OVHaiLLM/Flipper huggingface dataset:
|  | Class |  | Index |  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatility |  | 14.14 |  | 16.03 |  | 15.49 |  | 9.82 |  | 14.82 |  | 8.55 | %ofpositiveperformances | 63.57 |
| Trackingerror |  | 19.11 |  |  |  | 13.35 |  |  |  | 12.10 |  |  |  |  |
| Sharperatio |  | -0.66 |  | 0.09 |  | -0.85 |  | 0.16 |  | -0.25 |  | 0.49 | Minimumreturn | -18.41 |
| Informationratio |  | -0.56 |  |  |  | -1.10 |  |  |  | -0.65 |  |  |  |  |
| Alpha |  | -0.18 |  |  |  | -1.22 |  |  |  | -0.59 |  |  | Maximumreturn | 12.81 |
| Beta |  | 0.19 |  |  |  | 0.79 |  |  |  | 0.98 |  |  |  |  |
| Correlation |  | 0.21 |  |  |  | 0.50 |  |  |  | 0.56 |  |  | Paybackperiod | 466day(s) |

Translation (ENDE, 2020-08-31):
|  | Klasse |  | Index |  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatilität |  | 14,14 |  | 16,03 |  | 15,49 |  | 9,82 |  | 14,82 |  | 8,55 | %positivePerformance | 63,57 |
| TrackingError |  | 19,11 |  |  |  | 13,35 |  |  |  | 12,10 |  |  |  |  |
| Sharpe-Ratio |  | -0,66 |  | 0,09 |  | -0,85 |  | 0,16 |  | -0,25 |  | 0,49 | MaximalerVerlust | -18,41 |
| Information-Ratio |  | -0,56 |  |  |  | -1,10 |  |  |  | -0,65 |  |  |  |  |
| Alpha |  | -0,18 |  |  |  | -1,22 |  |  |  | -0,59 |  |  | MaximalerGewinn | 12,81 |
| Beta |  | 0,19 |  |  |  | 0,79 |  |  |  | 0,98 |  |  |  |  |
| Korrelationsverhältnis |  | 0,21 |  |  |  | 0,50 |  |  |  | 0,56 |  |  | Entschädigungszeitraum | 466Tag(e) |
| Topholdings* 5Mainholdings(Numberofholdings:49) %ofNetAssets |
| --- |
| TOTALENERGIESSE | 1.04 |
| DEUTSCHETELEKOMAG | 0.90 |
| NESTLESA | 0.87 |
| TERNA-RETEELETTRICANAZIONALE | 0.86 |
| SNAMSPA | 0.84 |
| Total | 4.51 |

Translation (ENDE, 2022-08-31):
| WichtigstePositionen* 5WichtigstePositionen(GesamtzahlderPositionen:49) % |
| --- |
| TOTALENERGIESSE | 1,04 |
| DEUTSCHETELEKOMAG | 0,90 |
| NESTLESA | 0,87 |
| TERNA-RETEELETTRICANAZIONALE | 0,86 |
| SNAMSPA | 0,84 |
| Total | 4,51 |
|  | 1month | YTD | 1year | 3years | 5years10yearsSince inception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Class(CR) | -0.38 | 0.29 | 3.07 | 6.46 | --5.05 |  | 1.33 |
| Index | -0.64 | -0.31 | 1.66 | 8.17 | --7.38 |  | 1.93 |

Translation (ENDE, 2021-09-30):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre10JahreSeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(CR) | -0,38 | 0,29 | 3,07 | 6,46 | --5,05 |  | 1,33 |
| Index | -0,64 | -0,31 | 1,66 | 8,17 | --7,38 |  | 1,93 |
| Ratingbreakdown %ofNetAssets |  | Breakdownbymaturitytonextcall (excludingderivatives) %ofNet Assets |  | Breakdownbyinstrumenttype %ofNetAssets |
| --- | --- | --- | --- | --- |
| AAA | 5.22 |  | <3months | 0.77 |  | Fixedrates | 69.44 |
| AA | 3.66 |  | 3-6months | 1.10 |  | FloatingRates | 25.57 |
| A | 24.09 |  | 6months-1year | 3.45 |  | Cash | 5.51 |
| BBB | 43.54 |  | 1-3years | 25.88 |  | Currencyderivatives | -0.01 |
| BB | 14.83 |  | 3-5years | 30.49 |  | CreditDefaultSwap | -0.52 |
| B | 6.43 |  | 5-7years | 24.77 |  |  |  |
| CCC | 1.82 |  | 7-10years | 12.02 |  |  |  |
| NR | 0.35 |  | 10-15years | 1.18 |  |  |  |
|  |  |  | 15-20years | 0.34 |  |  |  |

