OVHaiLLM/Flipper huggingface dataset:
# Key risk figures
Portfolio
Portfolio
Modified duration	2.78
Yield to worst	9.46%
Average maturity in years	24.18
Linear weighted average credit rating	BB+
Number of securities	79

Translation (ENDE, 2023-02-28):
# Risikokennzahlen
Portfolio
Portfolio
Modified Duration	2.78
Yield to worst	9.46%
WAL-to-worst in Jahren	24.18
Linear gewichtetes durchschnittliches Bonitätsrating	BB+
Anzahl Titel	79
# Asset breakdown by risk currency (before hedging)
In % of total economic exposure
in %	
Portfolio 
| EUR	67.49 |  |  |
| --- | --- | --- |
| USD	15.78 |  |  |
| GBP	15.30 |  |  |
| CHF	1.43 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Risiko-Währung (vor Währungsabsicherung)
In % des Exposures
| Grossbritannien	16.38 |  |  |
| --- | --- | --- |
| Niederlande	15.09 |  |  |
| Spanien	8.78 |  |  |
| Frankreich	8.68 |  |  |
| Deutschland	8.44 |  |  |
| Schweiz	7.82 |  |  |
| Italien	6.62 |  |  |
| Österreich	5.82 |  |  |
| Irland	4.63 |  |  |
| Liquidität	3.69 |  |  |
| Schweden	3.29 |  |  |
| Rest	10.75 |  |  |

in %	
Portfolio 
| EUR	67.49 |  |  |
| --- | --- | --- |
| USD	15.78 |  |  |
| GBP	15.30 |  |  |
| CHF	1.43 |  |
# Asset breakdown - by market capitalization
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 

Translation (ENDE, 2022-08-31):
# Vermögensstruktur - nach Marktkapitalisierung
in % des Exposures
Benchmark 
Portfolio Benchmark	
Portfolio 
| <5 Mia | 0.20 | 0.21 |  |
| --- | --- | --- | --- |
| 5 Mia - 10 Mia | 0.69 | 0.69 |  |
| 10 Mia - 20 Mia | 1.42 | 1.45 |  |
| 20 Mia - 30 Mia | 3.04 | 3.08 |  |
| 30 Mia - 50 Mia | 3.11 | 3.13 |  |
| 50 Mia - 100 Mia | 6.16 | 6.18 |  |  |
|  |
|  |
| >100 Mia | 85.42 | 85.22 |  |
| Rest | -0.04 | 0.04 |  |
# Asset breakdown - by market capitalization
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| Consumer Discretionary | 16.23 | 16.24 |
| --- | --- | --- |
| Materials | 16.02 | 16.03 |
| Industrials | 14.98 | 14.99 |
|  |  |  |
| Health Care | 12.18 | 12.19 |

|  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Technology |  |  |  |  |  |
| Communication | 6.16 | 6.16 |  |  |  | Others | 0.05 | n/a |
|  |  |  |  |  |  |  |  |  |
| Real Estate | 4.75 | 4.75 |  |  |  |  |  |  |
| Consumer Staples | 2.01 | 2.01 |  |  |  |  |  |  |
| Others | 0.05 | n/a |  |  |  |  |  |  |

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

## Portfolio Benchmark	
Portfolio 
|  | 20 Mia - 30 Mia | 8.78 | 8.78 |
| --- | --- | --- | --- |
|  |  |  |  |
|  | 30 Mia - 50 Mia | 14.96 | 14.97 |
# Asset breakdown - by ESG rating momentum
## In % of total economic exposure (ESG Portfolio against traditional benchmark)
Benchmark 

## Portfolio	Benchmark	Relative	
Portfolio 
| Upward | 15.82 | 11.16 | 4.66 |  |
| --- | --- | --- | --- | --- |
| Stable | 79.99 | 85.41 | -5.42 |  |
| Downward | 4.14 | 3.43 | 0.71 |  |
| Others | 0.05 | n/a | 0.05 |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach ESG-Rating-Momentum
## in % des gesamten ökonomischen Exposure (ESG-Portfolio im Vergleich zum traditionellen Benchmark)
Benchmark 

