CHF bond mandates
| Investment style | Enhanced Indexing | Enhanced Indexing Sustainable |
| Reference currency | CHF | CHF |
| Minimum volume | 50m if implemented via direct investments 5m if implemented via SaraPro Institutional Funds |
20m |
| Benchmark | Swiss Bond Index (SBI) or SBI Composite | Swiss Bond Index (SBI) or SBI Composite |
| Investment universe | CHF-denominated bonds | CHF-denominated bonds from issuers which meet Bank Sarasin’s sustainability criteria. |
| Expected outperformance | 0.30% p.a., rolling over three years | 0.30% p.a., rolling over three years |
| Expected tracking error/ maximum tracking error | 0.75% / 1.5% | 0.75% / 1.5% |
| Maximum deviation vs. benchmark duration | +/- 2 years | +/- 2 years |
| Minimum rating | BBB- or as specified by the client | BBB- or as specified by the client |
| No. of securities | At least 50 | At least 30 |
| Implementation | Via direct investments or via SaraPro Institutional Funds. If implemented via SaraPro Funds, the all-in management fee is reduced and there is no stamp duty. |
Via direct investments. |