Translation (ENDE, 2021-09-30):
| AufteilungnachRating %desVermögens |  | AufteilungnachRestlaufzeit(ohne derivate) %des Vermögens |  | AufteilungnachArtdesInstruments %desVermögens |
| --- | --- | --- | --- | --- |
| AAA | 5,22 |  | <3Monate | 0,77 |  | FesteZinssätze | 69,44 |
| AA | 3,66 |  | 3-6Monate | 1,10 |  | VariableZinssätze | 25,57 |
| A | 24,09 |  | 6Monate-1Jahr | 3,45 |  | Barmittel | 5,51 |
| BBB | 43,54 |  | 1-3Jahre | 25,88 |  | Währungsderivate | -0,01 |
| BB | 14,83 |  | 3-5Jahre | 30,49 |  | CreditDefaultSwap | -0,52 |
| B | 6,43 |  | 5-7Jahre | 24,77 |  |  |  |
| CCC | 1,82 |  | 7-10Jahre | 12,02 |  |  |  |
| NR | 0,35 |  | 10-15Jahre | 1,18 |  |  |  |
|  |  |  | 15-20Jahre | 0,34 |  |  |  |
| Maintransactionsfrom31/08/2021to30/09/2021 |  | Mainissuers(exceptmonetaryassets) 5Mainissuers(Totalnumberofissuers:137-Numberofholdings:180) |
| --- | --- | --- |
|  | Buy/Sell(EUR) |  |  | Expo(%NA) |
| ADRBID31/802/15/26 (AdriaMidcoBV) | 1835187.73 |  | BNPPARIBASSA | 2.61 |
| SOLEIN37/810/01/28 (RyersonHoldingCorp) | 1304258.49 |  | VODAFONEGROUPPLC | 1.72 |
| ITRAXXEUROPECROSSOVER5 | 940089.00 |  | LABANQUEPOSTALEASSETMANAGEMENT | 1.63 |
| LEVI33/803/15/27 (LeviStrauss&Co) | -1779154.15 |  | INFINEONTECHNOLOGIESAG | 1.62 |
| KANGRP53/410/31/26 (SummerBCLuxConsolidatorSCA) | -1727396.44 |  | UNIBAIL-RODAMCOSE&WFDUNIBA | 1.55 |
| EQTSS07/805/14/31 (EQTAB) | -1550533.37 |  | Total | 9.13 |

Translation (ENDE, 2021-09-30):
| WichtigsteTransaktionenvom31.08.2021bis30.09.2021 Kauf/Verkauf |  | WichtigsteEmittenten(mitAusnahmevon Geldmarktinstrumenten) 5größteEmittenten(GesamtzahlEmittenten:137-GesamtzahlPositionen:180) |
| --- | --- | --- |
|  | (EUR) |  |  | Engag.(%NV) |
| ADRBID31/802/15/26 (AdriaMidcoBV) | 1835187,73 |  | BNPPARIBASSA | 2,61 |
| SOLEIN37/810/01/28 (RyersonHoldingCorp) | 1304258,49 |  | VODAFONEGROUPPLC | 1,72 |
| ITRAXXEUROPECROSSOVER5 | 940089,00 |  | LABANQUEPOSTALEASSETMANAGEMENT | 1,63 |
| LEVI33/803/15/27 (LeviStrauss&Co) | -1779154,15 |  | INFINEONTECHNOLOGIESAG | 1,62 |
| KANGRP53/410/31/26 (SummerBCLuxConsolidatorSCA) | -1727396,44 |  | UNIBAIL-RODAMCOSE&WFDUNIBA | 1,55 |
| EQTSS07/805/14/31 (EQTAB) | -1550533,37 |  | Total | 9,13 |
|  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |
| Volatility |  | 1.62 |  | 1.58 |  | 5.70 |  | 5.21 | %ofpositiveperformances | 55.56 |
| Trackingerror |  | 1.10 |  |  |  | 1.43 |  |  |  |  |
| Sharperatio |  | 2.05 |  | 1.25 |  | 0.45 |  | 0.59 | Minimumreturn | -7.82 |
| Informationratio |  | 1.22 |  |  |  | -0.38 |  |  |  |  |
| Alpha |  | 0.03 |  |  |  | -0.06 |  |  | Maximumreturn | 3.75 |
| Beta |  | 0.78 |  |  |  | 1.06 |  |  |  |  |
| R2 |  | 0.58 |  |  |  | 0.94 |  |  | Paybackperiod | 219day(s) |
| Correlation |  | 0.76 |  |  |  | 0.97 |  |  |  |  |