## Portfolio	Benchmark	Relativ	
Portfolio 
| Aufwärts | 15.82 | 11.16 | 4.66 |  |
| --- | --- | --- | --- | --- |
| Stabil | 79.99 | 85.41 | -5.42 |  |
| Abwärts | 4.14 | 3.43 | 0.71 |  |
| Rest | 0.05 | n.a. | 0.05 |  |
# Asset breakdown - by market capitalization
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
|  |  | <5B | 1.28 | 0.53 |
| --- | --- | --- | --- | --- |
|  | 5B-10B | 8.90 | 5.48 |
|  |  | 10B-20B | 19.25 | 14.03 |
|  |  | 20B-30B | 13.29 | 12.16 |
|  |  | 30B-50B | 10.18 | 11.81 |
|  |  | 50B-100B | 23.46 | 29.93 |
|  |  | >100B | 23.43 | 26.06 |
|  |  | Others | 0.21 | 0.01 |

| Top 10 positions Instrument Name | Portfolio | Benchmark | GICS sector |
| --- | --- | --- | --- |
| ASML HOLDING NV | 8.06% | 10.60% | Information Technology |
| LVMH | 6.29% | n/a | Consumer Discretionary |
| LOREAL SA | 5.25% | 3.81% | Consumer Staples |
| BNP PARIBAS SA | 4.26% | 2.53% | Financials |
| ING GROEP NV | 3.84% | 1.75% | Financials |
| ASM INTERNATIONAL NV | 3.51% | n/a | Information Technology |
| REPSOL SA | 3.45% | 0.72% | Energy |
| INTESA SANPAOLO | 3.38% | 1.62% | Financials |
| VERBUND AG | 3.29% | n/a | Utilities |
| VINCI SA | 3.05% | n/a | Industrials |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach Marktkapitalisierung
in % des Exposures
Benchmark 
Portfolio Benchmark	
Portfolio 
|  |  | <5 Mia | 1.28 | 0.53 |
| --- | --- | --- | --- | --- |
|  | 5 Mia - 10 Mia | 8.90 | 5.48 |
|  |  | 10 Mia - 20 Mia | 19.25 | 14.03 |
|  |  | 20 Mia - 30 Mia | 13.29 | 12.16 |
|  |  | 30 Mia - 50 Mia | 10.18 | 11.81 |
|  |  | 50 Mia - 100 Mia | 23.46 | 29.93 |
|  |  | >100 Mia | 23.43 | 26.06 |
|  |  | Rest | 0.21 | 0.01 |

| 10 grösste Positionen Wertschriften Name | Portfolio | Benchmark | GICS-Sektor |
| --- | --- | --- | --- |
| ASML HOLDING NV | 8.06% | 10.60% | Informationstechnologie |
| LVMH | 6.29% | n.a. | Zyklische Konsumgüter |
| LOREAL SA | 5.25% | 3.81% | Nichtzyklische Konsumgüter |
| BNP PARIBAS SA | 4.26% | 2.53% | Finanzwerte |
| ING GROEP NV | 3.84% | 1.75% | Finanzwerte |
| ASM INTERNATIONAL NV | 3.51% | n.a. | Informationstechnologie |
| REPSOL SA | 3.45% | 0.72% | Energie |
| INTESA SANPAOLO | 3.38% | 1.62% | Finanzwerte |
| VERBUND AG | 3.29% | n.a. | Versorger |
| VINCI SA | 3.05% | n.a. | Industrie |
| Fund currency | EUR |  |  |  |
| --- | --- | --- | --- | --- |
| Close of financial year Total net assets (in millions) | 31. May 183,08 |  | Net performance in EUR |
| Inception date | 13.02.2020  3) |  |  | 1 month | 3 months | YTD | 1 year | 3 years | 5 years |
| Management fee p.a.  2) | 1,00% |  | Fund | 14,71 | 21,69 | 14,71 | -14,42 | 5,59 | 11,05 |
| Ongoing charge  2) | 1,24% |  | Benchmark | 14,71 | 21,69 | 14,71 | -13,88 | 2,03 | 10,18 |
| Benchmark (BM) | MDAX (NR) (10/18) |  |  |  |  |  |  |  |  |
| Swinging single pricing (SSP)  4)	 Yes	 Sectors in % Unit class	Category UB	Fund (capital growth)	Industrials	27,72 Unit class currency	EUR	Materials	15,24 ISIN number	LU2066958468	Information Technology	11,31 Bloomberg ticker	CSSGUBE LX	Consumer Discretionary	10,95 Valor no.	50635375	Health Care	9,02 Net Asset Value	17,39	Financials	7,78 Redemptions	Daily	Communication Services	7,54 3) The fund was originally launched on 26.08.1994.	 Real Estate	6,14 An umbrella change that took place on 14.02.2020	 Cash/Cash Equivalents	0,25 resulted in a new inception date, new valor and ISINs.	 Others	4,05 |
| 4) For more details, please refer to the relevant chapter "Net Asset Value" of the Fund’s prospectus.	 Currencies in %	Countries in % Fund statistics |

