Strategic Certificate

    SWM Alpha Strategy Index

    Open-EndEUR

    EUR
    Bid volume

    EUR
    Ask volume

    Spread

    SWM Alpha Strategy Index: 114.2383 EUR|Last Update:

    Product Overview

    Key figures

    Return (since Inception)
    14.24%
    Volatility p.a.
    2.19%
    Maximum Drawdown
    -2.70%
    Number of Positions
    46
    Sharpe Ratio
    0.39

    Life Cycle

    • Initial Fixing
    • First trading date
    • Today
    • Open-End

    Index Overview

    Index Allocation

    Bond    		82.26%
    Cash component    		10.65%
    Share    		6.17%
    Fund    		0.92%
    Swap    		0.00%

    Index Composition

    Instrument
    Countries
    Sectors
    Currencies
    Weight

    7.25% Banco BPM (EUR)

    ISIN IT0005604803

    		Countries: ItalySectors: OtherCurrencies: EURWeight: 4.92%

    4.84% Raiffeisen Schweiz (EUR) 2028-11-03

    ISIN CH1251998238

    		Countries: SwitzerlandSectors: OtherCurrencies: EURWeight: 4.67%

    6.75% Deutsche Bank AG (EUR)

    ISIN DE000DL19WG7

    		Countries: GermanySectors: FinancialsCurrencies: EURWeight: 4.61%

    4.625% UBS Group AG (EUR) 2028-03-17

    ISIN CH1255915006

    		Countries: SwitzerlandSectors: FinancialsCurrencies: EURWeight: 4.49%

    7.75% Intesa Sanpaolo SpA (EUR) 2168-11-07

    ISIN XS1548475968

    		Countries: ItalySectors: FinancialsCurrencies: EURWeight: 4.47%

    4.75% HSBC Holdings PLC (EUR)

    ISIN XS1640903701

    		Countries: United KingdomSectors: FinancialsCurrencies: EURWeight: 4.41%

    4% Deutsche Bank AG (EUR) 2032-06-24

    ISIN DE000DL19WN3

    		Countries: GermanySectors: FinancialsCurrencies: EURWeight: 4.39%

    3.75% Stellantis N.V. (EUR) 2036-03-19

    ISIN XS2787827604

    		Countries: NetherlandsSectors: OtherCurrencies: EURWeight: 3.95%

    4.875% RBC (GBP) 2030-11-01

    ISIN XS2929921653

    		Countries: CanadaSectors: OtherCurrencies: GBPWeight: 2.64%

    6.75% La Mondiale (EUR)

    ISIN FR001400RI88

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.42%

    8.125% AIR France - KLM (EUR) 2028-05-31

    ISIN FR001400F2R8

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.39%

    5.25% Raiff Bank Int (EUR) 2035-01-02

    ISIN XS2904849879

    		Countries: AustriaSectors: OtherCurrencies: EURWeight: 2.33%

    7.25% Crédit Agricole SA (EUR)

    ISIN FR001400F067

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.33%

    4.875% Acoor SA (EUR)

    ISIN FR001400SCF6

    		Countries: FranceSectors: Consumer DiscretionaryCurrencies: EURWeight: 2.30%

    6% SCOR (EUR)

    ISIN FR001400UM87

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.30%

    5.125% ENGIE (EUR)

    ISIN FR001400QOL3

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.28%

    4.75% Dufry One (EUR) 2031-04-18

    ISIN XS2802883731

    		Countries: NetherlandsSectors: OtherCurrencies: EURWeight: 2.27%

    6.25% Sogecap (EUR)

    ISIN FR00140112W8

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.26%

    5.5% Forvia SE (EUR) 2031-06-15

    ISIN XS2774392638

    		Countries: FranceSectors: Consumer DiscretionaryCurrencies: EURWeight: 2.25%

    5.125% Axa SA (EUR)

    ISIN XS3206365150

    		Countries: FranceSectors: FinancialsCurrencies: EURWeight: 2.24%

    5.25% SoftBank Group Corp. (EUR) 2029-10-10

    ISIN XS3109834898

    		Countries: JapanSectors: TelecommunicationsCurrencies: EURWeight: 2.23%

    3.625% Infineon Technolog (EUR)

    ISIN XS2056730679

    		Countries: GermanySectors: OtherCurrencies: EURWeight: 2.21%

    4.375% Groupama As Mut (EUR) 2035-05-26

    ISIN FR001400ZUC0

    		Countries: FranceSectors: OtherCurrencies: EURWeight: 2.21%

    3.625% BP Capital Markets PLC (EUR)