Translation (ENDE, 2021-09-30):
|  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |
| Volatilität |  | 1,62 |  | 1,58 |  | 5,70 |  | 5,21 | %positivePerformance | 55,56 |
| TrackingError |  | 1,10 |  |  |  | 1,43 |  |  |  |  |
| Sharpe-Ratio |  | 2,05 |  | 1,25 |  | 0,45 |  | 0,59 | MaximalerVerlust | -7,82 |
| Information-Ratio |  | 1,22 |  |  |  | -0,38 |  |  |  |  |
| Alpha |  | 0,03 |  |  |  | -0,06 |  |  | MaximalerGewinn | 3,75 |
| Beta |  | 0,78 |  |  |  | 1,06 |  |  |  |  |
| R2 |  | 0,58 |  |  |  | 0,94 |  |  | Entschädigungszeitraum | 219Tag(e) |
| Korrelationsverhältnis |  | 0,76 |  |  |  | 0,97 |  |  |  |  |
|  | 1month | YTD | 1year | 3years | 5years | 10yearsSinceinception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Class(A) | 1.64 | -0.08 | 2.41 | 12.51 | 27.66 | -28.15 |  | 4.06 |
| Index | 0.27 | 0.43 | -0.45 | 5.48 | 13.50 | -16.36 |  | 2.46 |

Translation (ENDE, 2020-08-31):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre | 10JahreSeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(A) | 1,64 | -0,08 | 2,41 | 12,51 | 27,66 | -28,15 |  | 4,06 |
| Index | 0,27 | 0,43 | -0,45 | 5,48 | 13,50 | -16,36 |  | 2,46 |
| Variousratios(Class) |  |
| --- | --- |
| WeightedaverageESGrating-CoverageRate | CarbonExposure(tonseq.CO2/M€ofturnover)-CoverageRate |
| 24 | - | 96% | 4 | - | 65% |
|  |

Translation (ENDE, 2020-08-31):
| VerschiedeneKennzahlen(Klasse) |  |
| --- | --- |
| MittleresgewichtetesESG-Rating-Deckungsgrad | CO-Engagement(TonnenCO-eq/Mio.€Ums.)-Deckungsgrad |
| 24 | - | 96% | 4 | - | 65% |
|  |
| Ratingbreakdown %ofNetAssets |  | Breakdownbymaturitytonextcall (excludingderivatives) %ofNet Assets |  | Breakdownbylevelofseniority (excludingderivatives) %ofNet Assets |
| --- | --- | --- | --- | --- |
| AAA | 1.84 |  | <3months | 2.41 |  | Cash | 4.66 |
| AA | 0.30 |  | 3-6months | 5.25 |  | CoCo | 48.93 |
| A | 6.45 |  | 6months-1year | 5.98 |  | Senior | 1.58 |
| BBB | 42.22 |  | 1-3years | 19.84 |  | Tier1 | 9.96 |
| BB | 41.99 |  | 3-5years | 37.50 |  | Tier2 | 34.88 |
| B | 6.56 |  | 5-7years | 22.36 |  |  |  |
| CCC | 0.64 |  | 7-10years | 6.58 |  |  |  |