Translation (ENDE, 2023-01-31):
| Swinging single pricing (SSP) | 4)	 Ja |  |
| --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |
| Anlageklasse | Tranche UB |  |  | 1 Monat 3 | Monate | YTD | 1 Jahr | 3 Jahre | 5 Jahre |
|  | (thesaurierend) |  | Fonds | 14.71 | 21.69 | 14.71 | -14.42 | 5.59 | 11.05 |
| Währung der Anteilklasse | EUR |  | Benchmark | 14.71 | 21.69 | 14.71 | -13.88 | 2.03 | 10.18 |
| ISIN | LU2066958468 |  |  |  |  |  |  |  |  |
| Bloomberg Ticker | CSSGUBE LX |  | Sektoren in % |
| Valoren-Nr. | 50635375 |  | Fonds |
|  | 3 years | 5 years |
| --- | --- | --- |
| Annualised volatility in % | 24,57 | 21,46 |
| Information ratio | 0,25 | 0,04 |
| Tracking Error (Ex post) | 4,63 | 4,35 |
| Beta | 0,98 | 0,99 |

Translation (ENDE, 2023-01-31):
|  | 3 Jahre | 5 Jahre |
| --- | --- | --- |
| Annualisierte Volatilität in % | 24.57 | 21.46 |
| Information Ratio | 0.25 | 0.04 |
| Tracking Error (Ex post) | 4.63 | 4.35 |
| Beta | 0.98 | 0.99 |
# Gross performance in USD (rebased to 100) and Performance in %: 31/08/2015 - 31/08/2020 1)
10
115
8
110
6
portion of the fund`s assets invested in equities and equity-type securities may vary between 20% and 60%. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 20% in alternative investments.
105
100
95
90
CS (Lux) Portfolio Fund Global Balanced
4
2
0  08/2015
until 08/2016
08/2016
until 08/2017
08/2017
until 08/2018
08/2018
until 08/2019
08/2019
until 08/2020

Translation (ENDE, 2020-08-31):
# Bruttowertentwicklung in USD (zurückgesetzt auf Basis 100) und Wertentwicklung in %: 31.08.2015 - 31.08.2020 1)
10
115
8
110
6
Wertpapiere. Dabei kann der Anteil von Aktienan- lagen und Anlagen in aktienähnlichen Wertpapieren am Fondsvermögen zwischen 20 % und 60 % vari- ieren. Ergänzend dürfen auch Geldmarktinstrumente gehalten werden. Der Fonds kann zudem bis zu 20
% in alternative Anlagen investieren.
105
100
95
90
CS (Lux) Portfolio Fund Global Balanced
4
2
0  08.2015
bis 08.2016
08.2016
bis 08.2017
08.2017
bis 08.2018
08.2018
bis 08.2019
08.2019
bis 08.2020
# Fund facts
Fund manager 
3)	
Beat Gartmann
Fund manager since	02/09/2019
Location	Zurich
CS (Lux) Prima Multi-Strategy Fund FB EUR	Calendar year or year-to-date performance respectively (Fund)
Management company
Credit Suisse Fund Management
S.A.
Fund domicile	Luxembourg
Fund currency	EUR
Passport	NOR, FIN, HUN
Close of financial year	30. Nov
Total net assets (in millions)136.49
Inception date	16/12/2010
Management fee p.a. 
2)	
0.85%
Ongoing charge 
2)	
2.68%
Performance fee in % with Highwatermark15.00
TER with performance fee (11/2021) in %2.68
Subscription	Weekly
Redemption	Weekly
Unit class	Category FB
(capital growth)
Unit class currency	EUR
ISIN number	LU0522193530
Bloomberg ticker	CSPMSFE LX
Net Asset Value101.50

