 |  |
| Orange | 7.43 | 7.35 | 0.08 |  |
| Nicht bewertbar | 0.48 | - | 0.48 |  |
| Keine Datenabdeckung | 30.37 | 30.97 | -0.61 |  |
# ESG Weighted carbon emission intensity
## CO2-equivalent emission intensity per $m revenues (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	
Portfolio 
| Utilities | 1'211 | 1'218 |  |
| --- | --- | --- | --- |
| Materials | 360 | 353 |  |
| Real Estate | 165 | 160 |  |
| Industrials | 85 | 91 |  |
| Financials | 82 | 45 |  |  |
|  |
| Consumer Staples | 55 | 42 |  |
| FI Securities | 52 | 50 |  |
| Communication | 32 | 32 |  |
| Consumer Discretionary | 25 | 24 |  |
| Information Technology | 0 | 1 |  |

| Health Care | -	- |  |
| --- | --- | --- |
|  |  |  |
| Key risk figures | Portfolio | Benchmark |
| Number of securities | 795 | 1'055 |
| Percentage of top 10 positions | 14.91% | 14.69% |
| Modified duration | 7.45 | 7.43 |
| Yield to worst | 2.44% | 2.40% |
| Average rating | A+ | A+ |

Translation (ENDE, 2022-08-31):
# ESG Gewichtete CO2-Emissionsintensität
## Emissionsintensität in CO2-Äquivalent pro USD Mio. Umsatz (ESG Portfolio im Vergleich zum traditionellen Benchmark)
Benchmark 

## Portfolio	Benchmark	
Portfolio 
| Versorger | 1'211 | 1'218 |  |
| --- | --- | --- | --- |
| Grundstoffe | 360 | 353 |  |
| Immobilienanlagen | 165 | 160 |  |
| Industrie | 85 | 91 |  |
| Finanzwerte | 82 | 45 |  |  |
|  |
| Nichtzyklische Konsumgüter | 55 | 42 |  |
| FI Securities | 52 | 50 |  |
| Kommunikation | 32 | 32 |  |
| Zyklische Konsumgüter | 25 | 24 |  |
| Informationstechnologie | 0 | 1 |  |

| Gesundheitswesen | -	- |  |
| --- | --- | --- |
|  |  |  |
| Risikokennzahlen | Portfolio | Benchmark |
| Anzahl Titel | 795 | 1'055 |
| Anteil Top-10-Positionen | 14.91% | 14.69% |
| Modified Duration | 7.45 | 7.43 |
| Schlechteste mögliche Rendite | 2.44% | 2.40% |
| Durchschnittliches Rating | A+ | A+ |