Translation (ENDE, 2020-08-31):
| AufteilungnachRating %desVermögens |  | AufteilungnachRestlaufzeit(ohne derivate) %des Vermögens |  | AufteilungnachVor-bzw. Nachrangigkeit(ohneDerivate) %des Vermögens |
| --- | --- | --- | --- | --- |
| AAA | 1,84 |  | <3Monate | 2,41 |  | Barmittel | 4,66 |
| AA | 0,30 |  | 3-6Monate | 5,25 |  | CoCo | 48,93 |
| A | 6,45 |  | 6Monate-1Jahr | 5,98 |  | Senior | 1,58 |
| BBB | 42,22 |  | 1-3Jahre | 19,84 |  | Tier1 | 9,96 |
| BB | 41,99 |  | 3-5Jahre | 37,50 |  | Tier2 | 34,88 |
| B | 6,56 |  | 5-7Jahre | 22,36 |  |  |  |
| CCC | 0,64 |  | 7-10Jahre | 6,58 |  |  |  |
| Maintransactionsfrom31/07/2020to31/08/2020 |  | Mainissuers(exceptmonetaryassets) 5Mainissuers(Totalnumberofissuers:80-Numberofholdings:186) |
| --- | --- | --- |
|  | Buy/Sell(EUR) |  |  | Expo(%NA) |
| ISPIM51/2PERP (IntesaSanpaoloSpA) | 7206048.00 |  | UBSGROUPAG | 4.23 |
| ABANCA45/804/07/30 (AbancaHoldingFinancieroSA) | 4497239.91 |  | BNPPARIBASSA | 3.63 |
| CS51/4PERP (CreditSuisseGroupAG) | 2892263.21 |  | CREDITAGRICOLEGROUPE | 3.41 |
| ISPIM33/4PERP (IntesaSanpaoloSpA) | -3420154.65 |  | SOCIÉTÉGÉNÉRALE | 3.17 |
| RBIAV41/2PERP (RAIFFEISENBANKINTL) | -1831073.72 |  | HSBCHOLDINGSPLC | 2.77 |
|  |  |  | Total | 17.21 |

Translation (ENDE, 2020-08-31):
| WichtigsteTransaktionenvom31.07.2020bis31.08.2020 Kauf/Verkauf |  | WichtigsteEmittenten(mitAusnahmevon Geldmarktinstrumenten) 5größteEmittenten(GesamtzahlEmittenten:80-GesamtzahlPositionen:186) |
| --- | --- | --- |
|  | (EUR) |  |  | Engag.(%NV) |
| ISPIM51/2PERP (IntesaSanpaoloSpA) | 7206048,00 |  | UBSGROUPAG | 4,23 |
| ABANCA45/804/07/30 (AbancaHoldingFinancieroSA) | 4497239,91 |  | BNPPARIBASSA | 3,63 |
| CS51/4PERP (CreditSuisseGroupAG) | 2892263,21 |  | CREDITAGRICOLEGROUPE | 3,41 |
| ISPIM33/4PERP (IntesaSanpaoloSpA) | -3420154,65 |  | SOCIÉTÉGÉNÉRALE | 3,17 |
| RBIAV41/2PERP (RAIFFEISENBANKINTL) | -1831073,72 |  | HSBCHOLDINGSPLC | 2,77 |
|  |  |  | Total | 17,21 |
|  | Class |  | Index |  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatility |  | 15.70 |  | 6.73 |  | 8.82 |  | 4.97 |  | 7.56 |  | 4.05 | %ofpositiveperformances | 68.00 |
| Trackingerror |  | 10.13 |  |  |  | 4.46 |  |  |  | 4.32 |  |  |  |  |
| Sharperatio |  | 0.09 |  | -0.16 |  | 0.27 |  | 0.04 |  | 0.51 |  | 0.35 | Minimumreturn | -11.22 |
| Informationratio |  | 0.24 |  |  |  | 0.50 |  |  |  | 0.56 |  |  |  |  |
| Alpha |  | 0.06 |  |  |  | 0.09 |  |  |  | 0.06 |  |  | Maximumreturn | 6.96 |
| Beta |  | 2.12 |  |  |  | 1.69 |  |  |  | 1.69 |  |  |  |  |
| Correlation |  | 0.91 |  |  |  | 0.95 |  |  |  | 0.90 |  |  | Paybackperiod | 134day(s) |