Translation (ENDE, 2022-12-30):
# Fondsdaten
Fondsmanager	Beat Gartmann
Fondsmanager seit02.09.2019
Standort Fondsmanager		Zürich Fondsleitung Credit Suisse Fund Management S.A. Fondsdomizil	Luxemburg
Fondswährung	EUR
Passport	NOR, FIN, HUN
Ende des Geschäftsjahres	30. November
Fondsvermögen (in Mio.)136.49
Emissionsdatum16.12.2010
Managementgebühr p.a. 
2)	
0.85%
Laufende Kosten 
2)	
2.68%
Performance Fee in % p.a. (high watermark)
15.00
TER mit Performance Fee (11.2021) in %2.68
Ausgabe	Wöchentlich
Rücknahme	Wöchentlich
Anlageklasse	Tranche FB
(thesaurierend)
Währung der Anteilklasse	EUR
ISIN	LU0522193530
Bloomberg Ticker	CSPMSFE LX
Valoren-Nr.11480404   Nettoinventarwert101.50
CS (Lux) Prima Multi-Strategy Fund FB EUR	Performance im Kalenderjahr bzw. seit Jahresbeginn (Fonds)
| Netto-Performance in EUR |
| --- |
|  | 1 Monat | 3 Monate | YTD | 1 Jahr | 3 Jahre | 5 Jahre |
| Fonds | 0.50 | -1.64 | -9.09 | -9.09 | -4.81 | -6.32 |
| Historische monatliche Performance in % |
| Jahr | Jan | Feb | Mrz | Apr | Mai | Jun | Jul | Aug | Sep | Okt | Nov | Dez | YTD |
| 2022 | -3.15 | -1.57 | -0.70 | -1.04 | -1.02 | -0.19 | -0.41 | 0.17 | 0.12 | -0.21 | -1.91 | 0.50 | -9.09 |
| 2021 | 0.08 | 1.51 | -1.79 | 2.03 | -0.52 | 0.94 | 0.00 | -0.26 | -1.68 | 0.88 | -1.09 | 0.03 | 0.06 |
| 2020 | 0.61 | -1.04 | -4.63 | 2.94 | 1.03 | 1.52 | 1.48 | 0.52 | -0.44 | -0.47 | 1.50 | 1.76 | 4.66 |
| 2019 | 1.30 | 0.81 | 0.52 | 0.25 | -0.78 | 0.42 | 0.43 | -0.75 | 0.28 | -0.03 | 0.52 | -0.08 | 2.91 |
| 2018 | 1.11 | -0.90 | -0.56 | 0.14 | -0.09 | -0.37 | -0.41 | -0.57 | -0.20 | -2.14 | -0.27 | -0.21 | -4.38 |
| 2017 | -0.05 | 0.32 | 0.48 | 0.78 | 0.26 | 0.33 | 0.28 | 0.35 | 0.31 | 1.27 | -0.28 | 0.10 | 3.68 |
| 2016 | -1.68 | -1.26 | -0.30 | -0.15 | -0.05 | -2.05 | 0.95 | -0.14 | 0.01 | -0.41 | -1.91 | -0.20 | -7.00 |
| 2015 | 0.76 | 0.72 | 1.27 | 0.29 | 0.52 | -0.20 | -0.57 | -2.37 | -1.56 | 0.69 | 0.52 | -0.06 | -0.05 |
| 2014 | 0.22 | 1.24 | -0.79 | -1.47 | 0.83 | 0.20 | 0.25 | 0.36 | 0.35 | -0.59 | 1.51 | 0.61 | 2.72 |
| 2013 | 1.21 | 0.12 | 0.99 | 0.33 | 1.22 | -1.65 | 1.52 | -0.99 | 1.05 | 0.97 | 0.90 | 0.56 | 6.36 |
| 2012 | 0.65 | 1.72 | 0.45 | -0.13 | -1.15 | -0.17 | 0.67 | 0.29 | -0.18 | -0.32 | 0.23 | 0.88 | 2.96 |
| 2011 | 0.04 | 0.75 | -0.42 | 0.84 | -0.56 | -0.79 | 0.85 | -1.87 | -0.62 | 0.13 | -0.37 | -0.07 | -2.11 |
# Fund Statistics
3 years	5 years
Annualised volatility in %	11.9210.30
Maximum draw down in % 
3)	
-17.96	-17.96
| Duration |  |
| --- | --- |
| Modified duration in years | 4.48 |
| Allocation of bonds in % |  |
| Straight bonds | 75.95 |
| Emerging Market Bonds | 16.58 |
| High Yield Bonds | 7.47 |
| Total | 100.00 |

