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 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.
© Copyright 2018