Translation (ENDE, 2020-08-31):
|  | Klasse |  | Index |  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatilität |  | 15,70 |  | 6,73 |  | 8,82 |  | 4,97 |  | 7,56 |  | 4,05 | %positivePerformance | 68,00 |
| TrackingError |  | 10,13 |  |  |  | 4,46 |  |  |  | 4,32 |  |  |  |  |
| Sharpe-Ratio |  | 0,09 |  | -0,16 |  | 0,27 |  | 0,04 |  | 0,51 |  | 0,35 | MaximalerVerlust | -11,22 |
| Information-Ratio |  | 0,24 |  |  |  | 0,50 |  |  |  | 0,56 |  |  |  |  |
| Alpha |  | 0,06 |  |  |  | 0,09 |  |  |  | 0,06 |  |  | MaximalerGewinn | 6,96 |
| Beta |  | 2,12 |  |  |  | 1,69 |  |  |  | 1,69 |  |  |  |  |
| Korrelationsverhältnis |  | 0,91 |  |  |  | 0,95 |  |  |  | 0,90 |  |  | Entschädigungszeitraum | 134Tag(e) |
|  | 1month | YTD | 1year | 3years | 5years | 10years | Sinceinception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Class(R) | -3.93 | -7.46 | 1.98 | 3.34 | 7.79 | 19.42 | 1.27 |  | 0.12 |
| Index | -1.70 | -0.38 | 5.89 | 10.24 | 23.82 | 45.48 | 25.20 |  | 2.22 |
| Marketindex | -3.09 | 12.93 | 24.16 | 14.71 | 30.31 | 89.83 | 64.54 |  | 4.99 |

Translation (ENDE, 2021-09-30):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre | 10Jahre | SeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(R) | -3,93 | -7,46 | 1,98 | 3,34 | 7,79 | 19,42 | 1,27 |  | 0,12 |
| Index | -1,70 | -0,38 | 5,89 | 10,24 | 23,82 | 45,48 | 25,20 |  | 2,22 |
| Markt-Index | -3,09 | 12,93 | 24,16 | 14,71 | 30,31 | 89,83 | 64,54 |  | 4,99 |
|  | Class |  | Index |  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatility |  | 11.70 |  | 6.63 |  | 10.63 |  | 7.81 |  | 9.94 |  | 7.99 | %ofpositiveperformances | 48.78 |
| Trackingerror |  | 6.66 |  |  |  | 6.16 |  |  |  | 5.11 |  |  |  |  |
| Sharperatio |  | 0.12 |  | 0.82 |  | 0.00 |  | 0.29 |  | 0.04 |  | 0.41 | Minimumreturn | -10.90 |
| Informationratio |  | -0.61 |  |  |  | -0.36 |  |  |  | -0.56 |  |  |  |  |
| Alpha |  | -0.13 |  |  |  | -0.19 |  |  |  | -0.24 |  |  | Maximumreturn | 10.28 |
| Beta |  | 1.55 |  |  |  | 1.11 |  |  |  | 1.07 |  |  |  |  |
| R2 |  | 0.77 |  |  |  | 0.67 |  |  |  | 0.73 |  |  | Paybackperiod | 91day(s) |
| Correlation |  | 0.88 |  |  |  | 0.82 |  |  |  | 0.86 |  |  |  |  |

Translation (ENDE, 2021-09-30):
|  | Klasse |  | Index |  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatilität |  | 11,70 |  | 6,63 |  | 10,63 |  | 7,81 |  | 9,94 |  | 7,99 | %positivePerformance | 48,78 |
| TrackingError |  | 6,66 |  |  |  | 6,16 |  |  |  | 5,11 |  |  |  |  |
| Sharpe-Ratio |  | 0,12 |  | 0,82 |  | 0,00 |  | 0,29 |  | 0,04 |  | 0,41 | MaximalerVerlust | -10,90 |
| Information-Ratio |  | -0,61 |  |  |  | -0,36 |  |  |  | -0,56 |  |  |  |  |
| Alpha |  | -0,13 |  |  |  | -0,19 |  |  |  | -0,24 |  |  | MaximalerGewinn | 10,28 |
| Beta |  | 1,55 |  |  |  | 1,11 |  |  |  | 1,07 |  |  |  |  |
| R2 |  | 0,77 |  |  |  | 0,67 |  |  |  | 0,73 |  |  | Entschädigungszeitraum | 91Tag(e) |
| Korrelationsverhältnis |  | 0,88 |  |  |  | 0,82 |  |  |  | 0,86 |  |  |  |  |
|  | 1month | YTD | 1year | 3years | 5years | 10yearsSinceinception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Class(A) | -1.97 | -2.38 | 3.42 | 8.59 | 13.07 | -10.83 |  | 1.66 |
| Index | -1.70 | -0.38 | 5.89 | 11.66 | 21.34 | -21.29 |  | 3.13 |
| Marketindex | -3.09 | 12.93 | 24.16 | 14.71 | 30.31 | -23.21 |  | 3.39 |

