Modern Value 20

Portfolio composition

Status: August 31, 2022

Companies

Weighting

E-Commerce

#1 Online retailer and cloud provider in the world

0,86%

Financial service provider

Most successful holding company in the world

1,23%

Asset manager in the field of alternative investments

1,04%

Successful niche provider in the lending sector

0,86%

Service

World class infrastructure company

1,04%

Local market leader among delivery services

0,37%

Successful restaurant franchisee

0,86%

Operators of senior residences

1,23%

American operator of health care facilities

1,04%

Companies

Weighting

Technology

More than just a search engine

0,86%

The social network of the world

0,86%

Most successful cloud software company

0,86%

Leading global video streaming platform

0,86%

#1 Audio streaming service in the world

0,86%

Industry

Leading global packaging producer

1,23%

Best home-builder in the USA

1,23%

Chemical producer in attractive niches

1,04%

Efficient Canadian automotive supplier

0,86%

World's leading packaging producer in paper and board

0,61%

Leading chemical company from the USA

0,61%

Fructus Value Capital Fund

18,40%

Bonds (Fructus Value Capital Fund)

73,60%

Cash

8,00%

Regions

Currencies

Sectors

Sectors

Stocks

Bonds

Key figures in comparison

Modern Value 20

Conservative

Defensive

Balanced

Dynamic

Offensive

Performance since inception

40,11%

44,81%

63,03%

60,81%

59,99%

Performance p.a.

5,19%

5,71%

7,61%

7,39%

7,30%

Volatility

9,53%

11,60%

20,12%

19,28%

24,27%

Max. Drawdown

18,22%

22,98%

28,92%

33,77%

37,36%

Sharpe-Ratio

-1,07

-0,86

0,14

-0,85

0,25

Risk class

4

5

5

5

6

Key figures

Performance since beginning

40,11%

Performance p.a.

5,19%

Volatility

9,53%

Max. Drawdown

18,22%

Sharpe-Ratio

-1,07

MiFID II risk class

4

Return
Performance since inception: Return before costs and taxes since 2016; values from 2016-2019 are based on back calculations of the model portfolios;
Performance p.a.: Annual return before costs and taxes since 2016; values from 2016-2019 are based on back calculations of the model portfolios;

Risk
Volatility: Average range of fluctuation of share prices.
Max. Drawdown: Highest interim loss of the portfolio in the past 12 months
Sharpe ratio: Ratio of excess return to volatility

Status of all data: 31.08.2022; The actual values may deviate somewhat due to different investment dates.