FACTSHEET - 05.04.2016 J.P. Morgan Equity Risk Premia – Europe VALUE FACTOR BESCHREIBUNG Europe VALUE FACTOR Long Only Index HISTORISCHE WERTENTWICKLUNG* 160 140 120 100 80 60 40 20 Jan-1995 Jan-2000 Jan-2005 Jan-2010 Jan-2015 STAMMDATEN ISIN/WKN Bloomberg / Reuters DE000SLA3JP6 / SLA3JP JPERPLVA Index / .JPERPLVA 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 83.9129 118.79 74.35 08:00am to 10:35pm (CET), every 15 seconds Available daily back to 30.01.2015 FACTSHEET - 05.04.2016 J.P. Morgan Equity Risk Premia – Europe VALUE FACTOR STATISTIKEN 30T 90T 180T 360T lfd. J Seit Auflage -8.4% -6.8% -14.9% -28.5% -10.9% -16.1% -65.7% -24.7% -27.9% -28.8% -35.6% -13.8% 25.5% 36.1% 30.1% 27.9% 35.6% 26.1% Hoch 92.79 92.79 103.27 118.79 94.19 118.79 Tief 83.91 74.35 74.35 74.35 74.35 74.35 Sharpe Ratio -2.57 -0.68 -0.92 -1.03 -1.00 -0.53 -9.6% -18.6% -28.0% -37.4% -21.4% -37.4% EUR Performance Performance (p.a.) Volatilität (p.a.) Max. Drawdown VaR 95 \ 99 -48.4%\-69.3% -47.0%\-67.6% CVaR 95 \ 99 -62.9%\-85.3% -59.9%\-80.0% WÄHRUNGS EXPOSURE LÄNDER EXPOSURE FR 28.6% EUR 85.4% DE 22.7% GBP 8.9% IT 11.1% SEK 2.9% NL 8.7% DKK 2.9% Others 29.0% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht SAN FP Equity EUR FR SANOFI 2.66% MRK GY Equity EUR DE MERCK KGAA 2.64% SHP LN Equity GBP JE SHIRE PLC 2.62% NN NA Equity EUR NL NN GROUP NV 2.60% FNC IM Equity EUR IT FINMECCANICA SPA 2.59% SBRY LN Equity GBP GB J SAINSBURY PLC 2.58% SPD LN Equity GBP GB SPORTS DIRECT INTERNATIONAL 2.57% UPM1V FH Equity EUR FI UPM-KYMMENE OYJ 2.57% CNP FP Equity EUR FR CNP ASSURANCES SA 2.56% RWE GY Equity EUR DE RWE ST 2.55% ERICB SS Equity SEK SE TELEFONAKTIEBOLAGET L M ERICSSON 2.55% BOKA NA Equity EUR NL KONINKLIJKE BOSKALIS WESTMINSTER NV 2.54% IAG SQ Equity EUR ES INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 2.54% EDF FP Equity EUR FR ELECTRICITE DE FRANCE SA 2.54% FACTSHEET - 05.04.2016 J.P. Morgan Equity Risk Premia – Europe VALUE FACTOR 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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