Solactive Debt/Equity-Ratio Index

Transcription

Solactive Debt/Equity-Ratio Index
INDEX REPORTING
2014-10-14
Solactive Debt/Equity-Ratio Index
SHORT DESCRIPTION
The Solactive Debt/Equity-Ratio Index includes the 10 companies with the lowest debt/equity ratio out of the 100
largest companies globally with a maximum of two companies per sector. The index is calculated as a total return
index in USD.
HISTORICAL PERFORMANCE*
BASIC DATA
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000SLA5DE8 / SLA5DE
SOLDE Index / .SOLDE
Base Value / Base Date
100 Points / 16.08.2011
Current Price
150.05
Solactive AG
52W High
161.98
Strategy
52W Low
USD
10
Calculation
History
138.08
09:00am to 10:30pm (CET), every 15 seconds
Available daily back to 16.08.2011
Reinvested (Total Return index)
* Past performance is no guarantee of future results and may be lower or higher than current performance. Index returns are no guarantee for any returns of financial products linked to the
index. Any performance information regarding financial products linked to the index can reflect temporary waivers of expenses and/or fees and does not include insurance/annuity fees and
expenses.
INDEX REPORTING
Solactive Debt/Equity-Ratio Index
2014-10-14
STATISTICS
in USD
90D
180D
360D
YTD
Since
Inception
-6.3%
-6.2%
-1.6%
5.5%
-2.0%
50.1%
-52.3%
-23.0%
-3.2%
5.6%
-2.6%
13.7%
30D
Performance
Performance (p.a.)
Volatility (p.a.)
12.8%
11.0%
9.1%
9.7%
9.9%
13.4%
High
160.57
161.98
161.98
161.98
161.98
161.98
Low
150.05
150.05
150.05
141.33
142.09
90.69
-4.11
-2.12
-0.39
0.54
-0.29
1.00
Sharpe Ratio
Max. Drawdown
-6.6%
-7.4%
-7.4%
-7.4%
-7.4%
-10.9%
VaR 95 \ 99
-73.4% \ -82.1%
-41.1% \ -48.6%
-18.2% \ -24.3%
-10.3% \ -16.9%
-18.8% \ -25.6%
-8.3% \ -17.4%
CVaR 95 \ 99
-78.7% \ -86.4%
-45.7% \ -52.3%
-21.9% \ -27.4%
-14.3% \ -20.1%
-23.0% \ -28.9%
-13.9% \ -21.9%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
941 HK Equity
HKD
HK
CHINA MOBILE LTD
12.21%
FB UW Equity
USD
US
FACEBOOK INC
11.38%
NOVOB DC Equity
DKK
DK
NOVO NORDISK A/S
10.27%
V UN Equity
USD
US
VISA INC-CLASS A SHARES
9.76%
ABEV3 BS Equity
BRL
BR
AMBEV SA
9.64%
QCOM UW Equity
USD
US
QUALCOMM INC
9.62%
OR FP Equity
EUR
FR
L OREAL SA
9.49%
XOM UN Equity
USD
US
EXXON MOBIL CORP
9.37%
ITX SQ Equity
EUR
ES
INDITEX SA
9.31%
CVX UN Equity
USD
US
CHEVRON CORP
8.96%
Free realtime prices index guide and further information available on www.solactive.com
This info service is offered exclusivley by Solactive AG, Bettinastr. 30, D-60325 Frankfurt am Main, E-Mail [email protected]| Disclaimer: All our activities as an aquisition agent and
investment adviser (in accordance with § 1 Article 1a No. 1, 1a and 2 of the German Banking Act / KWG) in the capacity of a "contractbound agent" are subject to the liability of Exclusive
Private Finance GmbH, Gaisbergstrasse 40, 69115 Heidelberg, Germany (§ 2 Article 10 German Banking Act / KWG). This document is for the information and use of professional advisers
only. Remember, the information in this document does not constitute tax, legal or investment advice and is not intended as a recommendation for buying or selling securities. The information
and opinions contained in this document have been obtained from public sources believed to be reliable, but no representation or warranty, express or implied, is made that such information is
accurate or complete and it should not be relied upon as such. Solactive AG and all other companies mentioned in this document will not be responsible for the consequences of reliance upon
any opinion or statement contained herein or for any omission. | © Solactive AG, 2013. All rights reserved.