Factsheet - Solactive

FACTSHEET - 01.03.2016
Modulor Low eVaR Index
BESCHREIBUNG
Der Index besteht aus einem reinen Aktienportfolio mit dem Fokus auf Stabilität und besonders niedrigem Risiko.
Zunächst wird das globale Universum mit einem Multifaktormodell, bestehend aus den Komponenten Bewertung,
Qualität und Momentum, auf das beste Quintil eingeschränkt. In diesem Teiluniversum werden die Aktien mit dem
niedrigsten extreme Value at Risk (eVaR)-Werten" selektiert. Diese Titel weisen in der Historie ein besonders
niedriges extremes Verlustrisiko aus. Das Fondsmanagement selektiert abschließend etwa 100 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*
160
150
140
130
120
110
100
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
DE000SLA1MR0 / SLA1MR
MODEVAR Index / .MODEVAR
Solactive AG
Equity
EUR
100
Included (Total Return Index)
Basiswert / Basisdatum
Aktueller Stand
52W Hoch
52W Tief
Berechnung
Historie
100 Points / 10.06.2013
148.353
161.50
134.73
09:00am to 10:30pm (CET), every 15 seconds
Available daily back to 10.06.2013
FACTSHEET - 01.03.2016
Modulor Low eVaR Index
STATISTIKEN
EUR
Performance
Performance (p.a.)
30T
90T
180T
360T
lfd. J
Seit
Auflage
0.3%
-5.6%
3.9%
-3.0%
-1.9%
48.4%
3.5%
-20.9%
8.0%
-3.1%
-11.0%
15.6%
Volatilität (p.a.)
19.6%
19.6%
17.7%
18.1%
20.3%
13.2%
Hoch
148.35
157.17
157.42
161.50
151.28
161.50
Tief
135.44
135.44
135.44
134.73
135.44
96.74
0.20
-1.05
0.46
-0.17
-0.54
1.18
-8.5%
-14.0%
-14.0%
-16.6%
-10.9%
-16.6%
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
-30.7%\-50.7%
-20.3%\-35.7%
CVaR 95 \ 99
-44.1%\-72.1%
-32.1%\-51.2%
WÄHRUNGS EXPOSURE
LÄNDER EXPOSURE
USD 47.0%
US 44.7%
EUR 24.4%
GB 9.8%
GBP 9.8%
FR 5.3%
JPY 4.8%
JP 4.8%
Others 14.0%
Others 35.5%
TOP KOMPONENTEN
Ticker
Währung
Land
Firma
Gewicht
AZO UN Equity
USD
US
AUTOZONE INC
1.40%
COLR BB Equity
EUR
BE
ETABLISSEMENTEN FR COLRUYT NV
1.39%
TRN IM Equity
EUR
IT
TERNA SPA
1.37%
MO UN Equity
USD
US
ALTRIA GROUP INC
1.36%
CA UW Equity
USD
US
CA INC
1.34%
IMB LN Equity
GBP
GB
IMPERIAL BRANDS PLC
1.34%
HRL UN Equity
USD
US
HORMEL FOODS CORP
1.34%
T UN Equity
USD
US
AT&T
1.33%
MCD UN Equity
USD
US
MCDONALDS CORP
1.32%
JNJ UN Equity
USD
US
JOHNSON & JOHNSON
1.32%
ST SP Equity
SGD
SG
SINGAPORE TELECOM LTD
1.32%
HON UN Equity
USD
US
HONEYWELL
1.31%
NVR UN Equity
USD
US
NVR INC
1.30%
OMC UN Equity
USD
US
OMNICOM GROUP
1.30%
FACTSHEET - 01.03.2016
Modulor Low eVaR 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.

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