FACTSHEET - Solactive US Small Cap High Dividend Index TR 29.1

FACTSHEET - 5.2.2015
Solactive US Small Cap High Dividend Index TR
DESCRIPTION
HISTORICAL PERFORMANCE*
CHARACTERISTICS
ISIN / WKN
Bloomberg / Reuters
DE000SLA0UJ2 / SLA0UJ
Base Value / Base Date
- / 15.01.2010
SOLSMHDT Index / .SOLSMHDT
Last Price
205.07
Index Calculator
Solactive AG
52W High
205.07
Index Type
Total Return
52W Low
Index Currency
Index Members
Dividends
USD
100
Included (Total Return Index)
Calculation
History
168.33
09:30am to 16:50pm (EST), every 15 seconds
Available daily back to 15.01.2010
FACTSHEET - 5.2.2015
Solactive US Small Cap High Dividend Index TR
STATISTICS
in USD
Performance
Performance (p.a.)
30D
YTD
Since
Inception
20.4%
7.1%
105.1%
20.7%
100.6%
15.3%
90D
180D
360D
7.6%
8.0%
10.5%
142.8%
36.5%
22.4%
Volatility (p.a.)
23.5%
17.0%
13.7%
11.1%
22.2%
17.9%
High
205.07
205.07
205.07
205.07
205.07
205.07
Low
189.14
184.36
178.39
170.29
189.14
93.54
6.06
2.15
1.63
1.85
4.54
0.82
-2.2%
-5.3%
-6.5%
-6.5%
-2.2%
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
CVaR 95 \ 99
CURRENCY EXPOSURE
-23.9%
2.5% \ -5.0%
-14.1% \ -26.3%
-2.1% \ -8.8%
-21.6% \ -32.3%
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
LNCO UW Equity
USD
US
LINNCO LLC
6.34%
DNR UN Equity
USD
US
DENBURY RESOURCES INC
6.09%
BTU UN Equity
USD
US
PEABODY ENERGY CORP
5.50%
EXXI UW Equity
USD
BM
ENERGY XXI LTD
5.19%
PBF UN Equity
USD
US
PBF ENERGY INC
4.74%
CLF UN Equity
USD
US
CLIFFS NATURAL RESOURCES INC
3.39%
CLNY UN Equity
USD
US
COLONY FINANCIAL INC
3.15%
SEAS UN Equity
USD
US
SEAWORLD ENTERTAINMENT INC
2.23%
MPW UN Equity
USD
US
MEDICAL PROPERTIES TRUST INC
2.13%
DIN UN Equity
USD
US
DINEEQUITY INC
1.93%
PDLI UW Equity
USD
US
PDL BIOPHARMA INC
1.80%
IVR UN Equity
USD
US
INVESCO MORTGAGE CAPITAL
1.78%
AINV UW Equity
USD
US
APOLLO INVESTMENT CORP
1.65%
SBRA UW Equity
USD
US
SABRA HEALTH CARE REIT INC
1.62%
LXP UN Equity
USD
US
LEXINGTON REALTY TRUST
1.61%
FACTSHEET - 5.2.2015
Solactive US Small Cap High Dividend Index TR
For more information, please visit www.solactive.com.
* 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.
This info service is offered exclusivley by Solactive AG, Guiollettstr. 54, D-60325 Frankfurt am Main, E-Mail indexing@solactive.com | 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.