OVHaiLLM/Flipper huggingface dataset:
|  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Fund administrator |  |  | 1 month 3 | months | YTD | 1 year | 3 years | 5 years |
| Brown Brothers Harriman (Luxembourg) S.C.A. |  | Fund | -1.61 | -3.24 | -15.37 | -15.72 | -9.02 | -9.26 |
| Management  Credit Suisse Fund Management S.A. |  | Benchmark | -0.02 | -0.08 | -0.37 | -0.61 | -2.06 | -3.49 |
| company |  |  |  |  |  |  |  |  |
| Fund domicile	Luxembourg |  | Rating distribution |  |  |  |  |  |  |
| Fund currency	USD |  |  |  |  |  |  |  |  |

Translation (ENDE, 2022-08-31):
| Fund administrator |  |
| --- | --- |
| Brown Brothers Harriman (Luxembourg) S.C.A. |  |  | 1 Monat | 3 Monate | YTD | 1 Jahr | 3 Jahre | 5 Jahre |
| Fondsleitung  Credit Suisse Fund Management S.A. |  | Fonds | -1,61 | -3,24 | -15,37 | -15,72 | -9,02 | -9,26 |
| Fondsdomizil	Luxemburg |  | Benchmark | -0,02 | -0,08 | -0,37 | -0,61 | -2,06 | -3,49 |
| Fondswährung	USD |  |  |  |  |  |  |  |  |
| Fondsvermögen (in Mio.)	66,57 |  | Rating-Verteilung |  |  |  |  |  |  |
| Emissionsdatum	09.04.2021 |  |  |  |  |  |  |  |  |
# Investment Policy
The fund invests in CHF-denominated money market, instruments as well as in short-term fixed and, variable-rate securities of first-class debtors. The, creditworthiness for an investment purchase corresponds, to at least “A-2” (S&P) / “P-2” (Moody’s)., The fund, including derivative financial instruments,, must have an average bullet maturity of no more than, 12 months and an average residual maturity of six, months. In the case of variable-rate investments, the, next date on which the interest rate is due to be adjusted, is deemed to the residual maturity date. The, residual maturity of the individual investments may, not exceed two years provided that the next date for, interest-rate adjustment does not exceed 397 days., The Fund is a “Standard Money Market Fund” of the, type VNAV MMF according to European Money Market, Fund Regulation (MMFR).

Translation (ENDE, 2022-08-31):
# Anlagepolitik
Der Fonds investiert in auf CHF lautende Geldmarktinstrumente, sowie in kurz laufende fest- und variabel, verzinsliche Wertpapiere erstklassiger Schuldner. Die, Bonität beim Kauf eines Investments entspricht dabei, mindestens einem «A-2» (S&P) / «P-2» (Moody’s)., Der Fonds darf, unter Einbeziehung derivativer Finanzinstrumente,, eine durchschnittliche Endfälligkeit, von höchstens 12 Monaten und eine durchschnittliche, Restlaufzeit von 6 Monaten aufweisen. Bei variabel, verzinslichen Anlagen gilt der nächste Zeitpunkt, der Zinsanpassung als Restlaufzeit. Die Restlaufzeit, der Einzelanlagen darf zwei Jahre nicht überschreiten,, solange der nächste Zeitpunkt der Zinsanpassung, 397 Tage nicht überschreitet. Der Fonds, ist ein
«Standard-Geldmarktfonds» des Typs VNAV, MMF (Variable Net Asset Value MMF; Geldmarktfonds, mit variablem Nettoinventarwert) gemäss der, europäischen Verordnung über Geldmarktfonds (Money, Market Fund Regulation, MMFR).
# Performance overview - monthly & YTD
since 01.01.2022, in %
|  | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 8.52 | 6.20 | 8.30 | 3.54 | 1.23 | -10.97 | 3.51 | -0.30 |  |  |  |  | 20.19 |
| Benchmark | 8.89 | 6.07 | 8.52 | 4.27 | 1.36 | -10.94 | 4.07 | -0.16 |  |  |  |  | 22.59 |
| Relative net | -0.37 | 0.13 | -0.22 | -0.73 | -0.13 | -0.03 | -0.55 | -0.14 |  |  |  |  | -2.39 |