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

Translation (ENDE, 2020-08-31):
# Fondsstatistik
|  | 3 Jahre | 5 Jahre |
| --- | --- | --- |
| Annualisierte Volatilität in % | 11.92 | 10.30 |
| Maximaler Verlust in %  3) | -17.96 | -17.96 |

| Laufzeit |  |
| --- | --- |
| Modified Duration in Jahren | 4.48 |
| Allokation Anleihen in % |  |
| Festzinsanleihen | 75.95 |
| Emerging Market Anleihen | 16.58 |
| Hochverzinsliche Anleihen | 7.47 |
| Total | 100.00 |

- Der maximale Verlust ist die tiefste kumulierte Rendite in einer bestimmten Periode.
# Performance commentary
| MODERNA INC | -22.72% | 0.61% | -0.15% |
| --- | --- | --- | --- |
| JD HEALTH INTERNATIONAL INC | -23.71% | 0.33% | -0.09% |

The fund slightly underperformed the benchmark, which was mainly attributable to the relative underperformance of our Edutainment and Infrastructure subthemes. All other subthemes outperformed the benchmark in February on a relative basis. Robotics topped the list thanks to some of its software names that reported strong quarterly results. The best-performing single stocks were Transmedics, Palo Alto Networks, and iFlytek. The main detractors were Coursera, Chegg, and Afya.

Translation (ENDE, 2023-02-28):
# Performancekommentar
| MODERNA INC | -22.72% | 0.61% | -0.15% |
| --- | --- | --- | --- |
| JD HEALTH INTERNATIONAL INC | -23.71% | 0.33% | -0.09% |

Der Fonds blieb leicht hinter der Benchmark zurück. Dies ist vor allem auf die relative Unterperformance unserer Subthemen Edutainment und Infrastruktur zurückzuführen. Alle übrigen Subthemen überflügelten im Februar auf relativer Basis die Benchmark. Spitzenreiter war die Robotik, da einige Softwareunternehmen gute Quartalsergebnisse meldeten. Die Einzeltitel mit der besten Performance waren Transmedics, Palo Alto Networks und iFlytek. Die grössten Negativbeiträge kamen von Coursera, Chegg und Afya.
# Key risk figures
Portfolio
Portfolio
Modified duration	2.80
Yield to worst	7.35%
Average maturity in years	24.37
Linear weighted average credit rating	BB+
Number of securities	79

Translation (ENDE, 2023-02-28):
# Risikokennzahlen
## Portfolio

## Portfolio

## Modified Duration	2.80

## Yield to worst	7.35%

## WAL-to-worst in Jahren	24.37

## Linear gewichtetes durchschnittliches Bonitätsrating	BB+

## Anzahl Titel	79
# Asset breakdown by risk currency (before hedging)
In % of total economic exposure
in %	
Portfolio 
| EUR	68.07 |  |  |
| --- | --- | --- |
| GBP	15.43 |  |  |
| USD	15.07 |  |  |
| CHF	1.44 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Risiko-Währung (vor Währungsabsicherung)
## In % des Exposures
| Grossbritannien	16.66 |  |  |
| --- | --- | --- |
| Niederlande	15.35 |  |  |
| Spanien	8.93 |  |  |
| Frankreich	8.83 |  |  |
| Deutschland	8.58 |  |  |
| Schweiz	7.95 |  |  |
| Italien	6.73 |  |  |
| Österreich	5.91 |  |  |
| Irland	4.70 |  |  |
| Schweden	3.35 |  |  |
| Belgien	3.21 |  |  |
| Rest	9.80 |  |  |


## in %	
Portfolio 
| EUR	68.07 |  |  |
| --- | --- | --- |
| GBP	15.43 |  |  |
| USD	15.07 |  |  |
| CHF	1.44 |  |
# Credit ratings in %
Sectors in %

