FACTSHEET - Vontobel REITs Low Volatility Total Return

FACTSHEET - 5.2.2015
Vontobel REITs Low Volatility Total Return Index
DESCRIPTION
The Vontobel REITs Low Volatility Index tracks the performance of international real estate investment trusts
(REITs) which have exhibited a particularly low historical volatility. The index contains five REITs from Asia,
Australia, Europe and North America, respectively, and is calculated as a total return index in Euro.
HISTORICAL PERFORMANCE*
CHARACTERISTICS
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000A1CQ8H0 / A1CQ8H
Base Value / Base Date
100 Points / 11.12.2009
VTREIT Index / .VTREIT
Last Price
207.36
Solactive AG
52W High
207.36
Industry / Sector
52W Low
EUR
20
Reinvested (Total Return Index)
Calculation
History
148.65
09:00am to 10:30pm (CET), every 60 seconds
Available daily back to 11.12.2009
FACTSHEET - 5.2.2015
Vontobel REITs Low Volatility Total Return Index
STATISTICS
in EUR
Performance
Performance (p.a.)
YTD
Since
Inception
39.1%
10.8%
140.0%
39.8%
181.8%
8.2%
30D
90D
180D
360D
9.3%
14.1%
21.6%
196.1%
70.8%
48.5%
Volatility (p.a.)
12.3%
10.8%
10.0%
8.2%
11.7%
14.6%
High
207.36
207.36
207.36
207.36
207.36
207.36
Low
189.66
178.50
169.95
149.06
187.23
66.27
Sharpe Ratio
15.95
6.57
4.86
4.82
15.55
0.43
Max. Drawdown
-1.3%
-3.7%
-6.3%
-6.3%
-1.3%
-64.7%
VaR 95 \ 99
26.2% \ 20.6%
-15.8% \ -25.7%
CVaR 95 \ 99
22.8% \ 17.9%
-21.9% \ -30.7%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
778 HK Equity
HKD
SG
FORTUNE REAL ESTATE INVESTMENT TRUST
5.51%
WFD AT Equity
AUD
AU
WESTFIELD CORPORATION
5.42%
IOF AT Equity
AUD
AU
INVESTA OFFICE FUND
5.31%
GPT AT Equity
AUD
AU
GPT GROUP
5.28%
WHA NA Equity
EUR
NL
WERELDHAVE NV
5.24%
COFB BB Equity
EUR
BE
COFINIMMO NV/SA
5.19%
CT SP Equity
SGD
SG
CAPITAMALL TRUST
5.16%
LMP LN Equity
GBP
GB
LONDONMETRIC PROPERTY PLC
5.12%
SGP AT Equity
AUD
AU
STOCKLAND
5.00%
BEFB BB Equity
EUR
BE
BEFIMMO SCA SICAFI
4.99%
405 HK Equity
HKD
HK
YUEXIU REAL ESTATE INVESTMENT TRUST
4.99%
STWD UN Equity
USD
US
STARWOOD PROPERTY TRUST INC
4.94%
AREIT SP Equity
SGD
SG
ASCENDAS REAL ESTATE INV TRT
4.93%
CQR AT Equity
AUD
AU
CHARTER HALL RETAIL REIT
4.84%
SHB LN Equity
GBP
GB
SHAFTESBURY PLC
4.81%
FACTSHEET - 5.2.2015
Vontobel REITs Low Volatility Total Return 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.