December 2024

Hydrogen Portfolio EUR (E)

Last Month YTD
Hydrogen Portfolio EUR (E) -4.70% 1.92%
1 Yr Total Return Cumulative
Hydrogen Portfolio EUR (E) 1.92% -35.04%

Strategy Description

The Hydrogen Portfolio invests in companies in the hydrogen sector. Stocks with the strongest momentum are selected from the following sectors: "Green Hydrogen Production," "Pure Plays," and "Solution Providers." The absolute and relative momentum are continuously analyzed. Stocks with the strongest momentum are chosen. If the momentum criteria we defined are no longer met, we consistently sell. The proceeds from the sales are reinvested if suitable new investments with momentum are available. If not, we may hold up to 49% in liquidity. This approach has historically helped reduce downside risk.
 

General Information


Price / Unit EUR 64.94
ISIN CH05 1137 6680
Liquidity Intraday
Minimum Investment 1 Unit
Investment Manager Global Strategic Capital
Issuer UBS
Management Fee 1.2%
Issuer Fee 0.3%
Performance Fee none
Website www.hydrogenportfolio.com

Cumulative Monthly Returns

YTD 3M 1 Yr 3 Yrs Total Return Cumulative
Hydrogen Portfolio EUR (E) 1.92% -1.04% 1.92% -38.34% -35.04%
MSCI World – USD (Source: MSCI) 16.98% -0.40% 16.98% 12.91% 72.04%
MSCI World – EUR (Source: MSCI) 24.22% 6.20% 24.22% 22.77% 78.84%

Return Statistics

Last Month -4.70%
Year To Date 1.92%
3 Month ROR -1.04%
12 Months ROR 1.92%
36 Month ROR -38.34%
Total Return Cumulative -35.04%
Total Return Annualized -9.14%
Winning Months (%) 44.44%
Average Winning Month 6.62%

Return Statistics

Sharpe Ratio -0.21
Sortino Ratio -0.53
Max Drawdown (Monthly) -64.68%
Correlation vs. MSCI World – USD (Source: MSCI) 0.52
Standard Deviation Monthly 7.96%
Downside Deviation 5.24%
Beta 0.87
VaR Historical -11.52
Average Losing Month -6.18%

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -4.95 2.97 7.28 -0.63 9.40 -5.76 -1.20 -6.85 4.04 -2.82 6.85 -4.70 1.92
2023 8.60 -1.78 -6.05 -6.44 -5.94 0.75 2.61 -9.67 -8.63 -10.18 0.90 2.99 -29.77
2022 -8.45 0.47 2.58 -7.55 -2.67 -11.52 11.69 6.51 -2.02 2.87 2.79 -6.97 -13.87
2021 20.44 -12.42 -12.10 -3.48 -6.51 1.68 -10.32 1.57 -4.62 11.12 -2.91 -7.22 -26.02
2020 5.40 4.65 -9.52 -1.40 23.48 17.20 42.41

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 23.48%-12.42%-0.49%-1.59%-4.70%44.44%
3 Months 74.30%-25.87%-1.55%-3.29%-1.04%38.46%
6 Months 62.73%-36.66%-3.86%-6.30%-5.25%30.61%
1 Year 21.15%-43.76%-14.26%-14.68%1.92%23.26%
2 Years -3.57%-47.56%-28.81%-32.28%-28.41%0.00%
3 Years -19.37%-64.68%-41.64%-39.97%-38.34%0.00%
5 Years ------

Distribution of Monthly Returns

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -64.68% 36 0 02/2021 -
2 -10.79% 2 1 09/2020 11/2020
3 - - - - -
4 - - - - -
5 - - - - -

Drawdown

Risk/Return Comparison

12 Month Rolling ROR

Volatility (12 Months Rolling)

Down Capture vs. MSCI World – USD (Source: MSCI)


Significant Risks for Investors
Obligations under these Structured Products constitute direct, unconditional and unsecured obligations of the Issuer and rank pari passu with other direct, unconditional and unsecured obligations of the Issuer. The value of the Structured Product does not only depend on the performance of the Underlying and other developments in the financial markets, but also on the solvency of the Issuer, which may change during the term of this Structured Product. Structured Products are complex financial instruments, which entail considerable risks and, accordingly, are only suitable for investors who have the requisite knowledge and experience and understand thoroughly the risks connected with an investment in these structured products and are capable of bearing the economic risks. UBS Tracker Certificate Dynamic is an investment product whose price fluctuates to the same degree as the Underlying less any Fees. Depending on price trends, the price of a UBS Tracker Certificate Dynamic could fall below the Issue Price. The risk profile of the UBS Tracker Certificate Dynamic corresponds to that of the Underlying. The UBS Tracker Certificate Dynamic is denominated in USD. The investor bears all the risks in connection with a possible exchange rate risk between the product currency, the currency of the components of the Underlying, and his reference currency. If an Extraordinary Event occurs in relation to the Underlying/a component of the Underlying, which makes it impossible or particularly cumbersome for the Issuer, to fulfil l its obligations under the Structured Products or to calculate the value of the Structured Products, the Issuer shall at its own discretion take all the necessary actions and, if necessary may modify the terms and conditions of these Structured Products at its own discretion in such way, that the economic value of the Structured Products after occurrence of the extraordinary event corresponds, to the extent possible, to the economic value of the Structured Products prior to the occurrence of the extraordinary event. If the Issuer determines, for whatever reason, that an adequate modi cation is not possible, the Issuer has the right to redeem the Structured Products early. If, due to the occurrence of a Market Disruption in relation to the Underlying/a component of the Underlying no market price can be determined, the Issuer or the Calculation Agent shall determine the market price of the Underlying/the component of the Underlying at its free discretion, considering the general market conditions and the last market price of relevant Underlying/component of the Underlying affected by the Market Disruption and has the right, if the Market Disruption persists on the Redemption Date, to postpone the Redemption Date to the rst Banking Day on which the Market Disruption has terminated. It shall make comparisons with the provisions laid down in the issuance programme, which shall take precedence. This provision shall apply accordingly to the determination of the value of the Structured Products, if the Underlying/a component of the Underlying is affected by a Market Disruption. The Issuer reserves the right of early termination in respect of all Structured Products issued under this issuance program for tax reasons (such as, e.g., in the situation in which the Issuer would be required on account of new tax laws to pay additional amounts which result from the withholding or deduction of current or future taxes, imposts, charges or fees, regardless of type), as well as in the case of limitations in respect of its activities as Issuer through new laws or administrative measures (e.g., if it is prohibited under supervisory law from issuing Structured Products). During the term of the Structured Product, changes in or substitution of the Underlying by the Calculation Agent can occur. In this case, it cannot be ruled out that such changes or substitutions will negatively affect the value of the Structured Product. Likewise, it cannot be ruled out that in the case of a Structured Product based on an index that changes in the composition of the index as a result of change or substitutions in respect of individual index components, for example, as a result of the withdrawal or addition of individual securities, may negatively in uence the price of the index and accordingly the value of the Structured Product. The selling restrictions contained in the Issuance Programme are applicable (EEA, U.S.A./U.S. persons, Guernsey).
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