## Fund domicile	Luxembourg

## Fund currency	USD

## Close of financial year	31. Oct

## Total net assets (in millions)	5'970,56

## Inception date20.01.2015

## Management fee p.a.	0,55%

## Ongoing charge	0,65%

## Subscription	Daily

## Redemption	Twice monthly (1st & 15th or the

## next business day) with 10 business

## days notice Benchmark (BM) CS Leveraged Loan Index (TR) Swinging single pricing (SSP) 
2)		

## Yes Unit class	Category EA

## (distribution)

## Unit class currency	USD

## ISIN number	LU0996462098

## Bloomberg ticker	CGSLEAU LX

## Valor no.22900055

## Net Asset Value	1'039,78

## Distribution Frequency	Quarterly

## Last distribution07.12.2021

## Distribution value	9,17

## BBB (Bucket)	0,55

## BB (Bucket)	20,25

## B (Bucket)	66,27

## CCC (Bucket)  10,66

## CC	0,02

## D	0,00

## Not rated	2,25

## Weighted Average Credit Rating = B (Bucket)

Translation (ENDE, 2022-02-28):
# Kredit-Ratings in %
### BBB (Bucket)	0,55

### BB (Bucket)	20,25

### B (Bucket)	66,27

### CCC (Bucket)	10,66

### CC	0,02

### D	0,00

### Ohne Bewertung	2,25 Gewichtetes Durchschnittsrating = B (Bucket)
# Number of Issuers
## Fund487
| Senior Loans | 85,26 |  | Fund statistics |  |
| --- | --- | --- | --- | --- |
| High Yield Bonds | 8,89 |  |  | 3 years | 5 years |
| Floating-rate Notes (FRN) | 1,19 |  | Annualised volatility in % | 10,20 | 8,01 |
| Equities | 0,63 |  | Information ratio | 0,19 | 0,01 |
| Cash/Cash Equivalents | 4,03 |  | Tracking Error (Ex post) | 1,72 | 1,38 |
| Total | 100,00 |  | Maximum draw down in %  3) | -15,09 | -15,09 |
|  |  |  | 3) Maximum drawdown is | the most | negative |

cumulative return over a given time period.
- 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.

Translation (ENDE, 2022-02-28):
# Anzahl der Emittenten
### Fonds	487
- 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.
# Fund facts
### Fund manager Credit Suisse Asset Management LLC

### Fund manager since03.10.2014

### Location	New York
No Benchmark
|  | 1 month | 3 months | YTD | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Class UB USD | -1,94 | -1,49 | -1,94 | 5,27 | 24,21 | 26,26 | 41,95 |

Translation (ENDE, 2022-01-31):
# Fondsdaten
130
125
120
115
110
105
100
95
CS (Lux) Liquid Alternative Beta UB USD
20
15
10
5
0
-5
-10
01.2017
bis 01.2018
01.2018
bis 01.2019
01.2019
bis 01.2020
01.2020
bis 01.2021
01.2021
bis 01.2022
Fondsmanager Credit Suisse Asset Management LLC
No Benchmark
Wertentwicklung (Netto) Wertentwicklung (Brutto)
Fondsmanager seit	03.10.2014
Standort Fondsmanager	New York
Fondsleitung	Credit Suisse Fund Management
S.A.
Fondsdomizil	Luxemburg
Fondswährung	USD
Ende des Geschäftsjahres	30. November
Fondsvermögen (in Mio.)	905,51
Emissionsdatum	25.07.2016
Bruttowertentwicklung: Wertentwicklung unter Berücksichtigung der auf Fondsebene anfallenden Kosten.
Nettowertentwicklung: Neben den auf Fondsebene anfallenden Kosten wird auch der maximale Ausgabeaufschlag in Höhe von 5,00% berücksichtigt. Depotführungsgebühren sind in der Darstellung nicht berücksichtigt und würden sich bei Berücksichtigung negativ auf die Wertentwicklung auswirken.
# Risk overview - ex post
since 01.04.2017, in %
Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -1.94 | 0.45 | -5.93 | -1.77 | 1.54 | 1.51 |  | Portfolio volatility | 7.91 | 7.00 | 5.76 | 5.33 |
| Benchmark | -1.98 | 0.57 | -6.28 | -1.62 | 1.82 | 1.82 |  | Benchmark volatility | 8.00 | 7.66 | 6.24 | 5.78 |
| Relative net | 0.03 | -0.12 | 0.35 | -0.16 | -0.29 | -0.30 |  | Tracking error | 0.49 | 1.05 | 0.86 | 0.82 |

1 
If the currency of a financial product and/or its costs is different from your reference currency, the return and cost may increase or decrease as a result of currency fluctuations.
| Performance overview - yearly |  |
| --- | --- |
| since 01.04.2017, in % |
|  | 2017 |  | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| Portfolio net | 2.76 |  | -1.19 | 10.96 | 7.82 | -1.04 | -9.73 | 0.72 |
| Benchmark | 3.18 |  | -0.68 | 11.32 | 8.00 | -0.60 | -9.61 | 0.49 |
| Relative net | -0.42 |  | -0.51 | -0.35 | -0.18 | -0.45 | -0.12 | 0.23 |
|  |  |  |  |  |  |  |  |  |
| Key risk figures |  |  |  |  |  |  |  |  |

