|Dynamic Smart Beta approach: 100% in index series from Vescore Ltd (yield- and risk-based)
|Vontobel Asset Management Ltd., Zurich
|BDO Ltd, Zurich
|Bank Vontobel Ltd, Zurich
|Supervisory Commission for the Occupational Benefit Scheme (OAK BV), Bern
|01.01. – 31.12.
|Total Expense Ratio (TER)
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: