Solactive DIMAX Germany Total Return Index

Transcription

Solactive DIMAX Germany Total Return Index
INDEX REPORTING
2014-10-20
Solactive DIMAX Germany Total Return Index
SHORT DESCRIPTION
The Solactive DIMAX Germany Total Return Index reflects the price movements of companies and REITs whose
main business purpose consists of holding property portfolios in Germany. Stocks with a particularly low volatility
are weighted higher in the index in relation to their market capitalisation than those with a higher volatility. The
index is adjusted quarterly and calculated as a total return index in EUR.
HISTORICAL PERFORMANCE*
BASIC DATA
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000A0JZNS1 / A0JZNS
SBOXDD Index / .SBOXDIMAXDE
Base Value / Base Date
100 Points / 08.02.2007
Current Price
65.77
Solactive AG
52W High
69.47
Industry / Sector
52W Low
EUR
11
Calculation
History
54.60
09:00am to 10:30pm (CET), every 60 seconds
Available daily back to 08.02.2007
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 DIMAX Germany Total Return Index
2014-10-20
STATISTICS
in EUR
Performance
Performance (p.a.)
Volatility (p.a.)
30D
90D
180D
360D
YTD
Since
Inception
-4.6%
-0.9%
9.1%
14.4%
18.3%
-34.6%
-42.5%
-3.7%
19.4%
14.6%
23.2%
-5.4%
14.7%
13.4%
11.5%
10.9%
11.1%
25.7%
High
68.93
69.47
69.47
69.47
69.47
101.79
Low
63.41
63.41
60.03
54.60
55.38
19.34
Sharpe Ratio
-2.90
-0.29
1.67
1.32
2.09
-0.27
Max. Drawdown
-8.0%
-8.7%
-8.7%
-8.7%
-8.7%
-81.0%
VaR 95 \ 99
-66.6% \ -76.7%
-25.7% \ -34.8%
0.5% \ -7.3%
-3.3% \ -10.6%
5.1% \ -2.5%
-47.7% \ -65.2%
CVaR 95 \ 99
-72.8% \ -81.6%
-31.3% \ -39.4%
-4.3% \ -11.2%
-7.8% \ -14.3%
0.5% \ -6.2%
-58.4% \ -74.0%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
DWNI GY Equity
EUR
DE
DEUTSCHE WOHNEN
20.33%
ANN GY Equity
EUR
DE
DEUTSCHE ANNINGTON IMMOBILIEN SE
18.17%
GFJ GY Equity
EUR
LU
GAGFAH SA
15.66%
DEQ GY Equity
EUR
DE
DEUTSCHE EUROSHOP
12.59%
LEG GY Equity
EUR
DE
LEG IMMOBILIEN AG
9.92%
TEG GY Equity
EUR
DE
TAG IMMOBILIEN AG
6.61%
AOX GY Equity
EUR
DE
ALSTRIA OFFICE REIT-AG
5.17%
HAB GY Equity
EUR
DE
HAMBORNER REIT AG
5.15%
P1Z GY Equity
EUR
DE
PATRIZIA IMMOBILIEN AG
2.58%
DIC GY Equity
EUR
DE
DIC ASSET AG
1.92%
PMOX GY Equity
EUR
DE
DO DEUTSCHE OFFICE AG
1.89%
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.