Translation (ENDE, 2022-08-31):
# Performance-Übersicht – monatlich & YTD
## Seit 01.01.2022, in %
|  | Jan | Feb | Mrz | Apr | Mai | Jun | Jul | Aug | Sep | Okt | Nov | Dez | YTD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 8.52 | 6.20 | 8.30 | 3.54 | 1.23 | -10.97 | 3.51 | -0.30 |  |  |  |  | 20.19 |
| Benchmark | 8.89 | 6.07 | 8.52 | 4.27 | 1.36 | -10.94 | 4.07 | -0.16 |  |  |  |  | 22.59 |
| Relativ netto | -0.37 | 0.13 | -0.22 | -0.73 | -0.13 | -0.03 | -0.55 | -0.14 |  |  |  |  | -2.39 |
# Asset breakdown - by instrument currency (after currency hedging)
In % of total economic exposure
in %	
Portfolio 
| EUR | 100.63 |  |  |
| --- | --- | --- | --- |
| AUD | 0.00 |  |
| NOK | 0.00 |  |
| Others | -0.63 |  |

in %	
Portfolio 
| < 1yr	11.89 |  |  |
| --- | --- | --- |
| 1-3 yrs	47.14 |  |  |
| 3-5 yrs	29.68 |  |  |
| 5-7 yrs	7.67 |  |  |
| 7-10 yrs	0.54 |  |
| >15 yrs	3.08 |  |  |

| Top 10 positions |  |
| --- | --- |
| In % of total economic exposure Instrument Name | ISIN | Coupon p.a. | Maturity date | Weight |
| SUMITOMO MITSUI BANKING CORP (BRUS | BE6338975251 |  | 09.03.2023 | 2.20% |
| QATAR NATIONAL BANK (QPSC) (LONDON | XS2582341033 |  | 30.05.2023 | 2.17% |
| SWITZERLAND TREASURY BILL | CH1145907775 |  | 23.03.2023 | 2.11% |
| CREDIT SUISSE AG (LONDON BRANCH) | XS2589907653 | 5.50% | 20.08.2026 | 1.38% |
| BANK OF IRELAND | XS2532384372 | 6.25% | 16.09.2026 | 1.36% |
| ING GROEP NV 4NC3 FXD TO FRN | XS2526852350 | 1.51% | 30.08.2026 | 1.35% |
| DNB BANK ASA | XS2521025408 | 4.00% | 17.08.2027 | 1.30% |
| WELLS FARGO & COMPANY | XS2167007249 | 1.34% | 04.05.2025 | 1.14% |
| GE HEALTHCARE HOLDING LLC | USU3644QAC97 | 5.65% | 15.11.2027 | 1.13% |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | US05946KAK79 | 5.86% | 14.09.2026 | 1.12% |
|  |  |  |  |  |
| Fund Statistics - ex post |  |  |  |  |
|  |  |  | 3 years | 5 years |
|  |  |  | Portfolio | Portfolio |
| Maximum drawdown, in % |  |  | -32.85 | -32.85 |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur - nach Instrumentwährung (nach Währungsabsicherung)
## In % des Exposures

## in %	
Portfolio 
| EUR | 100.63 |  |  |
| --- | --- | --- | --- |
| AUD | 0.00 |  |
| NOK | 0.00 |  |
| Rest | -0.63 |  |


## in %	
Portfolio 
| < 1 Jahr	11.89 |  |  |
| --- | --- | --- |
| 1-3 Jahre	47.14 |  |  |
| 3-5 Jahre	29.68 |  |  |
| 5-7 Jahre	7.67 |  |  |
| 7-10 Jahre	0.54 |  |
| >15 Jahre	3.08 |  |

| 10 grösste Positionen |  |
| --- | --- |
| In % des Exposures Wertschriftenname | ISIN | Coupon p. a. | Fälligkeitstag | Gewichtung |
| SUMITOMO MITSUI BANKING CORP (BRUS | BE6338975251 |  | 09.03.2023 | 2.20% |
| QATAR NATIONAL BANK (QPSC) (LONDON | XS2582341033 |  | 30.05.2023 | 2.17% |
| SWITZERLAND TREASURY BILL | CH1145907775 |  | 23.03.2023 | 2.11% |
| CREDIT SUISSE AG (LONDON BRANCH) | XS2589907653 | 5.50% | 20.08.2026 | 1.38% |
| BANK OF IRELAND | XS2532384372 | 6.25% | 16.09.2026 | 1.36% |
| ING GROEP NV 4NC3 FXD TO FRN | XS2526852350 | 1.51% | 30.08.2026 | 1.35% |
| DNB BANK ASA | XS2521025408 | 4.00% | 17.08.2027 | 1.30% |
| WELLS FARGO & COMPANY | XS2167007249 | 1.34% | 04.05.2025 | 1.14% |
| GE HEALTHCARE HOLDING LLC | USU3644QAC97 | 5.65% | 15.11.2027 | 1.13% |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | US05946KAK79 | 5.86% | 14.09.2026 | 1.12% |

