FACTSHEET - 01.03.2016 Global Megatrends Index BESCHREIBUNG Megatrends are global equity themes that define our future in the context of a global transforming world. The 10 megatrends selected for this index are obesity & wellness, climate change, food security, longevity, millennials, education, safety, energy efficiency, waste and water. The index provides exposure to those identified megatrends by selecting high dividend yielding and low volatility stocks out of a selection of 30 industry sectors which were deemed the most likely to be positively impacted by them. The index is rebalanced quarterly and includes constraints on the number of constituents per industry sector. The 30 industry sectors are fixed. HISTORISCHE WERTENTWICKLUNG* 200 180 160 140 120 100 80 Jan-2009 Jan-2010 Jan-2011 Jan-2012 Jan-2013 Jan-2014 Jan-2015 Jan-2016 STAMMDATEN ISIN/WKN Bloomberg / Reuters DE000SLA1F56 / SLA1F5 MTRENDS Index / .MTRENDS Basiswert / Basisdatum Aktueller Stand Index Berechner Solactive AG 52W Hoch Index Typ Price Return 52W Tief Index Währung Index Komponenten Dividenden EUR 50 Excluded (Price Return Index) Berechnung Historie 100 Points / 07.03.2008 172.1 201.21 158.77 08:30am to 10:50pm (CET), every 15 seconds Available daily back to 07.03.2008 FACTSHEET - 01.03.2016 Global Megatrends Index STATISTIKEN 30T 90T 180T 360T lfd. J Seit Auflage -0.2% -6.3% 0.8% -10.4% -2.2% 72.1% Performance (p.a.) -2.0% -23.1% 1.6% -10.6% -12.5% 7.0% Volatilität (p.a.) 20.3% 20.2% 18.2% 17.6% 20.0% 14.9% Hoch 172.45 183.63 186.46 201.21 175.98 201.21 Tief 158.77 158.77 158.77 158.77 158.77 72.70 -0.08 -1.14 0.09 -0.60 -0.62 0.47 -7.9% -14.9% -14.9% -21.1% -10.2% -32.5% EUR Performance Sharpe Ratio Max. Drawdown VaR 95 \ 99 -27.6%\-45.1% -21.2%\-46.8% CVaR 95 \ 99 -43.1%\-75.1% -36.5%\-62.9% WÄHRUNGS EXPOSURE LÄNDER EXPOSURE USD 47.0% US 45.1% GBP 14.7% GB 14.7% EUR 10.8% CA 7.5% CAD 7.5% AU 7.4% Others 20.0% Others 25.3% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht CNL UN Equity USD US CLECO CORPORATION 4.57% 2 HK Equity HKD HK CLP HOLDINGS LTD 3.38% H CT Equity CAD CA HYDRO ONE LTD 3.24% ED UN Equity USD US CONSOLIDATED EDISON INC 2.67% D UN Equity USD US DOMINION RESOURCES INC 2.65% SO UN Equity USD US SOUTHERN COMPANY THE 2.64% XEL UN Equity USD US XCEL ENERGY INC 2.62% LNT UN Equity USD US ALLIANT ENERGY CORP 2.55% AEP UN Equity USD US AMERICAN ELECTRIC POWER 2.48% PNW UN Equity USD US PINNACLE WEST CAPITAL CORP 2.47% EMA CT Equity CAD CA EMERA INC COM 2.44% DUK UN Equity USD US DUKE ENERGY CORP 2.42% WES AT Equity AUD AU WESFARMERS LTD 2.36% DTE UN Equity USD US DTE ENERGY CO 2.34% FACTSHEET - 01.03.2016 Global Megatrends 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.