ISR Puissance 10

Disclaimer

The analyzes and indicators presented in this space are neither a contractual element nor an investment advice. The risks, fees and recommended investment period for ISR Puissance 10 are described in KIID (Key Investor Information Document), KIID (Key Investor Information Documents) and the prospectus of the selected funds. They are available on the websites of management companies and authorized distributors. In the event of a wish to replicate the model portfolio ISR Puissance 10, the KIID / KIID of each fund must be given to you beforehand.

Strategy

Jean-francois ANDRO

Owner: Jean-francois ANDRO
Management style: Diversified
Currency: Euro
Investment Universe: Sélection ISR/ESG ETF
Monthly subscription in LIL: 0
Risk Profile: 5
Creation date: 12/27/2018
First NAV: 12/27/2018
Last position: 8/7/2020
Last update: 8/9/2020 2:47:18 AM
Dividend: No

Ce modèle est composé uniquement d'ETF dotés d'un label ISR. 10 lignes équipondérées (10% par ligne) représentant 10 classes d'actifs décorrélées émises par 7 émetteurs majeurs différents (les principaux acteurs de ce marché). Nous ciblons un profil de risques modéré (soit une volatilité comprise entre 5% et 10%) avec une exposition initiale au marché actions de 80%. Aucun arbitrage ne sera opéré (Buy and Hold) sauf en fin d'année civile, et en cas de franchissement des seuils de volatilité, Dans les deux cas, on opère un rebalancement des positions avec un ajustement de la stratégie 80/20

ISR Puissance 10 to Sunday, August 9, 2020

Past volatility (SRRI)

21.02 % (6)

Expected Volatility (SRRI)

()

Yield

15.49 %

Turnover rate

0.00 %

costs

0.00 %

Max drawdown

-28.94 %

Weight				Positions			Asset
		Asset		Cost	Market	Unrealized	DTD	YTD	MTD
15 %	INRG		6 iShares Global Clean Energy UCITS ETF IE00B1XNHC34 - Energies, Commodities, Gold	4.17€	7.81€	87.21 %
11 %	LESU		6 Lyxor MSCI USA ESG Trend Leaders (Dr) UCITS ETF LU1792117696 - Equities US	16.12€	21.84€	35.50 %
11 %	AWAT		5 Lyxor PEA Wld Water UCITS ETF C-EUR FR0011882364 - Environment	13.95€	18.60€	33.31 %
10 %	XZW0		5 Xtrackers ESG MSCI World UCITS ETF 1C IE00BZ02LR44 - Equities World	16.46€	21.26€	29.17 %
10 %	EUSRI		5 Amundi IS MSCI Europe SRI UCITS ETF DR LU1861137484 - Equities Europe	44.93€	55.57€	23.68 %
10 %	UCRP		4 Amundi IS US CORP SRI - UCITS ETF DR (C) LU1806495575 - $ Corporate Bond	43.85€	53.56€	22.13 %
9 %	ELLE		5 Lyxor Global Gender Equality (DR) UCITS ETF LU1691909508 - Equities World	8.03€	9.18€	14.32 %
9 %	SRIJ		6 BNP Paribas Easy MSCI Japan SRI UCITS ETF Dis LU1753045928 - Equities Japan	18.34€	20.30€	10.67 %
8 %	IQEC		3 IndexIQ Factors Sustainable Corporate Euro Bond UCITS ETF Dis LU1603790731 - € Corporate Bond	24.94€	25.21€	1.06 %
8 %	EISR		6 BNP Paribas Easy MSCI Em Mkts SRI ETF EUR Dis LU1659681313 - Emerging Markets	92.95€	91.18€	-1.91 %
1 %			1 Fonds Euro Monétaires

The market values and results of this portfolio were determined on Sunday, August 9, 2020 to 2:47 AM on the basis of the latest quotations received and recorded.

Performances

Download

Key indicators on

This table contains performances and risk main indicators on the last standard past periods: over the last month, the last quarter, since the beginning of the year, ... etc. These standardized indicators (complied with the regulatory conventions) make it possible, on the one hand, to analyze in absolute terms the past behavior of the portfolio, on the other hand, to compare it with other models and other funds, whatever the style. management (flexible, diversified, equities, fixed incomes..etc.).

Year	Performance	Vol	SRRI	MDD	Sharpe
2020	-0.98 %	31.80 %	7	-28.94 %	-0.05
2019	27.32 %	9.74 %	4	-4.68 %	2.80
2018	0.07 %	0.36 %	1	-0.10 %	14.30

Horizon	Performance	Yield	Volatility	SRRI	MDD	Sharpe	Min	Max
STD	26.17 %	15.49 %	21.02 %	6	-28.94 %	0.74	97.1050	136.6460
MTD	4.34 %	176.16 %	1.90 %	2	-0.06 %	92.63	120.9130	126.1650
YTD	-0.98 %	-1.61 %	31.80 %	7	-28.94 %	-0.05	97.1050	136.6460
1W	2.11 %	128.56 %	9.91 %	4	-0.06 %	12.97	123.5540	126.1650
1M	2.51 %	29.59 %	12.38 %	5	-4.65 %	2.39	120.9130	126.8040
3M	8.02 %	32.52 %	15.07 %	6	-4.65 %	2.16	113.5360	126.8040
6M	-5.99 %	-12.08 %	34.96 %	7	-28.94 %	-0.35	97.1050	136.6460
1Y	8.65 %	8.67 %	25.85 %	7	-28.94 %	0.34	97.1050	136.6460

