Evli Plc Class B · OMXHEX:EVLI
Evli Plc Class B — Fact Sheet (February 2025)
37 slides from Evli Plc Class B's fact sheet, Feb 28, 2025
Slide 1: Evli Equity Factor Europe B
EVLI EQUITY FACTOR EUROPE B This is marketing material for the fund and is not intended as investment advice or recommendation. Before making an investment decision, the investor must read the fund's key information document and other statutory information about the fund. 28.02.2025 ISIN: FI40001538
Slide 2: Evli in Brief
2 EVLI IN BRIEF “We see wealth as an engine to drive sustainable progress.” CONFIDENTIAL
Slide 3: Evli Plc
3 ASSETS UNDER MANAGEMENT (EUR MARKET POSITION AS INSTITUTIONAL Evli Plc BILLION) DECEMBER 31, 2024 ASSET MANAGER (KANTAR PROSPERA 2024) Evli Plc is a Finnish independent investment service 18.9 1. company with a nearly 40-year operating history. We are currently Finland's leading institutional asse
Slide 4: Evli's mutual funds
4 Evli’s mutual funds FUND AUM (EUR BILLION) NUMBER OF FUNDS Funds are managed by Evli Fund Management DECEMBER 31, 2024 Company Ltd, which is a Finnish fund management company. Evli Fund Management Company is part of 13.4 64 Evli Group whose parent company is Evli Plc. Morningstar, an independent f
Slide 5: Award-winning asset management from Evli
5 Award-winning asset management from Evli Evli has been leading Kantar Prospera’s survey for 12 consecutive years in a row1. In the SFR Research’s Institutional Investment Services survey, Evli has been ranked first for five years and second place for three, based on the overall quality assessment2
Slide 6: Evli's Systematic Funds
6 EVLI’S SYSTEMATIC FUNDS Evli’s multifactor and growth fund strategies CONFIDENTIAL
Slide 7: Evli Systematic Funds and Solutions
7 Evli Systematic Funds And Solutions Index funds Atlas Ready-made Evli Sweden Equity Index Funds solutions solutions B Factor funds Tailored solutions Evli Equity Factor Europe Active Evli Equity Factor USA Passive Evli Equity Factor World Thematic Growth funds Evli USA Growth ATLAS Tailored ESG Ev
Slide 8: Systematic investing at Evli
8 Systematic investing at Evli Systematic factor strategies utilized across various funds for >10 years 2011 2015 2016 2020 2022 2022 2024 Evli Evli Equity Evli Equity Evli Equity Atlas: Customized Evli USA Evli Europe Allocation Factor Factor Factor Systematic Growth Growth Funds Europe USA Global
Slide 9: Portfolio management team
9 Portfolio management team Peter Lindahl Antti Sivonen Mattias Lagerspetz Matias Palmunen PORTFOLIO MANAGER PORTFOLIO MANAGER PORTFOLIO MANAGER QUANT ANALYST AT EVLI SINCE 2000 AT EVLI SINCE 2010 AT EVLI SINCE 2015 AT EVLI SINCE 2024 – M.Sc. (Econ.), Hanken. Peter has – M.Sc.(Accounting), Aalto Uni
Slide 10: Investment philosophy: The Zoo of Factors
10 Investment philosophy The Zoo of Factors Study what has worked – Value investing has existed for more than 100 years Rewarded factors – Academic consensus is a good starting point Robustness Momentum Don’t get lost in the factor zoo Quality Value – Harness academic, pracitioner and in-house resea
Slide 11: Factors offered outperformance over the long-term
11 Factors offered outperformance over the long-term * Source: Kenneth French database, 31.7.1926-31.1.2018, US equity markets CONFIDENTIAL