Translation (ENDE, 2021-09-30):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre | 10JahreSeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(A) | -1,97 | -2,38 | 3,42 | 8,59 | 13,07 | -10,83 |  | 1,66 |
| Index | -1,70 | -0,38 | 5,89 | 11,66 | 21,34 | -21,29 |  | 3,13 |
| Markt-Index | -3,09 | 12,93 | 24,16 | 14,71 | 30,31 | -23,21 |  | 3,39 |
|  | Class |  | Index |  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatility |  | 7.63 |  | 6.63 |  | 6.86 |  | 7.43 |  | 6.06 |  | 6.15 | %ofpositiveperformances | 57.33 |
| Trackingerror |  | 1.55 |  |  |  | 1.71 |  |  |  | 2.25 |  |  |  |  |
| Sharperatio |  | 0.36 |  | 0.82 |  | 0.25 |  | 0.36 |  | 0.23 |  | 0.46 | Minimumreturn | -8.32 |
| Informationratio |  | -1.73 |  |  |  | -0.56 |  |  |  | -0.65 |  |  |  |  |
| Alpha |  | -0.06 |  |  |  | -0.05 |  |  |  | -0.09 |  |  | Maximumreturn | 4.90 |
| Beta |  | 1.13 |  |  |  | 0.90 |  |  |  | 0.92 |  |  |  |  |
| R2 |  | 0.97 |  |  |  | 0.95 |  |  |  | 0.87 |  |  | Paybackperiod | 72day(s) |
| Correlation |  | 0.99 |  |  |  | 0.98 |  |  |  | 0.93 |  |  |  |  |

Translation (ENDE, 2021-09-30):
|  | Klasse |  | Index |  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatilität |  | 7,63 |  | 6,63 |  | 6,86 |  | 7,43 |  | 6,06 |  | 6,15 | %positivePerformance | 57,33 |
| TrackingError |  | 1,55 |  |  |  | 1,71 |  |  |  | 2,25 |  |  |  |  |
| Sharpe-Ratio |  | 0,36 |  | 0,82 |  | 0,25 |  | 0,36 |  | 0,23 |  | 0,46 | MaximalerVerlust | -8,32 |
| Information-Ratio |  | -1,73 |  |  |  | -0,56 |  |  |  | -0,65 |  |  |  |  |
| Alpha |  | -0,06 |  |  |  | -0,05 |  |  |  | -0,09 |  |  | MaximalerGewinn | 4,90 |
| Beta |  | 1,13 |  |  |  | 0,90 |  |  |  | 0,92 |  |  |  |  |
| R2 |  | 0,97 |  |  |  | 0,95 |  |  |  | 0,87 |  |  | Entschädigungszeitraum | 72Tag(e) |
| Korrelationsverhältnis |  | 0,99 |  |  |  | 0,98 |  |  |  | 0,93 |  |  |  |  |
|  | 1month | YTD | 1year | 3years | 5years | 10yearsSinceinception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Class(A) | -0.19 | 2.78 | 7.34 | 18.19 | 32.36 | -37.15 |  | 4.42 |
| Index | -0.34 | 0.26 | 1.90 | 7.87 | 10.04 | -18.75 |  | 2.38 |