Comparison

How does ISR Puissance 10 behave in terms of risk and performance when we compare it to the best funds in the same asset category (Diversifié/Flexible) and targetting the same risk profile (investors) ? Each bubble of this chart represent one of the best funds with a risk profile 5 (same as ISR Puissance 10 identified by the red bubble). The position of a bubble simultaneously indicates the level of performance and the level of risk (volatility basis) calculated since the creation of the portfolio or on a given past period. The best performers are on the right, the most risky are on the top of this graph.

STD 1M 3M 6M YTD 1Y 2019

Show - on funds.

Current allocation

Diversification

Diversification is king when you build your portfolio. You must seek to reduce its risk of loss of capital while keeping a hope of satisfactory performance. To understand the current allocation of this portfolio, and therefore the strategy of its recipient, nothing better than this treemap to navigate 3 hierarchical levels: markets, asset classes, funds. Each cell represents a pocket with a size proportional to its weight in the wallet and a representative color of the instruments.

Click on a cell and go down to the lower level, click on the header to go back to the next level.

Geographical exposures

Regions Exposures

A portfolio is exposed to risks related to a geographic area. The exhibitions presented on this world map are deducted from the funds that are part of today's composition. These exposures obtained by transparency are obviously variable from one day to another and we strive to question as often as possible the best databases fed by the administrators of the invested funds.

Région	Exposition

Economic sectors

Asset Managers

Management companies

A significant number of investors make up their portfolios by granting more credit to certain management companies. This podium presents the top 3 producers of funds and seeks to shed light on the choices of the recipient.

Sustainability

Level of sustainability

If you are sensitive to the commitment of your investments, you will probably be sensitive to the level of sustainability of this exposed model. Its value is between 0 (low level) and 100 (high level), and is deduced from scores calculated by agencies on each fund in terms of sustainable development of companies based on CSR criteria

The displayed value is calculated using the weights of each fund in the composition of ISR Puissance 10. It can therefore vary from one day to the next depending on new published market asset prices.

Unrealized P&L

Unrealized results

These rings stacked and segmented into pockets are used to present the latent (or potential) results in a global and hierarchical manner. This graph shows how the results of the outer rings (in pockets) are distributed in relation to the results of the internal rings (pockets). The information discussed here concerns the unrealized gains and losses of the ISR Puissance 10 portfolio. The size of a pocket is proportional to the choice either at its cost price or at its market value. A green pocket indicates a value, red a less value. The intensity of the green or red color reflects the intensity of the result.

At the center of this concentric distribution is the overall result of the portfolio ISR Puissance 10. This central core is surrounded by a first segmented ring in the markets (equities, bonds, commodities, monetary ...); for each "market" segment, a second ring redistributes the results by asset class; finally the 3rd ring on the periphery segments the results of the class by instrument.

This chart provides a comprehensive and comprehensive view of the portfolio's results with intuitive navigation. To zoom, click on a segment and the graph focuses automatically on the results of the children's pockets. Click on the central core to go back to the upper hierarchy.

Last P&L

Risk profile

Risk profiles

All mutual funds have a risk profile (SRRI), a standard risk indicator whose value varies from 1 to 7. The higher its value, the greater the risk of capital loss. All portfolios developped on this web site apply this standard and display a SRRI in order to be exposed only to investors with appropriated risk profile.

Daily, in addition to the target profile fixed by the owner of the model, we evaluate the risk profile calculated since its creation or the last 3 years (see volatility indicators below). Finally, we estimate its forecast profile calculated from the volatilities of funds subscribed to date and their correlations.

With a history of more than a year, the 3 profiles of this portfolio should be identical ...

Risk control

Structure

Management structure

The allocation of a portfolio developed on this platform is made of listed instruments and/or other models. This is the concept of model of models replicating the main principles and virtues of funds of funds.

All the portfolios developed are sicavés. In english words, the system applies the principles of a mutual fund by daily calculating a net asset value, risk and performance indicators, exposure ratios, etc. The objective of a sicavisation is to be able to assimilate all the models as listed financial instruments and to integrate them as asset such in other models.

Such a mechanism has 3 virtues for the advisor and the investor as a prospect or a client.

It offers the design of portfolio à la carte from a library of thematic models developed and managed by the beneficiary or one of its third parties.
It gives a digestible and meaningful reading to the content of a portfolio from the angle models invested;
It optimizes the arbitrages, this phase now being carried out at the level of the models for an immediate replication at the level of the client portfolios.

Such a full integrated service makes it possible to delegate the management of allocations to external entities in order to apply them automatically to its client portfolios.