| Fondsstatistik - ex post |  |
| --- | --- |
|  | 3 Jahre | 5 Jahre |
|  | Portfolio | Portfolio |
| Maximaler Drawdown, in % | -32.85 | -32.85 |
# Asset breakdown - by market capitalization
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| Financials | 36.94 | 36.93 |  |
| --- | --- | --- | --- |
| Materials | 15.79 | 15.73 |  |
| Real Estate | 10.49 | 10.54 |  |
| Industrials | 7.54 | 7.57 |  |
| Health Care | 7.02 | 7.00 |  |
| Consumer Discretionary | 5.68 | 5.68 |  |  |
|  |
|  |
| Communication | 5.02 | 5.00 |  |  |
| Consumer Staples | 4.08 | 4.07 |  |  |
| Utilities | 3.74 | 3.73 |  |
| Others | 3.69 | 3.76 |  |

| <5B | 0.32 | 0.26 |  |
| --- | --- | --- | --- |
| 5B-10B | 6.38 | 6.39 |  |
| 10B-20B | 13.80 | 13.80 |  |
| 20B-30B | 6.01 | 5.93 |  |
| 30B-50B | 6.58 | 6.58 |  |
| 50B-100B | 24.83 | 24.79 |  |  |
| >100B | 42.20 | 42.22 |  |  |
| Others | -0.13 | 0.02 |  |

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

## Portfolio Benchmark	
Portfolio 
| Finanzwerte | 36.94 | 36.93 |  |
| --- | --- | --- | --- |
| Grundstoffe | 15.79 | 15.73 |  |
| Immobilienanlagen | 10.49 | 10.54 |  |
| Industrie | 7.54 | 7.57 |  |
| Gesundheitswesen | 7.02 | 7.00 |  |
| Zyklische Konsumgüter | 5.68 | 5.68 |  |  |
|  |
|  |
| Kommunikation | 5.02 | 5.00 |  |  |
| Nichtzyklische Konsumgüter | 4.08 | 4.07 |  |
| Versorger | 3.74 | 3.73 |  |
| Rest | 3.69 | 3.76 |  |

| <5 Mia | 0.32 | 0.26 |  |
| --- | --- | --- | --- |
| 5 Mia - 10 Mia | 6.38 | 6.39 |  |
| 10 Mia - 20 Mia | 13.80 | 13.80 |  |
| 20 Mia - 30 Mia | 6.01 | 5.93 |  |
| 30 Mia - 50 Mia | 6.58 | 6.58 |  |
| 50 Mia - 100 Mia | 24.83 | 24.79 |  |  |
| >100 Mia | 42.20 | 42.22 |  |  |
| Rest | -0.13 | 0.02 |  |
# Fund facts
Fund manager
110
105
100
95
90
2019	2020	2021
CS (Lux) Asia Corporate Bond Fund DA USD
JPM Asia Credit Index ex-Sovereign 1-10Y
4%
3%
2%
1%
0%
Performance (Net)
09.2020
until 09.2021
Credit Suisse Asset Management (Singapore) Limited,
Adrian Chee, Lei Zhu
Fund manager since25.09.2012
Location	Hong Kong, Singapore

Translation (ENDE, 2021-09-30):
# Fondsdaten
110
105
100
95
90
2019	2020	2021
CS (Lux) Asia Corporate Bond Fund DA
4
3
2
1
0  09.2016
bis 09.2017
09.2017
bis 09.2018
09.2018
bis 09.2019
09.2019
bis 09.2020
09.2020
bis 09.2021

