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.