    ISIN XS2193662728

    		Countries: United KingdomSectors: EnergyCurrencies: EURWeight: 2.18%

    EUR 2.375% Forvia 15.06.2029

    ISIN XS2312733871

    		Countries: FranceSectors: Consumer DiscretionaryCurrencies: EURWeight: 2.11%

    3.5% Volkswagen International Finance NV (EUR) 2099-03-20

    ISIN XS1206541366

    		Countries: NetherlandsSectors: Consumer DiscretionaryCurrencies: EURWeight: 2.11%

    6.125% Vale Overseas (USD) 2033-06-12

    ISIN US91911TAR41

    		Countries: Cayman IslandsSectors: OtherCurrencies: USDWeight: 2.02%

    5.405% Westpac Banking Corp (USD) 2033-08-10

    ISIN US961214FG36

    		Countries: AustraliaSectors: OtherCurrencies: USDWeight: 1.18%

    5% Romania (EUR) 2026-09-27

    ISIN XS2538440780

    		Countries: RomaniaSectors: OtherCurrencies: EURWeight: 1.14%

    5.6% Energy Transfer Operatng (USD) 2034-09-01

    ISIN US29273VBA70

    		Countries: United StatesSectors: OtherCurrencies: USDWeight: 0.99%
    Subtotal Bond:
    82.26%

    Cash EUR

    ISIN CASHEUR

    		Countries: -Sectors: OtherCurrencies: EURWeight: 5.36%

    Fiduciary Call EUR, 0.350%, 12.10.2022, TC BNP Paribas, Luxembourg (55438005)

    ISIN –

    		Countries: -Sectors: OtherCurrencies: EURWeight: 3.28%

    Cash CHF

    ISIN CASHCHF

    		Countries: -Sectors: OtherCurrencies: CHFWeight: 1.64%

    Cash USD

    ISIN CASHUSD

    		Countries: -Sectors: OtherCurrencies: USDWeight: 0.22%

    Cash GBP

    ISIN CASHGBP

    		Countries: -Sectors: OtherCurrencies: GBPWeight: 0.15%
    Subtotal Cash:
    10.65%

    ENI SpA

    ISIN IT0003132476

    		Countries: ItalySectors: EnergyCurrencies: EURWeight: 0.95%

    EMS-Chemie Holding AG

    ISIN CH0016440353

    		Countries: SwitzerlandSectors: Basic MaterialsCurrencies: CHFWeight: 0.90%

    Novartis AG

    ISIN CH0012005267

    		Countries: SwitzerlandSectors: Health Care Currencies: CHFWeight: 0.87%

    Enel SpA

    ISIN IT0003128367

    		Countries: ItalySectors: UtilitiesCurrencies: EURWeight: 0.83%

    Sandoz Group AG

    ISIN CH1243598427

    		Countries: SwitzerlandSectors: Health Care Currencies: CHFWeight: 0.77%

    Banca Monte dei Paschi di Siena SpA

    ISIN IT0005508921

    		Countries: ItalySectors: FinancialsCurrencies: EURWeight: 0.70%

    NVIDIA Corp.

    ISIN US67066G1040

    		Countries: United StatesSectors: TechnologyCurrencies: USDWeight: 0.46%

    Novo Nordisk A/S

    ISIN US6701002056

    		Countries: DenmarkSectors: Health Care Currencies: USDWeight: 0.39%

    Hesai Group

    ISIN US4280501085

    		Countries: ChinaSectors: IndustrialsCurrencies: USDWeight: 0.30%
    Subtotal Share:
    6.17%

    iShares Gold EUR Hedged ETF (CH)

    ISIN CH0104136319

    		Countries: SwitzerlandSectors: OtherCurrencies: EURWeight: 0.92%
    Subtotal Fund:
    0.92%

    Swap foreign exchange position CHF/EUR

    ISIN –

    		Countries: -Sectors: OtherCurrencies: CHFWeight: 0.00%
    Subtotal Swap:
    –
    Total :
    100.00%

    Product Information

    About this product

    Strategic Certificates enable investors to invest in themes, strategies, regions, or countries, making it easier to diversify even with small amounts of money. Strategic Certificates replicate the performance of the underlying asset without leverage, a cap, or capital protection. Investors participate nearly 1:1 in rising and falling prices of the underlying asset. The underlying assets can especially be indices or equity baskets which could be active be managed. In this way, you can invest in a whole stock market or basket in only one transaction without having to buy all the individual stocks. This is why Strategic Certificates are a great product for targeted investment in specific themes.

    Learn more about Strategic Certificates

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