FIXED INCOME
Performances attributions – 2024 YTD results summary
Gross performances as of 31/12/2024
Performance attributions by effect (bp)
2024 YTD
124
96
R-co Conviction CreditEuro
7,14%
iBoxx Euro Corporates Total Return
4,56%
40
Performance relative
2,58%
26
Investment Grade
4,67%
Carry
Spread
Curve
Others*
High Yield
8,63%
Spread effect
Carry effect
Curve effect
124bps
96bps
40bps
Effect generated by spread variation: gov spread for sovereign bonds, non-gov spread for corporate bonds
Effect generated by changes in the slope of the yield curve
Effect of holding the bond over the period
*Others : currency effect, transaction effect and residual Source : Rothschild & Co Asset Management – 31/12/2024 The figures quoted relate to 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 .
Public
99
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