Modern Value 40
Portfolio composition
The company
Weighting
E-Commerce
#1 Online retailer and cloud provider in the world
1,16%
Financial service provider
Most successful holding company in the world
1,93%
Asset manager in the field of alternative investments
1,93%
Successful niche provider in the credit sector
1,16%
Large Austrian banking group
1,54%
Service
World-class infrastructure company
0,77%
Local market leader among delivery services
0,39%
Successful restaurant franchisee
1,16%
Operators of retirement homes
1,54%
American operator of healthcare facilities
1,54%
Pharma
World market leader in the field of bioanalyses
1,54%
The company
Weighting
Technology
More than just a search engine
1,16%
The world's social network
1,16%
Most successful cloud software company
1,16%
Leading global video streaming platform
1,16%
#1 Audio streaming service in the world
1,16%
Leading developer of PC systems and applications
1,16%
Industry
The world's leading packaging producer
1,93%
Best house builder in the USA
1,93%
Chemical producer in attractive niches
1,16%
Efficient Canadian automotive supplier
1,16%
The world's leading producer of paper and cardboard packaging
1,54%
Global car manufacturer with 14 brands
1,16%
Specialised in leasing aircraft fleets
1,54%
Shares
32,00%
Bonds (Fructus Value Capital Fund)
60,00%
Cash
8,00%
Regions
Currencies
Sectors
Sectors
Shares
Bonds
Key figures in comparison
Conservative
Defensive
Balanced
Dynamic
Offensive
Performance since inception
38,43%
55,84%
77,34%
89,45%
103,55%
Performance p.a.
4,02%
5,52%
7,19%
8,05%
9,00%
Volatility
8,46%
11,20%
17,97%
18,75%
23,12%
Max. Drawdown
18,85%
24,23%
30,69%
36,01%
40,10%
Sharpe-Ratio
-0.20
-0.11
0.30
-0.13
0.39
Risk class
4
5
5
5
6
Key figures
Performance since inception
38,13%
Performance p.a.
4,65%
Volatility
11,84%
Max. Drawdown
24,23%
Sharpe-Ratio
-0.56
MiFID II risk class
5
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: 31.03.2024; the actual values may differ slightly due to different investment dates.
