Deutschland Ethik 30 Aktienindex TR - Solactive

INDEX REPORTING
2014-11-21
Deutschland Ethik 30 Aktienindex TR
SHORT DESCRIPTION
Der Deutschland Ethik 30 Aktienindex ist ein Index der Rhein-Asset Management (LUX) S.A. und wird von der
Solactive AG berechnet und verteilt. Er bildet die Kursentwicklung deutscher Unternehmen ab, deren
Geschäftsmodell und Unternehmensführung im Einklang mit sozialen, ökologischen und christlich-ethischen
Wertvorstellungen stehen.
Der Ethikrat hat die Möglichkeit die Gewichtung zum Anpassungstag um 10% negativ oder positiv anzupassen. Die
Umgewichtung wurde 2014 wie folgt durchgeführt:
+10% Gewichtung = Allianz, SAP, Linde, Infineon, Drägerwerk, Lanxess
-10% Gewichtung = Daimler, Deutsche Telekom, BMW, Volkswagen, Fraport, Lufthansa
HISTORICAL PERFORMANCE*
BASIC DATA
ISIN / WKN
Bloomberg / Reuters
Index Calculator
Index Type
Index Currency
Index Members
Dividends
DE000SLA9ET6 / SLA9ET
DETHIK30 Index / .DETHIK30
Base Value / Base Date
Current Price
Solactive AG
52W High
Equity
52W Low
EUR
30
Calculation
History
100 Point / 31.12.2013
211.8
224.59
185.76
08:00am to 06:00pm (CET), every 15 seconds
Available daily back to 31.12.2013
Included (Performance Index)
* 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.
INDEX REPORTING
Deutschland Ethik 30 Aktienindex TR
2014-11-21
STATISTICS
in EUR
90D
180D
360D
YTD
Since
Inception
8.9%
2.9%
-2.7%
2.5%
1.2%
111.8%
181.1%
12.0%
-5.4%
2.5%
1.3%
16.4%
30D
Performance
Performance (p.a.)
Volatility (p.a.)
16.3%
17.2%
16.0%
15.7%
16.0%
21.0%
High
211.80
213.15
224.59
224.59
224.59
224.59
Low
192.98
185.76
185.76
185.76
185.76
95.08
11.11
0.69
-0.35
0.14
0.07
0.74
Sharpe Ratio
Max. Drawdown
-1.9%
-12.9%
-17.3%
-17.3%
-17.3%
-32.7%
VaR 95 \ 99
154.3% \ 143.2%
-16.2% \ -27.9%
-31.7% \ -42.6%
-23.3% \ -34.0%
-24.9% \ -35.8%
-18.0% \ -32.3%
CVaR 95 \ 99
147.5% \ 137.7%
-23.4% \ -33.8%
-38.4% \ -48.1%
-29.9% \ -39.3%
-31.6% \ -41.2%
-26.8% \ -39.4%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
SIE GY Equity
EUR
DE
SIEMENS
9.04%
DAI GY Equity
EUR
DE
DAIMLER
7.52%
SAP GY Equity
EUR
DE
SAP SE
7.50%
BAS GY Equity
EUR
DE
BASF
7.38%
ALV GY Equity
EUR
DE
ALLIANZ
6.75%
BMW GY Equity
EUR
DE
BMW ST
5.76%
MEO GY Equity
EUR
DE
METRO ST
5.37%
HNR1 GY Equity
EUR
DE
HANNOVER RÜCK
5.33%
SY1 GY Equity
EUR
DE
SYMRISE
3.93%
LHA GY Equity
EUR
DE
DEUTSCHE LUFTHANSA ST
3.84%
CON GY Equity
EUR
DE
CONTINENTAL
3.54%
VOW3 GY Equity
EUR
DE
VOLKSWAGEN VZ
3.45%
DPW GY Equity
EUR
DE
DEUTSCHE POST
3.29%
LIN GY Equity
EUR
DE
LINDE
2.99%
MUV2 GY Equity
EUR
DE
MÜNCHENER RÜCK
2.99%
FRA GY Equity
EUR
DE
FRAPORT
2.83%
HOT GY Equity
EUR
DE
HOCHTIEF
2.60%
OSR GY Equity
EUR
DE
OSRAM LICHT AG
2.17%
HEN3 GY Equity
EUR
DE
HENKEL KGAA VZ
1.58%
KRN GY Equity
EUR
DE
KRONES
1.49%
ARL GY Equity
EUR
DE
AAREAL BANK
1.22%
INDEX REPORTING
Deutschland Ethik 30 Aktienindex TR
2014-11-21
Ticker
Currency
Country
Company
Weight
NDA GY Equity
EUR
DE
AURUBIS
1.20%
NDX1 GY Equity
EUR
DE
NORDEX
1.14%
DRW3 GY Equity
EUR
DE
DRAEGERWERK VZ
1.12%
ZIL2 GY Equity
EUR
DE
ELRING KLINGER
1.10%
VOS GY Equity
EUR
DE
VOSSLOH
1.08%
PAH3 GY Equity
EUR
DE
PORSCHE VZ
1.03%
S92 GY Equity
EUR
DE
SMA SOLAR
0.93%
IFX GY Equity
EUR
DE
INFINEON
0.93%
AIXA GY Equity
EUR
DE
AIXTRON
0.92%
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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
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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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