## Fondsmanager
USD
JPM Asia Credit Index ex-Sovereign 1-10Y
Wertentwicklung (Netto) Wertentwicklung (Brutto)

## Credit Suisse Asset Management (Singapore) Limited,

## Adrian Chee, Lei Zhu

## Fondsmanager seit	25.09.2012

## Standort Fondsmanager	Hong Kong, Singapore

## Fondsleitung	Credit Suisse Fund Management

### S.A.

## Fondsdomizil	Luxemburg

## Fondswährung	USD

## Ende des Geschäftsjahres	31. März

## Fondsvermögen (in Mio.)	1.363,05

## Emissionsdatum	01.10.2019
Bruttowertentwicklung: Wertentwicklung unter Berücksichtigung interner Kosten.
Nettowertentwicklung: Neben den im Fonds berücksichtigten Kosten wird auch der maximale Ausgabeaufschlag in Höhe von 0.00% berücksichtigt. Depotführungsgebühren sind in der Darstellung nicht berücksichtigt und würden sich bei Berücksichtigung negativ auf die Wertentwicklung auswirken.
# Top 10 holdings in %
| Fund Statistics |  |  |  | Chongqing Nanan Urban | 17.08.26 | 1,30 |
| --- | --- | --- | --- | --- | --- | --- |
|  | 1 year | 3 years |  | Construction |  |  |
| Annualized volatility in % | 4,08 | - |  | Li & Fung | 31.12.49 | 1,30 |
| Information ratio | 1,26 | - |  | RKP Overseas | 31.12.49 | 1,30 |
| Tracking Error (Ex post) | 2,24 | - |  | Kasikornbank | 31.12.49 | 1,17 |
| Maximum draw down in %  6) | -2,02 | - |  | New World China Land | 23.01.27 | 1,10 |

| Position | Maturity | as % of assets |
| --- | --- | --- |
| Thaioil Treasury Center | 18.06.50 | 2,20 |
| King Talent Man | 31.12.49 | 1,66 |
| Jisco SR Pearl Ltd | 10.04.22 | 1,63 |
| Caiyun Invest | 08.04.22 | 1,58 |
| Perusahaan Listrik Negara | 30.06.50 | 1,40 |

- Maximum drawdown is the most negative cumulative return over a given time period.

Total	14,64
- The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. The classification of the Fund may change in future and does not represent a guarantee. A classification into category 1 is not a risk-free investment either.
- Historical performance indications and financial market scenarios are not reliable indicators of current or future performance. The performance data does not take into account the commissions and costs incurred on the issue and redemption of fund units.

Asset Allocation presented on this page may change over time.
- Yield to Maturity calculated in share class currency.

1 / 2

Translation (ENDE, 2021-09-30):
# Top-10-Positionen in %
| Fondsstatistik  2) |  |  |  | Caiyun Invest Perusahaan Listrik Negara | 08.04.22 30.06.50 | 1,58 1,40 |
| --- | --- | --- | --- | --- | --- | --- |
|  | 1 Jahr | 3 Jahre |  | Chongqing Nanan Urban | 17.08.26 | 1,30 |
| Annualisierte Volatilität in % | 4,08 | - |  | Construction |  |  |
| Information Ratio | 1,26 | - |  | Li & Fung | 31.12.49 | 1,30 |
| Tracking Error (Ex post) | 2,24 | - |  | RKP Overseas | 31.12.49 | 1,30 |
| Maximaler Verlust in %  6) | -2,02 | - |  | Kasikornbank | 31.12.49 | 1,17 |
| 6) Der maximale Verlust ist die tiefste kumulierte	 New World China Land	23.01.27	1,10 Rendite in einer bestimmten Periode.	 Total	14,64 |

- Die Berechnung des Risikoindikators basiert auf der Leitlinie CESR/10-673. Der Risikoindikator basiert auf historischen und teilweise auf simulierten Daten; er kann nicht für die Prognose zukünftiger Entwicklungen verwendet werden. Die Klassifizierung des Fonds kann sich in Zukunft ändern und stellt keine Garantie dar. Zudem entspricht eine Klassifizierung in Kategorie 1 keiner risikolosen Anlage.
- Historische Performanceangaben und Finanzmarktszenarien sind keine verlässlichen Indikatoren für aktuelle oder zukünftige Ergebnisse. Bei den Performanceangaben sind die bei Ausgabe und Rücknahme von Fondsanteilen erhobenen Gebühren und Kosten nicht berücksichtigt.

Die auf dieser Seite dargestellte Asset Allocation kann sich im Zeitverlauf ändern.
- Die Rendite auf Verfall wird in der Währung der Anteilsklasse berechnet.


