Value Green 20
Companies
Weighting
Industry
World's largest manufacturer of aluminium cans
0,60%
Leading manufacturer of alternative car parts
0,60%
Manufacturer of technical products for niche markets
0,60%
Global innovator in science and technology
0,60%
Service
Operators of retirement homes in New Zealand
0,60%
American Water Supply Company
0,80%
Consulting firm on the Fortune 500 list
0,60%
Second largest waste disposal company in the United States
0,50%
American operator of health care facilities
0,50%
First class Canadian railway company
0,60%
Canadian electricity transmission company
0,60%
Industrial conglomerate from the S&P 500
0,60%
Technology
Large software provider in the human resources sector
0,60%
Leading developer of PC systems and applications
1,00%
US IT service provider with worldwide locations
0,60%
Pharma
World's largest manufacturer of medicines and vaccines for pets and livestock
0,60%
World market leader in bioanalysis
0,60%
Companies
Weighting
Food
World-renowned beverage producer
0,70%
One of the world's top-selling food manufacturers
0,60%
Largest food company in the world
0,60%
Financial service provider
Asset manager in the field of alternative investments
0,80%
British insurance company
0,60%
Internationally active Swiss financial services company
0,60%
Large Austrian banking group
0,60%
Trade
Large American Used Car Dealer
0,60%
Global industry leader in luxury goods
0,60%
Large American DIY chain
0,60%
Consumer goods
Global consumer goods group
0,50%
Traditional company in the consumer goods sector
0,80%
Entertainment
Multimedia conglomerate from the USA
0,60%
Shares
18,80%
Bonds (3x iShares ETFs)
75,20%
Cash
6,00%
Regions
Currencies
Sectors
Sectors
Shares
Bonds
Key figures in comparison
Conservative
Defensive
Balanced
Dynamic
Offensive
Performance since inception
8,48%
17,45%
20,88%
27,14%
36,48%
Performance p.a.
1,93%
3,86%
4,56%
5,81%
7,59%
Volatility
8,67%
10,72%
12,56%
14,85%
16,82%
Max. Drawdown
12,94%
14,22%
16,89%
18,63%
21,98%
Sharpe ratio
0,16
0,28
0,36
0,42
0,36
MiFID II risk class
4
5
5
5
6
Key figures
Performance since inception
1,50%
Performance p.a.
0,44%
Volatility
9,34%
Max. Drawdown
12,94%
Sharpe ratio
-0,01
MiFID II risk class
4
Return
Performance since inception: return before costs and taxes since the portfolios were launched in 2020; values from 2020-2021 are based on back calculations of the model portfolios;
Performance p.a.: annual return before costs and taxes since the portfolios were launched; values from 2020-2021 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.
