FIXED INCOME
R-co Conviction Credit Euro: risk indicators
Risk indicators (from January 2013 to January 2025)
R-co Conviction Crédit Euro
Peer 1
Peer 2
Peer 3
Peer 4
iBoxx Corp.
Volatility
3.5%
4.5%
4.2%
4.1%
4.3%
3.6%
Max Drawdown
-17.4%
-21.8%
-19.1%
-16.6%
-18.9%
-17.9%
Sharpe ratio
0.48
0.46
0.36
0.30
0.36
0.36
Modified Sharpe ratio
1.38
1.32
1.02
0.86
1.06
0.98
Beta vs. iBoxx
0.78
1.13
1.07
1.00
1.10
1.00
R² vs. iBoxx
64.0%
84.2%
85.1%
77.1%
84.9%
100.0%
Public 1 – IC EUR share inception date: 15/10/2010 Source: Rothschild & Co Asset Management – 31/12/2024 The figures quoted relate to past years. Past performance is not a reliabl e indicator of future performance and is not constant over time. Performance calculated in € and net of management fees. The investor is exposed to a risk of capital loss. For more details on the risks, the investor can refer to the prospectus, section "Risk profile" of the prospectus of this UCITS .
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