## 1 / 2
# Performance overview
## since 01.11.2019, 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 | -4.45 | -4.21 | -12.45 | n/a | n/a | 8.13 |  | 11.64 | n/a | n/a | 19.36 |
| Benchmark | -4.42 | -4.21 | -12.33 | n/a | n/a | 8.22 |  | 11.68 | n/a | n/a | 19.38 |
| Relative net | -0.03 | 0.00 | -0.12 | n/a | n/a | -0.09 |  | 0.11 | n/a | n/a | 0.15 |
|  |  |  |  |  |  |  |  |  |  |  |  |
| Performance overview - yearly* since 01.11.2019, in % | 2019 | 2020 | 2021 | 2022 | ITD |
| Portfolio net | 8.36 | 19.84 | -2.27 | -5.45 | 20.00 |
| Benchmark | 8.16 | 20.09 | -2.07 | -5.47 | 20.24 |
| Relative net | 0.20 | -0.24 | -0.20 | 0.02 | -0.25 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht
## Seit 01.11.2019, 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 | -4.45 | -4.21 | -12.45 | n.a. | n.a. | 8.13 |  | 11.64 | n.a. | n.a. | 19.36 |
| Benchmark | -4.42 | -4.21 | -12.33 | n.a. | n.a. | 8.22 |  | 11.68 | n.a. | n.a. | 19.38 |
| Relativ netto | -0.03 | 0.00 | -0.12 | n.a. | n.a. | -0.09 |  | 0.11 | n.a. | n.a. | 0.15 |
|  |  |  |  |  |  |  |  |  |  |  |  |
| Performance-Übersicht – jährlich* Seit 01.11.2019, in % | 2019 | 2020 | 2021 | 2022 | ITD |
| Portfolio netto | 8.36 | 19.84 | -2.27 | -5.45 | 20.00 |
| Benchmark | 8.16 | 20.09 | -2.07 | -5.47 | 20.24 |
| Relativ netto | 0.20 | -0.24 | -0.20 | 0.02 | -0.25 |
# Asset breakdown - by Barclays Four Pillar Sectors
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| AAA | 1.23 | 1.33 |  |
| --- | --- | --- | --- |
| AA+ | 0.97 | 1.39 |  |
| AA | 0.79 | 1.57 |  |  |
|  |
| AA- | 4.26 | 4.62 |  |
| A+ | 6.13 | 7.21 |  |
| A | 14.69 | 16.89 |  |
| A- | 15.44 | 15.30 |  |
| BBB+ | 20.41 | 18.54 |  |
| BBB | 20.16 | 19.23 |  |
| Others | 15.92 | 13.92 |  |

| Industrials | 57.51 | 57.53 |  |
| --- | --- | --- | --- |
| Financial Institutions | 33.81 | 34.55 |  |  |
|  |
|  |
| Utility | 7.56 | 7.94 |  |
| Cash | 3.03 | n/a |  |
| FX | -1.91 | -0.01 |  |

Translation (ENDE, 2021-09-30):
# Vermögensstruktur - nach Barclays Sektor
## in % des Exposures
Benchmark 

## Portfolio Benchmark	
Portfolio 
| AAA | 1.23 | 1.33 |  |
| --- | --- | --- | --- |
| AA+ | 0.97 | 1.39 |  |
| AA | 0.79 | 1.57 |  |  |
|  |
| AA- | 4.26 | 4.62 |  |
| A+ | 6.13 | 7.21 |  |
| A | 14.69 | 16.89 |  |
| A- | 15.44 | 15.30 |  |
| BBB+ | 20.41 | 18.54 |  |
| BBB | 20.16 | 19.23 |  |
| Rest | 15.92 | 13.92 |  |

| Industrie | 57.51 | 57.53 |  |
| --- | --- | --- | --- |
| Finanzinstitute | 33.81 | 34.55 |  |
| Versorger | 7.56 | 7.94 |  |  |
|  |
|  |
| Liquidität | 3.03 | n.a. |  |
| Devisen | -1.91 | -0.01 |  |
# Key risk figures
Portfolio
Modified duration	0.07
Yield to worst	6.73%
Average maturity in years	0.07
Linear weighted average credit rating	BBB-
Number of securities	30

