Value Green 40

Portfolio composition

Status: 31 August 2022

Companies

Weighting

Industry

Best homebuilder in the USA

1,20%

World's largest manufacturer of aluminium cans

1,60%

Leading manufacturer of alternative car parts

1,60%

Manufacturer of technical products for niche markets

1,20%

Canadian power transmission company

0,80%

Industrial conglomerate from the S&P 500

0,80%

Service

Operators of retirement homes in New Zealand

2,40%

American Water Supply Company

2,00%

Consulting firm on the Fortune 500 list

0,80%

Second largest waste disposal company in the United States

1,00%

American operator of health care facilities

1,00%

First class Canadian railway company

1,20%

Technology

Large software provider in the human resources sector

1,00%

Largest technology company in the world

1,00%

Leading developer of PC systems and applications

2,40%

US IT service provider with worldwide locations

0,80%

Pharma

World's largest manufacturer of medicines and vaccines for pets and livestock

1,20%

Companies

Weighting

Food

World-renowned beverage producer

1,40%

Food manufacturer from the USA

0,80%

Food manufacturer with exports to more than 140 countries

1,20%

Financial service provider

Asset manager in the field of alternative investments

2,40%

British Insurance company

1,60%

Global provider of financial services

1,20%

Trade

Large American Used Car Dealer

0,80%

Large American DIY chain

1,00%

Consumer goods

Global consumer goods group

1,00%

Traditional company in the consumer goods sector

1,60%

Entertainment

Multimedia conglomerate from the USA

0,80%

Shares

37,00%

Bonds (3x iShares ETFs)

54,00%

Cash

9,00%

Regions

Currencies

Sectors

Sectors

Shares

Bonds

Key figures in comparison

Conservative

Defensive

Balanced

Dynamic

Offensive

Performance since inception

2,00%

7,13%

12,95%

18,89%

25,57%

Performance p.a.

0,75%

2,62%

4,67%

6,70%

8,91%

Volatility

10,14%

12,09%

16,32%

17,01%

18,44%

Max. Drawdown

11,77%

13,44%

14,88%

17,29%

19,26%

Sharpe ratio

0,10

0,20

-0,02

0,20

0,40

MiFID II risk class

4

5

5

5

6

Key figures

Performance since inception

7,13%

Performance p.a.

2,62%

Volatility

12,09%

Max. Drawdown

13,44%

Sharpe ratio

0,20

MiFID II risk class

5

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 in 2020; 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

Stand aller Daten: 31.08.2022; Die tatsächlichen Werte können aufgrund von verschiedenen Investitionszeitpunkten etwas abweichen.