Slide 12: Harnessing rewarded factors in equities
12 Harnessing rewarded factors in equities We quantitatively analyze and harness certain stock characterics and select companies for the portfolio which have: ✓ Stability ✓ Value ✓ Quality ✓ Outperformed = + + + + + Expected return Market Low risk Value Momentum Quality Size ROE & Beta 12m volatilit
Slide 13: The Evli equity factor approach
13 The Evli equity factor approach Key points in an approach shaped by experience and research Cast your net wide No factor traps Improve the opportunity set Focus on expected returns • Factors are captured efficiently with an • A high score in one factor is not sufficient investable all-cap univers
Slide 14: Steering clear of factor losers and traps
14 Steering clear of factor losers and traps Source: Evli, FactSet. European equity market 1990-2019. For illustrative purposes only. CONFIDENTIAL
Slide 15: More than the sum of its parts
15 More than the sum of its parts Multifactor approach has added to the outperformance of individual factors 5.7% p.a. 4.9% p.a. Source: Evli, FactSet. European equity market 2000-2020. For illustrative purposes only. CONFIDENTIAL
Slide 16: High-Level Investment Process [Europe]
16 High-Level Investment Process [Europe] #1 step #2 step #3 step #4 step Starting universe ESG process Factor process Portfolio construction Rebalancing Rank stocks [0-100%] within industries: Full 1) General Evli rebalancing MSCI Europe ESG principles Select 400 annually Investable Market Momentum
Slide 17: ESG Process in Detail [Europe]
17 ESG Process in Detail [Europe] Principles for responsible 1) Exclude companies with over 5% of All stocks investment total revenue Exclude bottom from MSCI ▪ from: Weapons 5% of Europe Climate change ▪ Alcohol companies principles ▪ Tobacco according to Investable ▪ ▪ Gambling Adult Entertainment
Slide 18: Factor Process in Action [Europe]
18 Factor Process in Action [Europe] An illustration of the investment process CONFIDENTIAL
Slide 19: Net of fee returns - YTD
19 Net of fee returns - YTD Portfolio Benchmark Difference YTD 6.83% 10.94% -4.10% Portfolio Benchmark Difference Volatility 9.08% 9.14% -0.06% Sharpe 0.70 1.14 -0.44 Tracking Error 2.82% - - Information Ratio -1.45 - - Beta 0.95 - - CONFIDENTIAL
Slide 20: Net of fee returns - 1 Year
20 Net of fee returns - 1 Year Portfolio Benchmark Difference 1 Month 1.49% 3.63% -2.13% 3 Months 5.98% 9.79% -3.80% 6 Months 4.04% 6.87% -2.83% 1 Year 14.65% 15.71% -1.06% Portfolio Benchmark Difference Volatility 9.80% 10.98% -1.18% Sharpe 1.11 1.08 0.02 Tracking Error 3.52% - - Information Ratio
Slide 21: Net of fee returns - 5 Years
21 Net of fee returns - 5 Years Portfolio Benchmark Difference 1 Year 14.65% 15.71% -1.06% 3 Years 26.06% 33.78% -7.72% 5 Years 47.57% 68.12% -20.54% 5 Years, 8.09% 10.94% -2.85% annualized return Portfolio Benchmark Difference Volatility 17.45% 17.36% 0.09% Sharpe 0.39 0.56 -0.17 Tracking Error 3.9
Slide 22: Net of fee returns - Since launch
22 Net of fee returns - Since launch Portfolio Benchmark Difference 1 Year 14.65% 15.71% -1.06% 3 Years 26.06% 33.78% -7.72% 5 Years 47.57% 68.12% -20.54% Since launch 81.78% 98.68% -16.90% Since launch, 6.58% 7.59% -1.01% annualized return Portfolio Benchmark Difference Volatility 16.04% 16.25% -0.
