FIXED INCOME
Portfolio positioning
SRI Risk
2 3
Lower risk
Higher risk
Portfolio metrics
Breakdown and performance by rating
Chart Title
65,2%
Funds
Index
51,2%
Modified duration
0,7
1,6
Duration (years)
0,6
1,6
29,6%
Gross Yield including derivatives
4,4%
19,7%
15,1%
Average spread
151
199
7,6%
6,8%
4,9%
Holdings
156
198
AAA
BBB
BB
B
NR
Top 5 holdings
22,1%
7,0%
3.5%
3.8%
4.3%
5.0%
2.7%
Top 10 holdings
41,6%
11,9%
Average yield
% Hybrids corporates
3,4%
13,6%
R-co Conviction High Yield SD Euro
Indice
% Tranche exposure 10-20 S42 Xover
6,2%
Public Source: Rothschild & Co Asset Management - 31/12/2024 Index: Ice BofA BB B 1-3 Year Euro Developed Markets High Yield Constrained Index. Allocations and allocations, geographic and sectoral, are not static and are likely to change over time, within the limits of the fund's prospectus. The figures quoted relate to the past years. Past performance is not a reliable indicator of future performance and is not constant over time. Performance calculated in € and net of management fees. In particular, investors are exposed to the risk of capital loss.
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