FACTSHEET - 06.01.2017 J.P. Morgan ERP Dividend Yield Short Index BESCHREIBUNG HISTORISCHE WERTENTWICKLUNG* 115 110 105 100 95 90 85 Sep-2014 Jan-2015 May-2015 Sep-2015 Jan-2016 May-2016 Sep-2016 Jan-2017 STAMMDATEN ISIN/WKN Bloomberg / Reuters DE000SLA0TA3 / SLA0TA JPLSDYES Index / .JPLSDYES Basiswert / Basisdatum Aktueller Stand Index Berechner Solactive AG 52W Hoch Index Typ Price Return 52W Tief Index Währung Index Komponenten Dividenden EUR 40 Excluded (Price Return) Berechnung Historie 100 Points / 30.06.2014 114.3249 114.32 84.60 08:00am to 10:00pm (CET), every 15 seconds Available daily back to 30.06.2014 FACTSHEET - 06.01.2017 J.P. Morgan ERP Dividend Yield Short Index STATISTIKEN 30T 90T 180T 360T lfd. J Seit Auflage 4.8% 12.2% 20.3% 18.2% 2.5% 14.3% 77.4% 59.3% 45.5% 18.5% 355.0% 5.5% 9.0% 12.0% 12.9% 20.9% 9.2% 19.8% Hoch 114.32 114.32 114.32 114.32 114.32 115.52 Tief 109.07 100.71 97.57 84.60 112.76 84.60 8.61 4.96 3.53 0.89 38.57 0.28 -0.6% -4.2% -4.2% -12.9% -0.2% -26.8% EUR Performance Performance (p.a.) Volatilität (p.a.) Sharpe Ratio Max. Drawdown VaR 95 \ 99 CVaR 95 \ 99 WÄHRUNGS EXPOSURE -30.3%\-78.4% -32.7%\-50.3% -53.8%\-100.3% -47.6%\-77.8% LÄNDER EXPOSURE EUR 62.7% DE 17.6% GBP 19.7% GB 14.8% DKK 10.1% NL 12.8% NOK 2.5% FR 12.4% Others 4.9% Others 42.6% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht FCA IM Equity EUR NL FIAT CHRYSLER AUTOMOBILES NV 2.79% GEN DC Equity DKK DK GENMAB A/S 2.70% BKIR ID Equity EUR IE GOVERNOR & CO OF THE BANK OF IRELAND/THE 2.65% CBK GY Equity EUR DE COMMERZBANK 2.64% DBK GY Equity EUR DE DEUTSCHE BANK 2.59% EXO IM Equity EUR NL EXOR NV 2.58% BARC LN Equity GBP GB BARCLAYS PLC 2.55% STAN LN Equity GBP GB STANDARD CHARTERED PLC 2.54% SCHA NO Equity NOK NO SCHIBSTED ASA - A SHARES 2.53% MT NA Equity EUR LU ARCELORMITTAL 2.53% GLEN LN Equity GBP JE GLENCORE PLC 2.52% DSV DC Equity DKK DK DSV A/S 2.51% AM FP Equity EUR FR DASSAULT AVIATION SA ORD 2.51% DWNI GY Equity EUR DE DEUTSCHE WOHNEN 2.51% FACTSHEET - 06.01.2017 J.P. Morgan ERP Dividend Yield Short Index Realtime Preise, einen Index Guide sowie weitere Informationen finden Sie auf 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 exclusively by Solactive AG, Guiollettstr. 54, D-60325 Frankfurt am Main, E-Mail [email protected] | Disclaimer: The financial instrument is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by Solactive AG. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards the Issuer, Solactive AG has no obligation to point out errors in the Index to third parties including but not limited to investors and/or financial intermediaries of the financial instrument. Neither publication of the Index by Solactive AG nor the licensing of the Index or Index trade mark for the purpose of use in connection with the financial instrument constitutes a recommendation by Solactive AG to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of Solactive AG with regard to any investment in this financial instrument. 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.