Translation (ENDE, 2021-09-30):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre | 10JahreSeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(A) | -0,19 | 2,78 | 7,34 | 18,19 | 32,36 | -37,15 |  | 4,42 |
| Index | -0,34 | 0,26 | 1,90 | 7,87 | 10,04 | -18,75 |  | 2,38 |
| Ratingbreakdown %ofNetAssets |  | Breakdownbymaturitytonextcall (excludingderivatives) %ofNet Assets |  | Breakdownbylevelofseniority (excludingderivatives) %ofNet Assets |
| --- | --- | --- | --- | --- |
| AAA | 3.13 |  | <3months | 0.59 |  | Cash | 2.97 |
| AA | -0.04 |  | 3-6months | 1.68 |  | CoCo | 49.57 |
| A | 2.75 |  | 6months-1year | 4.38 |  | Senior | 2.75 |
| BBB | 39.56 |  | 1-3years | 21.17 |  | Tier1 | 8.48 |
| BB | 43.63 |  | 3-5years | 46.40 |  | Tier2 | 36.23 |
| B | 8.50 |  | 5-7years | 17.43 |  |  |  |
| CCC | 2.23 |  | 7-10years | 7.84 |  |  |  |
| CC | 0.22 |  | 10-15years | 0.51 |  |  |  |

Translation (ENDE, 2021-09-30):
| AufteilungnachRating %desVermögens |  | AufteilungnachRestlaufzeit(ohne derivate) %des Vermögens |  | AufteilungnachVor-bzw. Nachrangigkeit(ohneDerivate) %des Vermögens |
| --- | --- | --- | --- | --- |
| AAA | 3,13 |  | <3Monate | 0,59 |  | Barmittel | 2,97 |
| AA | -0,04 |  | 3-6Monate | 1,68 |  | CoCo | 49,57 |
| A | 2,75 |  | 6Monate-1Jahr | 4,38 |  | Senior | 2,75 |
| BBB | 39,56 |  | 1-3Jahre | 21,17 |  | Tier1 | 8,48 |
| BB | 43,63 |  | 3-5Jahre | 46,40 |  | Tier2 | 36,23 |
| B | 8,50 |  | 5-7Jahre | 17,43 |  |  |  |
| CCC | 2,23 |  | 7-10Jahre | 7,84 |  |  |  |
| CC | 0,22 |  | 10-15Jahre | 0,51 |  |  |  |
|  | Buy/Sell(EUR) |  | Expo(%NA) |
| --- | --- | --- | --- |
| FRLBP3PERP (LaBanquePostaleAssetManagement) | 10008400.00 | INTESASANPAOLOSPA | 3.32 |
| CAJAMA13/403/09/28 (GrupoCooperativoCajamar) | 8066351.05 | UBSGROUPAG | 2.74 |
| SANTAN35/8PERP (BancoSantanderSA) | 7806671.73 | BNPPARIBASSA | 2.61 |
| CMZB403/23/26 (CommerzbankAG) | -6992434.16 | CAIXABANKSA | 2.56 |
| INTNED67/8PERP (INGGroepNV) | -4470936.29 | BARCLAYSPLC | 2.49 |

Translation (ENDE, 2021-09-30):
|  | (EUR) |  | Engag.(%NV) |
| --- | --- | --- | --- |
| FRLBP3PERP (LaBanquePostaleAssetManagement) | 10008400,00 | INTESASANPAOLOSPA | 3,32 |
| CAJAMA13/403/09/28 (GrupoCooperativoCajamar) | 8066351,05 | UBSGROUPAG | 2,74 |
| SANTAN35/8PERP (BancoSantanderSA) | 7806671,73 | BNPPARIBASSA | 2,61 |
| CMZB403/23/26 (CommerzbankAG) | -6992434,16 | CAIXABANKSA | 2,56 |
| INTNED67/8PERP (INGGroepNV) | -4470936,29 | BARCLAYSPLC | 2,49 |
|  | Class |  | Index |  | Class |  | Index |  | Class |  | Index |  | (month.perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatility |  | 2.86 |  | 1.34 |  | 8.69 |  | 4.97 |  | 7.11 |  | 3.97 | %ofpositiveperformances | 69.32 |
| Trackingerror |  | 2.06 |  |  |  | 4.33 |  |  |  | 3.78 |  |  |  |  |
| Sharperatio |  | 2.46 |  | 1.25 |  | 0.54 |  | 0.30 |  | 0.65 |  | 0.21 | Minimumreturn | -11.22 |
| Informationratio |  | 2.60 |  |  |  | 0.73 |  |  |  | 1.01 |  |  |  |  |
| Alpha |  | 0.08 |  |  |  | 0.13 |  |  |  | 0.21 |  |  | Maximumreturn | 6.96 |
| Beta |  | 1.59 |  |  |  | 1.67 |  |  |  | 1.66 |  |  |  |  |
| R2 |  | 0.56 |  |  |  | 0.91 |  |  |  | 0.86 |  |  | Paybackperiod | 134day(s) |
| Correlation |  | 0.75 |  |  |  | 0.95 |  |  |  | 0.93 |  |  |  |  |