Momentum

We will use the term Momentum to qualify investment strategies and to understand whether the arbitrages carried out follow the trend or not. We have created two indicators that indicate whether the portfolio recipient is more Contrarian or Trend follower

The first indicator analyzes market prices on each arbitrage. The greater the number of is displayed, the more the allocator is Contrarian (he invests in the opposite direction). On the other hand, the larger the number of is displayed, the more the manager is Momentum (he follows the trends).

The second indicator analyzes the average ratings issued by the main agencies on each investment. The higher the number of is displayed (between 1 and 5), the more the manager follows the recommendations of these agencies. Above 3 stars, he can be considered as Momentum.

Market Timing

Market timings

This service allows portfolio's manager to set-up different monitoring rules on moving averages of commited assets, and to trigger automatically requested orders of purchases or sales according observed signals.

Signal

Savings & Annuities

Fees & Retrocessions

Fees & retrocessions

The admission fees are paid by the investor at the time of subscription. Exit rights at the time of redemption of the redeemed units. In recent years, ongoing charges cover management fees (management and management company fees), distribution expenses (returned to your advisor in the form of retrocessions), administrative expenses (account management) and possibly all movement and performance fees if these are stipulated and applied.

Here we display two pieces of information: the right of entry and current charges calculated from the information given by funds invested in this model portfolio. These costs change based on their net asset values and portfolio weights.

Admission fees affect the performance of your capital from day one. Current charges are included in the net asset values applied when valuing your portfolio. It is important to look carefully at these ongoing fees when comparing two funds to similar strategies.

Entry fee

0.00 % 0.00 %

Management fee

0.30 % 0.00 %

Correlations matrix

This service aims to display and understand with a matrix the correlations between all the assets currently committed in this portfolio ISR Puissance 10. The more a cell is green, the more it indicates a high correlation between the two related assets (rate = 1). The more yellow it is, the more it emphasizes their independence (rate = 0). The more red, the more it indicates opposite behaviors (rate = -1). Choose a calculation period to start the analysis.

YTD 1Y 3Y

Selectionner une période de tracking pour lancer l'analyse

Conversion

This service proposes to take the history of the portfolio by replacing the UCI acquired by their index equivalents (more commonly called tracker or ETF). This service is governed by the following rules:

It only reviews fund transactions with an associated ETF;
It preserves the ratio of cash invested when it is a subscription;
It preserves the ratio of the stock sold when it is a redemption of units;

This service is not an investment advice. It only aims to compare the results of active management versus passive management when this is possible in certain pockets or the entire portfolio.

Selectionnez un univers

Original Fund		Conversion	Proposed Fund
BNP Paribas Easy MSCI Em Mkts SRI ETF EUR Dis 6 LU1659681313 - Actions Pays Emergents Monde				5 Lyxor MSCI EM ESG Trend Leaders UCITS ETF Acc LU1769088581 - Actions Pays Emergents Monde
Lyxor PEA Wld Water UCITS ETF C-EUR 5 FR0011882364 - Actions Sectorielles Environnement				5 iShares MSCI USA SRI ETF USD Acc IE00BYVJRR92 - Actions Sectorielles Environnement
Amundi IS MSCI Europe SRI UCITS ETF DR 5 LU1861137484 - Actions Europe				5 iShares MSCI Europe SRI ETF EUR Acc IE00B52VJ196 - Actions Europe
Amundi IS US CORP SRI - UCITS ETF DR (C) 4 LU1806495575 - Obligations USD secteur privé				3 UBS Bloomberg Barclays MSCI US Liquid Corporates Sustainable UCITS ETF (hedged to EUR) A-acc EUR LU1215461325 - Obligations USD secteur privé
BNP Paribas Easy MSCI Japan SRI UCITS ETF Dis 6 LU1753045928 - Actions Japon				5 iShares MSCI Japan SRI EUR Hedged UCITS ETF (Acc) IE00BYVJRQ85 - Actions Japon
Xtrackers ESG MSCI World UCITS ETF 1C 5 IE00BZ02LR44 - Actions Monde				5 BNP Paribas Easy MSCI World SRI S-Series 5% Capped UCITS ETF EUR LU1615092217 - Actions Monde
IndexIQ Factors Sustainable Corporate Euro Bond UCITS ETF Dis 3 LU1603790731 - Obligations Euro secteur privé				3 BNP Paribas Easy € Corp Bond SRI Fossil Free UCITS ETF Acc LU1859444769 - Obligations Euro secteur privé
Lyxor MSCI USA ESG Trend Leaders (Dr) UCITS ETF 6 LU1792117696 - Actions Etats-Unis				5 BNP Paribas Easy MSCI KLD 400 US SRI UCITS ETF LU1291103338 - Actions Etats-Unis
Lyxor Global Gender Equality (DR) UCITS ETF 5 LU1691909508 - Actions Monde				5 BNP Paribas Easy MSCI World SRI S-Series 5% Capped UCITS ETF EUR LU1615092217 - Actions Monde