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.