Translation (ENDE, 2021-09-30):
|  | Klasse |  | Index |  | Klasse |  | Index |  | Klasse |  | Index |  | (monatl.Perf.) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |
| Volatilität |  | 2,86 |  | 1,34 |  | 8,69 |  | 4,97 |  | 7,11 |  | 3,97 | %positivePerformance | 69,32 |
| TrackingError |  | 2,06 |  |  |  | 4,33 |  |  |  | 3,78 |  |  |  |  |
| Sharpe-Ratio |  | 2,46 |  | 1,25 |  | 0,54 |  | 0,30 |  | 0,65 |  | 0,21 | MaximalerVerlust | -11,22 |
| Information-Ratio |  | 2,60 |  |  |  | 0,73 |  |  |  | 1,01 |  |  |  |  |
| Alpha |  | 0,08 |  |  |  | 0,13 |  |  |  | 0,21 |  |  | MaximalerGewinn | 6,96 |
| Beta |  | 1,59 |  |  |  | 1,67 |  |  |  | 1,66 |  |  |  |  |
| R2 |  | 0,56 |  |  |  | 0,91 |  |  |  | 0,86 |  |  | Entschädigungszeitraum | 134Tag(e) |
| Korrelationsverhältnis |  | 0,75 |  |  |  | 0,95 |  |  |  | 0,93 |  |  |  |  |
# In this section, EdRAM presents a series of sustainability indicators related to the fund and benchmark holdings.
SFDRClassification
ExclusionSRILabel
Best-inUniverse

Translation (ENDE, 2022-09-30):
# In diesem Abschnitt präsentiert EdRAM eine Reihe von Nachhaltigkeitsindikatoren in Verbindung mit den Bestandspositionen des Fonds und der Benchmark.
ClassificationSFDR
AusschlussISR
Best-inUniverse
|  | 1month | YTD | 1year | 3years | 5years10yearsSince inception |  | Since inception |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Class(CR) | -3.25 | -13.51 | -10.51 | 19.17 | --19.63 |  | 5.49 |
| Index | -2.20 | -8.90 | -5.93 | 24.24 | --25.15 |  | 6.91 |
| Marketindex | -4.13 | -16.41 | -11.63 | 39.90 | --40.59 |  | 10.68 |

Translation (ENDE, 2022-08-31):
|  | 1Monat | YTD | 1Jahr | 3Jahre | 5Jahre10JahreSeitAuflegung |  | Seit Auflegung |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Klasse(CR) | -3,25 | -13,51 | -10,51 | 19,17 | --19,63 |  | 5,49 |
| Index | -2,20 | -8,90 | -5,93 | 24,24 | --25,15 |  | 6,91 |
| Markt-Index | -4,13 | -16,41 | -11,63 | 39,90 | --40,59 |  | 10,68 |
# In this section, EdRAM presents a series of sustainability indicators related to the fund and benchmark holdings.
SFDRClassification
ExclusionSRILabel
Best-inUniverse
☑
ImpactProxyvoting
☑
☑
Best-inClass
☐
☐
☑
98.55%
Fund
22.78
Fund

## Fund Benchmark
22.41
Benchmark
| AAA | AA | A | BBB | BB | B | CCC&Below |
| --- | --- | --- | --- | --- | --- | --- |

| AAA | AA | A | BBB | BB | B | CCC&Below |
| --- | --- | --- | --- | --- | --- | --- |

Translation (ENDE, 2022-09-30):
# In diesem Abschnitt präsentiert EdRAM eine Reihe von Nachhaltigkeitsindikatoren in Verbindung mit den Bestandspositionen des Fonds und der Benchmark.
ClassificationSFDR
AusschlussISR
Best-inUniverse
☑
AuswirkungenStimmrechtsausübung
☑
☑
Best-inClass
☐
☐
☑
98,55%
Fonds
22,41
Benchmark
22,78
Fonds

## Fonds Benchmark