Swiss Shares Smart Beta Dynamic 100 ESG

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General information
Foundation year	2015
Securities no.	27589595
ISIN	CH0275895958
Bloomberg	AKSB100 SW
Asset class	Shares
Region	Switzerland
Investment style	Dynamic Smart Beta approach: 100% in index series from Vescore Ltd (yield- and risk-based)
Issue/redemption	Weekly
Currency	CHF
Portfolio manager	Vontobel Asset Management Ltd., Zurich
Auditor	BDO Ltd, Zurich
Custodian bank	Bank Vontobel Ltd, Zurich
Supervisory authority	Supervisory Commission for the Occupational Benefit Scheme (OAK BV), Bern
Publication NAV	Weekly
Financial year	01.01. – 31.12.
Distribution policy	Reinvestment
Total Expense Ratio (TER)	0.58%

The investment group "Swiss Shares Smart Beta Dynamic 100" invests exclusively in Swiss equity securities that are contained in the investment universe (50 biggest listed companies of the Swiss Performance Index) of the five Vescore Switzerland Indices.Here, the entire portfolio is invested dynamically in yield- and risk-based Vescore Switzerland Indices. On the basis of a tactical stock signal, the ratio of risk-based (Minimum Volatility and Risk Parity) to yield-based (Value, Momentum and Quality) Vescore Switzerland Indices is determined based on rules. Depending on the characteristic of the stock signal, the following allocations are implemented by means of direct investment in the respective individual securities:

Composition Swiss Shares Smart Beta Dynamic 100

Informations

Good to know

Due to the introduction of negative interest rates as a long-term consequence of the 2008 financial crisis and the recent lifting of the minimum euro exchange rate by the SNB, the current investment environment presents major challenges to autonomous and semi-autonomous pension funds seeking sustainable long term income. Helvetia Investment Foundation has therefore launched an innovative and attractive enhancement for every pension fund portfolio: the investment group "Actions Suisse Beta Dynamique 100".

Innovatively index-linked, intelligently invested

The new investment group puts an innovative Smart Beta approach and thus an alternative indexing concept into practice. By combining this Smart Beta approach with a dynamic decision-making element, the Helvetia Investment Foundation offers investors in the area of occupational benefit schemes an innovative alternative to the standard index-linked investment products in the market, which follow the classic market capitalisation approach to indexing. The strategy implemented aims to achieve better investment results than the SPI by minimizing the size bias and the procyclicity of the SPI with alternative weighting procedures. This way, the products simultaneously use the advantages of a traditionally indexed approach, and also tap targeted outperformance sources in order to exceed the yield of the SPI in the long term.

Your entry advantage

Established and experienced partners

You benefit from the knowledge and experience of three established partners:

Helvetia Investment Foundation, your Swiss investment foundation since 1993 and specialist in index-linked investment vehicles for pension funds

Bank Vontobel Ltd is specialised on asset management for retail clients and institutional investors as well as investment banking.

Vescore, an independently managed boutique of Vontobel Asset Management has a long legacy of market-leading innovation in the field of quantitative investments. Vescore and its people are well known for research-intensive investment solutions with a sound academic
foundation.