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Fondation De Placement Swiss Life Actions Suisse Large Caps Indexées

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Fondation De Placement Swiss Life Actions Suisse Large Caps Indexées 31 août 2021 Fondation de placement Swiss Life Actions Suisse Large Caps Indexées Fortune nette (VNI) en mio. CHF : 237.75 Valeur nette d'inventaire par droit en CHF : 148.85 Stratégie d'investissement Performance Placement dans des titres de participation de sociétés représentées dans le SPI 20. Mise en oeuvre indexée, le benchmark étant entièrement reproduit («full replication»). L’écart entre la pondération par société et celle du benchmark ne peut être supérieur à +/- 0,5 point de pourcentage. Réalisation au moyen du Swiss Life iFunds (CH) Equity Switzerland (CHF); fonds de placement de droit suisse de la catégorie "Autres fonds en placements traditionnels". Évolution de la valeur en devise de référence (base 100) Info. sur le produit Numéro de valeur: 39561885 ISIN: CH0395618850 LEI: 254900P0FZIREAGSUQ60 Code Bloomberg: SLASLCI SW Benchmark: SPI 20 Total Return® Monnaie: CHF Pays d’origine: Suisse Date de création: 01/02/2018 Valeur de lancement: 100.00 Clôture de l'exercice: 30.09 Les performances passées ne préjugent pas des performances futures. Souscription/Rachat: journalier Délai final d’acceptation: 14h30 Commission de souscription/rachat: Performances en devise de référence aucune Pratique de distribution: Capitalisation PERFORMANCES CUMULÉES PERFORMANCES ANNUALISÉES Asset Manager selon YTD 1 MOIS 1 AN 3 ANS 5 ANS 10 ANS ORIGINE Swiss Life Best Select Invest Plus®: Pictet Asset Management SA GROUPE DE PLACEMENT 18.23% 2.30% 23.28% 14.19% - - 11.75% Conseil externe: BENCHMARK 18.63% 2.34% 23.83% 14.67% - - 12.19% PPCmetrics fournit les prestations suivantes: conseil concernant la bonne structure de mandat, aide à la sélection de gestionnaires de fortune adéquats et Données statistiques soutien dans le cadre de la surveillance 1 AN 3 ANS 5 ANS 10 ANS ORIGINE continue du gestionnaire de fortune, ainsi (annualisées) qu’évaluation des résultats des placements. Volatilité du groupe de placement (en %) 12.83 11.72 - - 12.00 Publication de cours: Bloomberg: ASSL Volatilité du Benchmark (en %) 12.87 11.76 - - 12.04 www.swisslife.ch/fondationdeplacement Tracking Error ex post (en %) 0.07 0.07 - - 0.07 Taux des charges d'exploitation TER Tracking Error ex ante (en %) 0.10 KGAST Information Ratio -7.94 -7.17 - - -6.00 au préalable: 0.35% Sharpe Ratio 1.68 1.20 - - 0.99 a posteriori au: 30/09/2020 0.35% Corrélation 1.00 1.00 - - 1.00 Beta 1.00 1.00 - - 1.00 Jensen alpha -0.47 -0.42 - - -0.39 Maximum Drawdown (en %) -9.33 -25.04 - - -25.04 Recovery Period (ans) 0.17 1.00 - - 1.00 Asset Manager: La sélection des gestionnaires, leur surveillance continue et le suivi complet du processus sont effectués par Swiss Life Asset Management SA selon des critères objectifs, conformément à une excellente pratique institutionnelle. Taux des charges d'exploitation TER KGAST: Le taux des charges d'exploitation TER KGAST couvre tous les coûts à l'exception des frais de transaction et des prélèvements fiscaux sur les transactions. Performance: Produit total sur une période sous revue considérée, basé sur des rendements pondérés dans le temps. Données statistiques: Les chiffres clés du risque reposent sur des rendements logarithmés, mensuels, pondérés dans le temps. 31 août 2021 Fondation de placement Swiss Life Actions Suisse Large Caps Indexées Structure du portefeuille par branches Les positions principales Groupe de placement Benchmark Groupe de placement Benchmark SANTÉ 40.06% 40.08% NESTLE SA-REG 23.73% 23.74% BIENS DE CONSOMMATION 28.01% 28.02% ROCHE HOLDING AG-GENUSSCHEIN 18.39% 18.39% SOCIÉTÉS FINANCIÈRES 15.29% 15.30% NOVARTIS AG-REG 14.89% 14.89% INDUSTRIE 13.02% 13.03% ABB LTD-REG 4.33% 4.33% MATÉRIAUX DE BASE 2.60% 2.60% ZURICH INSURANCE GROUP AG 4.30% 4.31% TÉLÉCOMMUNICATION 0.97% 0.97% LONZA GROUP AG-REG 4.11% 4.11% SERVICES AUX CONSOMMATEURS - - UBS GROUP AG-REG 3.80% 3.81% PÉTROLE ET GAZ - - CIE FINANCIERE RICHEMONT-REG 3.75% 3.75% TECHNOLOGIE - - SIKA AG 3.33% 3.33% SERVICES AUX COLLECTIVITÉS - - ALCON INC 2.68% 2.68% LIQUIDITÉS 0.04% - Structure du portefeuille en fonction de la taille de l‘entreprise Groupe de placement Benchmark Particip. Nombre Particip. Nombre Grandes entreprises 99.43% 19 99.47% 19 Moyennes entreprises 0.53% 1 0.53% 1 Petites entreprises - - - - Liquidités 0.04% - - - Avertissement: La présente publication ne constitue ni une incitation ni une recommandation pour la vente ou l'achat d'instruments de placement, et son but est uniquement d’informer. Tous les documents constituant la base légale dans le cadre d’un éventuel placement peuvent être obtenus gratuitement auprès de la Fondation de placement Swiss Life, c/o Swiss Life SA, case postale, 8022 Zurich, tél. 043 284 79 79. Le cercle des investisseurs est limité aux institutions du 2e pilier et du pilier 3a, ainsi que les autres institutions de prévoyance professionnelle exonérées d’impôts avec siège en Suisse et aux personnes qui gèrent des placements collectifs pour les institutions, qui sont soumises à la surveillance de l’Autorité fédérale de surveillance des marchés financiers (FINMA) et qui ne placent dans la fondation que des fonds destinés à ces institutions. La performance passée ne saurait présumer de l’évolution en cours ou à venir. Leur utilisation n’implique aucune adhésion ni affiliation de leur part. Source: Swiss Life Asset Managers. Tous droits réservés. .
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