Solactive Debt/Equity-Ratio Index
Transcription
Solactive Debt/Equity-Ratio Index
INDEX REPORTING 2014-10-14 Solactive Debt/Equity-Ratio Index SHORT DESCRIPTION The Solactive Debt/Equity-Ratio Index includes the 10 companies with the lowest debt/equity ratio out of the 100 largest companies globally with a maximum of two companies per sector. The index is calculated as a total return index in USD. HISTORICAL PERFORMANCE* BASIC DATA ISIN / WKN Bloomberg / Reuters Index Calculator Index Type Index Currency Index Members Dividends DE000SLA5DE8 / SLA5DE SOLDE Index / .SOLDE Base Value / Base Date 100 Points / 16.08.2011 Current Price 150.05 Solactive AG 52W High 161.98 Strategy 52W Low USD 10 Calculation History 138.08 09:00am to 10:30pm (CET), every 15 seconds Available daily back to 16.08.2011 Reinvested (Total Return index) * 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. INDEX REPORTING Solactive Debt/Equity-Ratio Index 2014-10-14 STATISTICS in USD 90D 180D 360D YTD Since Inception -6.3% -6.2% -1.6% 5.5% -2.0% 50.1% -52.3% -23.0% -3.2% 5.6% -2.6% 13.7% 30D Performance Performance (p.a.) Volatility (p.a.) 12.8% 11.0% 9.1% 9.7% 9.9% 13.4% High 160.57 161.98 161.98 161.98 161.98 161.98 Low 150.05 150.05 150.05 141.33 142.09 90.69 -4.11 -2.12 -0.39 0.54 -0.29 1.00 Sharpe Ratio Max. Drawdown -6.6% -7.4% -7.4% -7.4% -7.4% -10.9% VaR 95 \ 99 -73.4% \ -82.1% -41.1% \ -48.6% -18.2% \ -24.3% -10.3% \ -16.9% -18.8% \ -25.6% -8.3% \ -17.4% CVaR 95 \ 99 -78.7% \ -86.4% -45.7% \ -52.3% -21.9% \ -27.4% -14.3% \ -20.1% -23.0% \ -28.9% -13.9% \ -21.9% CURRENCY EXPOSURE COUNTRY EXPOSURE TOP COMPONENTS Ticker Currency Country Company Weight 941 HK Equity HKD HK CHINA MOBILE LTD 12.21% FB UW Equity USD US FACEBOOK INC 11.38% NOVOB DC Equity DKK DK NOVO NORDISK A/S 10.27% V UN Equity USD US VISA INC-CLASS A SHARES 9.76% ABEV3 BS Equity BRL BR AMBEV SA 9.64% QCOM UW Equity USD US QUALCOMM INC 9.62% OR FP Equity EUR FR L OREAL SA 9.49% XOM UN Equity USD US EXXON MOBIL CORP 9.37% ITX SQ Equity EUR ES INDITEX SA 9.31% CVX UN Equity USD US CHEVRON CORP 8.96% Free realtime prices index guide and further information available on www.solactive.com This info service is offered exclusivley by Solactive AG, Bettinastr. 30, D-60325 Frankfurt am Main, E-Mail indexing@solactive.com| Disclaimer: All our activities as an aquisition agent and investment adviser (in accordance with § 1 Article 1a No. 1, 1a and 2 of the German Banking Act / KWG) in the capacity of a "contractbound agent" are subject to the liability of Exclusive Private Finance GmbH, Gaisbergstrasse 40, 69115 Heidelberg, Germany (§ 2 Article 10 German Banking Act / KWG). 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.