FACTSHEET - 21.04.2016 CMG Long Short Index BESCHREIBUNG The CMG Long Short Strategy is designed to provide relative outperformance of the S&P 500 Index through complete market cycles. The CMG model is comprised of individual composites based on GICS Industry Groups which are then combined into an overall cap-weighted composite to determine the current state of the U.S. large cap equity market. This market breadth composite is used to determine portfolio allocations between long equity and short equity positions. When the model generates a long signal, the strategy allocates 100% of the portfolio to the equity market. When the model generates a short signal, the strategy allocates 100% of the portfolio to an inverse equity instrument. The program invests in the market through large cap ETF investments. HISTORISCHE WERTENTWICKLUNG* 2,500 2,000 1,500 1,000 500 0 Jan-1995 Jan-2000 Jan-2005 Jan-2010 Jan-2015 STAMMDATEN ISIN/WKN Bloomberg / Reuters DE000SLA1NS6 / SLA1NS CMGLS Index / .CMGLS Basiswert / Basisdatum 2311.61 2686.12 Index Berechner Solactive AG 52W Hoch Index Typ Equity Index 52W Tief Index Währung Index Komponenten Dividenden USD 2 included 100 Points / 01.03.1992 Aktueller Stand Berechnung Historie 2302.39 08:30am to 10:50pm (CET), every 15 seconds Available daily back to 01.03.1992 FACTSHEET - 21.04.2016 CMG Long Short Index STATISTIKEN 30T 90T 180T 360T lfd. J Seit Auflage -2.3% -10.0% -3.3% -8.1% -3.9% 2238.3% -24.6% -34.8% -6.5% -8.2% -12.1% 13.9% 9.2% 15.6% 16.1% 16.6% 17.1% 18.5% Hoch 2380.75 2665.38 2665.38 2686.12 2665.38 2686.12 Tief 2302.39 2302.39 2302.39 2302.39 2302.39 94.78 -2.71 -2.28 -0.46 -0.57 -0.78 0.69 -3.3% -13.6% -13.6% -14.3% -13.6% -26.5% USD Performance Performance (p.a.) Volatilität (p.a.) Sharpe Ratio Max. Drawdown VaR 95 \ 99 -28.5%\-40.8% -28.0%\-56.6% CVaR 95 \ 99 -36.9%\-51.5% -44.7%\-76.9% WÄHRUNGS EXPOSURE LÄNDER EXPOSURE USD 100.0% US 100.0% TOP KOMPONENTEN Ticker Währung Land Firma Gewicht CMGLSSH Index USD US CMG LS SH 100.00% CMGLSSPY Index USD US CMG LS SPY 0.00% FACTSHEET - 21.04.2016 CMG Long Short 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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