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 email@example.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.
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