Translation (ENDE, 2022-02-28):
# Risikokennzahlen
Portfolio
Modified Duration	0.07
Rendite auf Verfall	6.73%
WAL-to-worst in Jahren	0.07
Linear gewichtetes durchschnittliches Bonitätsrating	BBB-
Anzahl Titel	30
This is a Marketing Material. Asset Management February 2022
This document can only be offered to professional clients.
CS (Lux) Fixed Maturity Bond Fund 2022 S-III DA USD

Translation (ENDE, 2022-02-28):
Dies ist ein Marketingmaterial. Asset Management
Februar 2022
Dieses Dokument richtet sich ausschliesslich an professionelle Kunden.
CS (Lux) Fixed Maturity Bond Fund 2022 S-III DA USD
# Asset breakdown by risk currency (before hedging)
## In % of total economic exposure

## in %	
Portfolio 
| <5B	3.43 |  |  |
| --- | --- | --- |
| 5B-10B	5.03 |  |  |
| 10B-20B	5.02 |  |  |
| 20B-30B	6.31 |  |  |
| 30B-50B	13.16 |  |  |
| 50B-100B	16.87 |  |  |
| >100B	50.20 |  |  |
| Others	-0.02 |  |


## in %	
Portfolio 
| USD	50.24 |  |  |
| --- | --- | --- |
| EUR	19.89 |  |  |
| CHF	9.68 |  |  |
| GBP	7.53 |  |  |
| CAD	3.47 |  |  |
| SGD	3.43 |  |  |
| JPY	3.38 |  |  |
| SEK	1.06 |  |
| NOK	0.70 |  |
| Others	0.62 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Risiko-Währung (vor Währungsabsicherung)
## In % des Exposures

## in %	
Portfolio 
| USD	50.24 |  |  |
| --- | --- | --- |
| EUR	19.89 |  |  |
| CHF	9.68 |  |  |
| GBP	7.53 |  |  |
| CAD	3.47 |  |  |
| SGD	3.43 |  |  |
| JPY	3.38 |  |  |
| SEK	1.06 |  |
| NOK	0.70 |  |
| Rest	0.62 |  |
# Risk overview - ex post
since 01.04.2015, in %
Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -1.98 | 2.53 | -9.67 | -6.02 | -0.66 | 1.85 |  | Portfolio volatility | 10.88 | 13.73 | 11.11 | 9.46 |
| Benchmark | -1.60 | 2.96 | -4.92 | -1.79 | 1.55 | 2.79 |  | Benchmark volatility | 9.39 | 10.14 | 8.15 | 6.94 |
| Relative net | -0.38 | -0.43 | -4.75 | -4.23 | -2.21 | -0.94 |  | Tracking error | 3.28 | 4.53 | 3.73 | 3.19 |

| Performance overview - yearly since 01.04.2015, in % | 2015 | 2016 | 2017 |  | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -3.32 | 13.57 | 9.59 |  | -2.87 | 16.78 | 10.36 | -3.20 | -21.43 | 0.89 |
| Benchmark | -1.83 | 9.65 | 7.96 |  | -1.65 | 13.09 | 7.13 | 0.91 | -12.26 | 1.39 |
| Relative net | -1.49 | 3.92 | 1.64 |  | -1.22 | 3.69 | 3.23 | -4.11 | -9.17 | -0.50 |
|  |  |  |  |  |  |  |  |  |  |  |
| Key risk figures |  |  |  |  |  |  |  |  |  |  |

Portfolio	Benchmark
Modified duration	4.20	4.29
Yield to maturity	8.39%	7.65%
Yield to worst	8.51%	7.69%
Average maturity in years	6.78	6.89
Portfolio	Benchmark
Linear weighted average credit rating	BB+	BBB-
Number of securities	278	1'915

Translation (ENDE, 2023-02-28):
# Risiko-Übersicht – ex post
## Seit 01.04.2015, in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -1.98 | 2.53 | -9.67 | -6.02 | -0.66 | 1.85 |  | Portfoliovolatilität | 10.88 | 13.73 | 11.11 | 9.46 |
| Benchmark | -1.60 | 2.96 | -4.92 | -1.79 | 1.55 | 2.79 |  | Benchmarkvolatilität | 9.39 | 10.14 | 8.15 | 6.94 |
| Relativ netto | -0.38 | -0.43 | -4.75 | -4.23 | -2.21 | -0.94 |  | Tracking Error | 3.28 | 4.53 | 3.73 | 3.19 |

| Performance-Übersicht – jährlich Seit 01.04.2015, in % | 2015 | 2016 | 2017 |  | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -3.32 | 13.57 | 9.59 |  | -2.87 | 16.78 | 10.36 | -3.20 | -21.43 | 0.89 |
| Benchmark | -1.83 | 9.65 | 7.96 |  | -1.65 | 13.09 | 7.13 | 0.91 | -12.26 | 1.39 |
| Relativ netto | -1.49 | 3.92 | 1.64 |  | -1.22 | 3.69 | 3.23 | -4.11 | -9.17 | -0.50 |
|  |  |  |  |  |  |  |  |  |  |  |
| Risikokennzahlen |  |  |  |  |  |  |  |  |  |  |


