Modern Value 40
Portfolio composition
Status: July 31, 2023
Companies
Weighting
E-Commerce
#1 Online Retailer and Cloud Provider in the World
1,44%
Financial service provider
Most successful holding company in the world
2,41%
Asset manager in the field of alternative investments
2,41%
Successful niche provider in the credit sector
1,44%
Large Austrian banking group
1,44%
Service
World class infrastructure company
1.93%
Local market leader among delivery services
0,46%
Successful restaurant franchisee
1,44%
Operators of senior residences
1.93%
American operator of health care facilities
1.93%
Pharma
World market leader in bioanalysis
1,44%
Companies
Weighting
Technologies
More than just a search engine
1,44%
The social network of the world
1,44%
Most successful cloud software company
1,44%
Leading global video streaming platform
1,44%
#1 Audio Streaming Service in the World
1.93%
Industries
Leading global packaging producer
2,41%
Best homebuilder in the USA
2,41%
Chemical producer in attractive niches
1,93%
Efficient Canadian automotive supplier
1,44%
World's leading packaging producer in paper and board
1.93%
Leading chemical company from the USA
1.93%
Shares
38,00%
Bonds (Fructus Value Capital Fund)
57,00%
Cash
5,00%
Regions
Currencies
Sectors
Sectors
Shares
Bonds
Key figures in comparison
Conservative
Defensive
Balanced
Dynamic
Offensive
Performance since inception
32,06%
45,74%
62,76%
70,75%
80,31%
Performance p.a.
3,74%
5,09%
6,63%
7,31%
8,08%
Volatility
9,01%
11,88%
19,16%
20,08%
24,43%
Max. Drawdown
18,85%
24,23%
30,69%
36,01%
40,10%
Sharpe-Ratio
-0,59
-0,42
0,19
-0,39
0,29
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: July 31, 2023; Actual values may differ slightly due to different investment dates.