Portfolio	Benchmark
Modified duration	4.19	4.16
Yield to maturity	5.55%	5.33%
Yield to worst	5.53%	5.32%
Average maturity in years	5.10	4.88
Portfolio	Benchmark
Linear weighted average credit rating	BBB+	BBB+
Number of securities	301	4'546

Translation (ENDE, 2023-02-28):
# Risiko-Übersicht – ex post
## Seit 01.04.2017, in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -1.94 | 0.45 | -5.93 | -1.77 | 1.54 | 1.51 |  | Portfoliovolatilität | 7.91 | 7.00 | 5.76 | 5.33 |
| Benchmark | -1.98 | 0.57 | -6.28 | -1.62 | 1.82 | 1.82 |  | Benchmarkvolatilität | 8.00 | 7.66 | 6.24 | 5.78 |
| Relativ netto | 0.03 | -0.12 | 0.35 | -0.16 | -0.29 | -0.30 |  | Tracking Error | 0.49 | 1.05 | 0.86 | 0.82 |

| Performance-Übersicht – jährlich Seit 01.04.2017, in % | 2017 |  | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 2.76 |  | -1.19 | 10.96 | 7.82 | -1.04 | -9.73 | 0.72 |
| Benchmark | 3.18 |  | -0.68 | 11.32 | 8.00 | -0.60 | -9.61 | 0.49 |
| Relativ netto | -0.42 |  | -0.51 | -0.35 | -0.18 | -0.45 | -0.12 | 0.23 |
|  |  |  |  |  |  |  |  |  |
| Risikokennzahlen |  |  |  |  |  |  |  |  |


## Portfolio	Benchmark

## Modified Duration	4.19	4.16

## Yield to maturity	5.55%	5.33%

## Yield to worst	5.53%	5.32%

## WAL-to-worst in Jahren	5.10	4.88

## Portfolio	Benchmark Linear gewichtetes durchschnittliches Bonitätsrating	BBB+		BBB+ Anzahl Titel		301		 4'546
# Performance overview
## since 01.12.2020, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 2.42 | 6.99 | 6.73 | n/a | n/a | 9.62 |  | 13.88 | n/a | n/a | 11.12 |
| Benchmark | 2.43 | 7.04 | 6.83 | n/a | n/a | 9.38 |  | 13.90 | n/a | n/a | 11.06 |
| Relative net | -0.01 | -0.05 | -0.10 | n/a | n/a | 0.24 |  | 0.11 | n/a | n/a | 0.56 |

1 

## If the currency of a financial product and/or its costs is different from your reference currency, the return and cost may increase or decrease as a result of currency fluctuations.
| Performance overview - yearly |  |
| --- | --- |
| since 01.12.2020, in % |
|  | 2020 | 2021 | 2022 | 2023 | ITD |
| Portfolio net | 3.43 | 13.85 | -2.81 | 7.45 | 22.96 |
| Benchmark | 2.62 | 14.08 | -2.76 | 7.48 | 22.35 |
| Relative net | 0.81 | -0.23 | -0.05 | -0.03 | 0.62 |

Translation (ENDE, 2023-02-28):
# Performance-Übersicht
## Seit 01.12.2020, in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 2.42 | 6.99 | 6.73 | n.a. | n.a. | 9.62 |  | 13.88 | n.a. | n.a. | 11.12 |
| Benchmark | 2.43 | 7.04 | 6.83 | n.a. | n.a. | 9.38 |  | 13.90 | n.a. | n.a. | 11.06 |
| Relativ netto | -0.01 | -0.05 | -0.10 | n.a. | n.a. | 0.24 |  | 0.11 | n.a. | n.a. | 0.56 |

| Performance-Übersicht – jährlich Seit 01.12.2020, in % | 2020 | 2021 | 2022 | 2023 | ITD |
| --- | --- | --- | --- | --- | --- |
| Portfolio netto | 3.43 | 13.85 | -2.81 | 7.45 | 22.96 |
| Benchmark | 2.62 | 14.08 | -2.76 | 7.48 | 22.35 |
| Relativ netto | 0.81 | -0.23 | -0.05 | -0.03 | 0.62 |