FACTSHEET - 01.03.2016 Modulor Low Risk Index BESCHREIBUNG Der Index besteht aus einem reinen Aktienportfolio mit dem Fokus auf Bewertung und Risikodiversifikation. Zunächst wird das globale Universum mit einem Filter auf risikoarme Titel beschränkt. In diesem Teiluniversum wird ein Multifaktormodell, bestehend aus den Komponenten Bewertung, Qualität und Momentum, für ein Ranking der Aktien innerhalb des Sektors herangezogen. Das Fondsmanagement selektiert abschließend etwa 50 dieser Kandidaten unter Berücksichtigung zusätzlicher Kennzahlen und externer Scoringmodelle. Die Allokation ergibt sich aus der Attraktivität der verschiedenen Sektoren und Regionen gemäß einem Bewertungs- und Momentummodell. Die finale Gewichtung der Einzeltitel basiert auf ihrem Beitrag zum Rendite/ Risikoverhältnis. HISTORISCHE WERTENTWICKLUNG* 180 170 160 150 140 130 120 110 100 Jan-2013 May-2013 Sep-2013 Jan-2014 May-2014 Sep-2014 Jan-2015 May-2015 Sep-2015 Jan-2016 STAMMDATEN ISIN/WKN Bloomberg / Reuters Index Berechner Index Typ Index Währung Index Komponenten Dividenden DE000SLA1MD0 / SLA1MD MODLR Index / .MODLR Solactive AG Equity EUR 50 Included (Total Return Index) Basiswert / Basisdatum Aktueller Stand 52W Hoch 52W Tief Berechnung Historie 100 Points / 31.12.2012 163.6729 180.73 148.99 09:00am to 10:30pm (CET), every 15 seconds Available daily back to 31.12.2012 FACTSHEET - 01.03.2016 Modulor Low Risk Index STATISTIKEN EUR Performance Performance (p.a.) 30T 90T 180T 360T lfd. J Seit Auflage 0.1% -6.6% 2.3% -4.3% -2.9% 63.7% 0.9% -24.1% 4.7% -4.4% -16.2% 16.8% Volatilität (p.a.) 19.8% 19.9% 18.2% 18.5% 20.7% 13.4% Hoch 163.83 175.20 175.75 180.73 168.56 180.73 Tief 148.99 148.99 148.99 148.99 148.99 99.96 0.06 -1.20 0.27 -0.23 -0.78 1.26 -9.1% -15.2% -15.2% -17.6% -11.8% -17.6% Sharpe Ratio Max. Drawdown VaR 95 \ 99 -31.2%\-50.8% -21.4%\-36.8% CVaR 95 \ 99 -45.0%\-74.8% -32.0%\-50.8% WÄHRUNGS EXPOSURE LÄNDER EXPOSURE USD 40.5% US 38.6% EUR 26.0% JP 10.1% JPY 10.1% GB 8.9% GBP 8.9% DE 7.3% Others 14.5% Others 35.0% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht TRN IM Equity EUR IT TERNA SPA 3.24% MO UN Equity USD US ALTRIA GROUP INC 2.93% WKL NA Equity EUR NL WOLTERS KLUWER NV 2.89% PFE UN Equity USD US PFIZER INC 2.84% 9432 JT Equity JPY JP NIPPON TELEGRAPH & TELEPHONE ORD 2.58% GD UN Equity USD US GENERAL DYNAMICS 2.57% 8028 JT Equity JPY JP FAMILYMART CO LTD ORD 2.57% DG FP Equity EUR FR VINCI SA 2.52% ALV GY Equity EUR DE ALLIANZ 2.50% IMB LN Equity GBP GB IMPERIAL BRANDS PLC 2.50% 9021 JT Equity JPY JP WEST JAPAN RAILWAY CO 2.48% VLO UN Equity USD US VALERO ENERGY 2.32% BILL SS Equity SEK SE BILLERUDKORSNAS 2.29% ANTM UN Equity USD US ANTHEM INC 2.22% FACTSHEET - 01.03.2016 Modulor Low Risk 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 exclusivley 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.