## Portfolio	Benchmark

## Modified Duration	4.20	4.29

## Yield to maturity	8.39%	7.65%

## Yield to worst	8.51%	7.69%

## WAL-to-worst in Jahren	6.78	6.89

## Portfolio	Benchmark Linear gewichtetes durchschnittliches Bonitätsrating	BB+		 BBB- Anzahl Titel		278		1'915
# Asset breakdown - by risk currency (before hedging)
## In % of total economic exposure

## in %	
Portfolio 
| EUR	59.94 |  |  |
| --- | --- | --- |
| USD	23.22 |  |  |
| GBP	15.20 |  |  |
| CHF	1.63 |  |

Translation (ENDE, 2022-08-31):
# Vermögensstruktur - nach Risiko-Währung (vor Währungsabsicherung)
## in % des Exposures
| Grossbritannien | 16.86 |  |  |
| --- | --- | --- | --- |
| Niederlande | 14.47 |  |  |
| Deutschland | 7.94 |  |  |
| Schweiz | 7.78 |  |  |
| Spanien | 7.59 |  |  |
| Frankreich | 7.13 |  |  |
| Italien | 6.56 |  |  |
| Österreich | 6.18 |  |  |
| Schweden | 4.40 |  |  |
| Irland | 4.37 |  |  |
| FX | 3.66 |  |  |
| Rest | 13.05 |  |  |


## in %	
Portfolio 
| EUR	59.94 |  |  |
| --- | --- | --- |
| USD	23.22 |  |  |
| GBP	15.20 |  |  |
| CHF	1.63 |  |
# Asset breakdown - by ESG controversy flag
## In % of total economic exposure (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	Relative	
Portfolio 
| Green | 45.21 | 39.57 | 5.64 |  |
| --- | --- | --- | --- | --- |
| Yellow | 31.58 | 25.46 | 6.12 |  |
| Orange | 22.89 | 34.23 | -11.34 |  |
| Red | - | 0.44 | -0.44 |  |
| Not ratable | 0.24 | 0.04 | 0.21 |  |
| No data coverage | 0.07 | 0.26 | -0.19 |  |

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 | 45.21 | 39.57 | 5.64 |  |
| --- | --- | --- | --- | --- |
| Gelb | 31.58 | 25.46 | 6.12 |  |
| Orange | 22.89 | 34.23 | -11.34 |  |
| Rot | - | 0.44 | -0.44 |  |
| Nicht bewertbar | 0.24 | 0.04 | 0.21 |  |
| Keine Datenabdeckung | 0.07 | 0.26 | -0.19 |  |
# ESG Weighted carbon emission intensity
## CO2-equivalent emission intensity per $m revenues (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	
Portfolio 
| Materials | 548 | 642 |  |
| --- | --- | --- | --- |
| Energy | 543 | 608 |  |
| Utilities | 434 | 1'778 |  |
| Industrials | 131 | 123 |  |
| Real Estate | 93 | 97 |  |
| Consumer Staples | 53 | 47 |  |
| Consumer Discretionary | 26 | 37 |  |
| Information Technology | 22 | 20 |  |
| Health Care | 19 | 18 |  |
| Others | 7 | 17 |  |

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 
| Grundstoffe | 548 | 642 |  |
| --- | --- | --- | --- |
| Energie | 543 | 608 |  |
| Versorger | 434 | 1'778 |  |
| Industrie | 131 | 123 |  |
| Immobilienanlagen | 93 | 97 |  |
| Nichtzyklische Konsumgüter | 53 | 47 |  |
| Zyklische Konsumgüter | 26 | 37 |  |
| Informationstechnologie | 22 | 20 |  |
| Gesundheitswesen | 19 | 18 |  |
| Rest | 7 | 17 |  |