Slide 23: Annual returns, after fees, 28.02.2025
23 Annual returns, after fees, 28.02.2025 Past returns are no guarantee of future returns. 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 Portfolio -0.39% 14.44% -10.58% 27.77% -5.18% 23.01% -15.09% 15.19% 9.97% 6.83% Benchmark 2.58% 10.24% -10.57% 26.05% -3.32% 25.13% -9.49% 15.56% 8.25% 10.94%
Slide 24: Portfolio structure 28.02.2025
24 Portfolio structure 28.02.2025 Evli Equity Factor Europe B CONFIDENTIAL
Slide 25: Top holdings 28.02.2025
25 Top holdings 28.02.2025 10 LARGEST INVESTMENTS % ASML Holding NV 3.89% Schneider Electric SE 2.85% Novartis AG 2.48% EssilorLuxottica SA 1.79% Roche Holding AG 1.72% Allianz SE 1.52% Generali SpA 1.17% RELX PLC 1.00% GlaxoSmithKline PLC 0.96% Unilever PLC 0.88% Evli Equity Factor Europe B CONFIDE
Slide 26: Peer analysis – 5 years
26 Peer analysis – 5 years Past returns are no guarantee of future returns. Cumulative returns Evli Equity Factor Europe B The Upper Quartile Median The Lower Quartile 40% 30% 20% 10% 0% -10% -20% -30% -40% 2020-01 2020-07 2021-01 2021-07 2022-01 2022-07 2023-01 2023-07 2024-01 2024-07 Return (Cumul
Slide 27: ESG Metrics Q4 2024
EVLI EQUITY FACTOR EUROPE 27 ESG Metrics Q4 2024 Responsibility score AA Carbon footprint 31 UN Global Compact 0,0 % SFDR classification: Article 8 (t CO2e/M$ sales) fails CURRENT RESPONSIBILITY SCORES CARBON FOOTPRINT AND FOSSIL FUEL RESERVES DEVELOPMENT OF CARBON INTENSITY OF CURRENT INVESTMENTS 9
Slide 28: Ambition
28 AMBITION “We want to be the forerunner in responsible wealth management in the Nordics, and in this way help our clients in managing their wealth to support a sustainable future.” CONFIDENTIAL
Slide 29: Evli is a forerunner in Responsible Investing
29 Evli is a forerunner in Signatory of a COP15 initiative ’Moving Together on Nature’ Responsible Investing Signatory of Open Letter to EU leaders Joining the PRI Advance initiative as from investors on a endorser sustainable recovery Signatory of a from COVID-19 joint statement on European Investo
Slide 30: Four pillars of responsible investing at Evli
30 Four pillars of responsible investing at Evli #1 in Sustainable investing according to Finnish institutions 2017-20242 Principles for ESG 1 -integration in Engagement and Reporting Responsible Investment Team Responsible Investment investment process active ownership – Decided by Evli’s – Portfol
Slide 31: Monitoring, engagement and active ownership
31 Monitoring, engagement and active ownership ENGAGEMENT ACTIVITIES 2024 UN Global Compact, the UN Guiding Principles on Business and Human COLLABORATIVE ENGAGEMENT PARTICIPATING IN GENERAL Rights, the OECD Guidelines for Multinational Enterprises and Evli’s climate INITIATIVES MEETINGS principles
Slide 32: Exclusions in practice in all Evli funds
32 Exclusions in practice in all Evli funds – With 0% revenue threshold: – Controversial weapon manufacturers – Companies manufacturing peat for energy production – With 5% revenue threshold: – Tobacco producers, adult entertainment producers and companies practicing controversial lending – With 10%
Slide 33: Evli's climate change principles
33 Evli’s climate change principles 1. Analysis – Monitoring the emissions of companies in Evli’s funds through fund-specific carbon footprints. – Funds’ carbon footprints are also assessed by Evli’s Responsible Investment team. 2. Exclusion – Avoiding1 investments in companies that gain a significa
Slide 34: Evli's climate targets
34 Evli’s climate targets Evli aims for carbon neutrality of its own operations by 2025, and carbon neutrality of investments by 2050 at the latest. The interim target for the investments -50% reduction in indirect emissions from investments by 2030 (compared to 2019). We are aware that a credible l
Slide 35: Important information
35 Important information This marketing material is intended for non-professional and professional clients in Finland, Sweden, Lithuania, Latvia and Estonia. In other jurisdictions this Document is intended only for professional clients. The management company of the fund is Evli Fund Management Com
Slide 36: Disclaimer statement
36 Disclaimer statement Evli This presentation is intended only for the recipient's personal and private use. This material is based on sources that Evli Group (Evli) considers correct and reliable. However, neither Evli nor its employees give any guarantee concerning the correctness, accuracy or co
Slide 37: LinkedIn – Evli Funds Facebook – Evli Funds Message Service X – Evli Funds
LinkedIn – Evli Funds LinkedIn – Evli Funds Facebook – Evli Funds Facebook – Evli Funds Facebook – Evli Funds Message Service X – Evli Funds Message Service X – Evli Funds Message Service X – Evli Funds evli.com evli.com evli.com Evli Plc | Aleksanterinkatu 19 | P.O. Box 1081 | FI-00101 Helsinki, Fi