Solactive Water Price Index

Transcription

Solactive Water Price Index
INDEX REPORTING
2014-10-20
Solactive Water Price Index
SHORT DESCRIPTION
The Solactive Water Index is an index of the largest companies that are active in the global water sector. Eight
index members of the sector water supply and treatment are selected, furthermore an additional two companies
whose business focus is related to the global water sector can be selected. The index members are weighted
equally at the launch of the index. The index is adjusted annually and calculated as a price index in Euro.
HISTORICAL PERFORMANCE*
BASIC DATA
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000A0SYUE0 / A0SYUE
SBOXWASK Index / .SBOXWASK
Base Value / Base Date
100 Points / 27.02.2008
Current Price
113.49
Solactive AG
52W High
120.65
Industry / Sector
52W Low
EUR
10
Calculation
History
99.33
09:00am to 10:30pm (CET), every 60 seconds
Available daily back to 27.02.2008
Not included (Price 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 Water Price Index
2014-10-20
STATISTICS
in EUR
30D
Performance
Performance (p.a.)
YTD
Since
Inception
8.4%
8.5%
34.5%
8.5%
10.7%
3.5%
90D
180D
360D
-4.1%
-3.3%
4.4%
-38.8%
-12.7%
9.2%
Volatility (p.a.)
16.7%
12.4%
10.7%
10.6%
10.9%
17.1%
High
118.32
120.65
120.65
120.65
120.65
120.65
Low
110.66
110.45
108.29
99.33
101.49
47.48
-2.34
-1.04
0.85
0.77
0.96
0.09
Sharpe Ratio
Max. Drawdown
-6.5%
-8.3%
-8.3%
-8.3%
-8.3%
-57.9%
VaR 95 \ 99
-66.2% \ -77.5%
-33.1% \ -41.6%
-8.3% \ -15.6%
-9.0% \ -16.2%
-7.3% \ -14.7%
-24.6% \ -36.2%
CVaR 95 \ 99
-73.1% \ -83.2%
-38.3% \ -45.8%
-12.8% \ -19.2%
-13.4% \ -19.8%
-11.8% \ -18.4%
-31.7% \ -42.0%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
GEBN VX Equity
CHF
CH
GEBERIT AG
15.88%
PLL UN Equity
USD
US
PALL CORP
14.71%
AWK UN Equity
USD
US
AMERICAN WATER WORKS CO INC
12.07%
UU/ LN Equity
GBP
GB
UNITED UTILITIES PLC
11.84%
VIE FP Equity
EUR
FR
VEOLIA ENVIRONNEMENT SA
9.42%
SVT LN Equity
GBP
GB
SEVERN TRENT PLC
9.26%
BWT AV Equity
EUR
AT
BWT AG
7.13%
SBS UN Equity
USD
US
CIA SANEAMENTO BASICO DE-ADR
6.91%
6370 JT Equity
JPY
JP
KURITA WATER INDUSTRIES LTD
6.88%
HYF SP Equity
SGD
SG
HYFLUX LTD
5.92%
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.