FACTSHEET - 04.03.2016 J.P. Morgan Equity Risk Premia – Europe LOW BETA BESCHREIBUNG Europe LOW BETA FACTOR Long Only Index HISTORISCHE WERTENTWICKLUNG* 112 110 108 106 104 102 100 98 96 94 92 Mar-2015 May-2015 Jul-2015 Sep-2015 Nov-2015 Jan-2016 Mar-2016 STAMMDATEN ISIN/WKN Bloomberg / Reuters DE000SLA7JP7 / SLA7JP JPERPLBE Index / .JPERPLBE Basiswert / Basisdatum Aktueller Stand Index Berechner Solactive AG 52W Hoch Index Typ Total Return 52W Tief Index Währung Index Komponenten Dividenden EUR 40 Included (Total Return Index) Berechnung Historie 100.0 Points / 30.01.2015 99.5261 111.60 91.43 08:00am to 10:35pm (CET), every 15 seconds Available daily back to 30.01.2015 FACTSHEET - 04.03.2016 J.P. Morgan Equity Risk Premia – Europe LOW BETA STATISTIKEN EUR Performance Performance (p.a.) 30T 90T 180T 360T lfd. J Seit Auflage 0.5% -6.2% 0.5% -3.8% -5.6% -0.5% 6.6% -22.9% 1.1% -3.8% -27.9% -0.4% 23.1% 19.9% 17.5% 16.8% 21.3% 16.2% Hoch 99.53 106.69 108.70 111.60 105.40 111.60 Tief 91.43 91.43 91.43 91.43 91.43 91.43 0.30 -1.14 0.07 -0.23 -1.31 -0.03 -8.7% -14.3% -15.9% -18.1% -13.5% -18.1% Volatilität (p.a.) Sharpe Ratio Max. Drawdown VaR 95 \ 99 -29.1%\-44.0% -28.4%\-44.0% CVaR 95 \ 99 -37.8%\-57.0% -36.5%\-57.0% WÄHRUNGS EXPOSURE LÄNDER EXPOSURE EUR 51.3% DE 22.8% GBP 25.7% GB 20.0% DKK 8.7% FR 11.4% SEK 5.7% DK 8.7% Others 8.6% Others 37.1% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht TEN IM Equity EUR LU TENARIS SA 2.66% GET FP Equity EUR FR GROUPE EUROTUNNEL SA 2.64% LHA GY Equity EUR DE DEUTSCHE LUFTHANSA ST 2.59% EZJ LN Equity GBP GB EASYJET PLC 2.56% TDC DC Equity DKK DK TDC A/S 2.55% KGF LN Equity GBP GB KINGFISHER PLC 2.54% LUPE SS Equity SEK SE LUNDIN PETROLEUM AB 2.54% RRS LN Equity GBP JE RANDGOLD RESOURCES LTD 2.53% ZAL GY Equity EUR DE ZALANDO SE 2.53% MDC LN Equity GBP GB MEDICLINIC INTERNATIONAL PLC 2.52% SAB LN Equity GBP GB SABMILLER PLC 2.51% DANSKE DC Equity DKK DK DANSKE BANK A/S 2.51% BARN SE Equity CHF CH BARRY CALLEBAUT AG-REG 2.51% REX LN Equity GBP GB REXAM PLC 2.51% FACTSHEET - 04.03.2016 J.P. Morgan Equity Risk Premia – Europe LOW BETA 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.