The benchmark indices had been defined for each asset class composing the portfolio. The different indices allow the calculation of a global index per investment directive. The quarterly performance of the R-Gestion portfolio is compared to the performance of this global index.
The below scheme contains the different indices per asset class for each investment directive.
The benchmark indices may be identical for several investment directives, but the allocation varies from one strategy to another.
A written plan describing the measures that shall be taken in case of a substantial amendment or disappearance of the indices is constantly kept up to date.
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Structure by asset class |
Benchmark indices |
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Cash & Equivalents |
FTSE 1 Month Eurodeposit EUR |
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Bonds |
Bonds EUR (Bloomberg Euro Aggregate) Global Bonds (Bloomberg Global Aggregate EUR-hedged) High Yield Bonds (ICE BofAML Global High Yield EUR-hedged) Emerging Markets Bonds (JPM EMBI Diversified EUR-hedged) |
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Equities |
Europe Equities (MSCI Europe NR) Global Equities (MSCI World NR) Emerging Markets Equities (MSCI EM NR) |
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