FACTSHEET - Modulor Low eVaR Index 2.2.2015

FACTSHEET - 5.2.2015
Modulor Low eVaR Index
DESCRIPTION
The index consists of an equity portfolio focused on stability and extremely lowrisk. Initially the global universe is
limited to the best quintile using a multifactor model consisting of valuation, quality and momentum. In this limited
universe stocks with the lowest extreme value at risk (eVaR) are selected. Historically, these stocks have a very low
extrem loss risk. The portfolio management team selects about 100 stocks by taking into account additional criteria
and external scoring models. The allocation arises out of the attractiveness of the different sectors and regions due
to a valuation and momentum model. The final weighting of the stocks is based on the individual contribution to the
return/ risk expectation.
HISTORICAL PERFORMANCE*
CHARACTERISTICS
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000SLA1MR0 / SLA1MR
Base Value / Base Date
100 Point / 10.06.2013
MODEVAR Index / .MODEVAR
Last Price
145.7109
Solactive AG
52W High
147.25
Equity
52W Low
EUR
100
Included (Total Return Index)
Calculation
History
107.31
09:00am to 10:30pm (CET), every 15 seconds
Available daily back to 10.06.2013
FACTSHEET - 5.2.2015
Modulor Low eVaR Index
STATISTICS
in EUR
Performance
Performance (p.a.)
YTD
Since
Inception
34.5%
8.7%
45.7%
35.0%
133.3%
25.5%
30D
90D
180D
360D
9.8%
12.6%
23.6%
212.1%
61.6%
53.2%
Volatility (p.a.)
15.4%
14.1%
12.6%
10.2%
14.9%
9.6%
High
147.25
147.25
147.25
147.25
147.25
147.25
Low
132.70
126.04
117.91
108.37
132.70
96.74
Sharpe Ratio
13.80
4.37
4.22
3.41
8.91
2.64
Max. Drawdown
-1.7%
-5.8%
-7.0%
-7.0%
-1.7%
VaR 95 \ 99
CVaR 95 \ 99
CURRENCY EXPOSURE
-7.0%
18.2% \ 11.2%
9.7% \ 3.2%
13.9% \ 7.8%
5.7% \ -0.1%
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
CD SP Equity
SGD
SG
COMFORTDELGRO CORP LTD ORD
1.25%
DOX UW Equity
USD
GB
AMDOCS LTD
1.24%
XOM UN Equity
USD
US
EXXON MOBIL CORP
1.18%
SCMN VX Equity
CHF
CH
SWISSCOM AG
1.18%
PPL UN Equity
USD
US
PPL CORP
1.18%
5108 JT Equity
JPY
JP
BRIDGESTONE CORP ORD
1.16%
DST UN Equity
USD
US
DST SYS INC
1.15%
NG/ LN Equity
GBP
GB
NATIONAL GRID PLC
1.15%
DPS UN Equity
USD
US
DR PEPPER SNAPPLE GROUP
1.14%
SCG UN Equity
USD
US
SCANA CORP
1.14%
UNH UN Equity
USD
US
UNITEDHEALTH GROUP INC
1.13%
REL LN Equity
GBP
GB
REED ELSEVIER PLC
1.13%
BAX UN Equity
USD
US
BAXTER INTL.
1.12%
MO UN Equity
USD
US
ALTRIA GROUP INC
1.12%
EIX UN Equity
USD
US
EDISON INTERNATIONAL
1.11%
FACTSHEET - 5.2.2015
Modulor Low eVaR Index
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.