FACTSHEET - 03.03.2016
Ethical Europe Equity Index
DESCRIPTION
The Ethical Europe Equity Index includes companies from Developed Europe which have no major involvement in
Weapons, Gambling, Tobacco and Nuclear. The index contains a maximum of 30 members which are weighted
according to Volatility. Adjustments are conducted quarterly. The index is calculated as a price return index in Euro.
HISTORICAL PERFORMANCE*
220
200
180
160
140
120
100
80
Jan-2000
Jan-2002
Jan-2004
Jan-2006
Jan-2008
Jan-2010
Jan-2012
Jan-2014
Jan-2016
CHARACTERISTICS
ISIN/WKN
DE000SLA5EE6 / SLA5EE
Base Value / Base Date
Bloomberg / Reuters
SOLEEE Index / .SOLEEE
Last Price
182.859
Solactive AG
52W High
222.21
-
52W Low
163.22
Index Calculator
Index Type
Index Currency
EUR
Index Members
30
Dividends
Not included (Price index)
Calculation
History
100 Points / 31.12.1999
08:00am to 10:30pm (CET), every 15 seconds
Available daily back to 31.12.1999
FACTSHEET - 03.03.2016
Ethical Europe Equity Index
STATISTICS
EUR
Performance
Performance (p.a.)
30D
90D
180D
360D
YTD
Since
Inception
0.5%
-8.8%
-5.7%
-13.1%
-7.5%
82.9%
6.1%
-31.3%
-11.3%
-13.3%
-36.2%
3.8%
Volatility (p.a.)
32.2%
26.1%
22.4%
20.9%
28.5%
15.0%
High
182.86
201.45
208.04
222.21
197.59
222.21
Low
163.22
163.22
163.22
163.22
163.22
82.36
0.20
-1.19
-0.50
-0.63
-1.27
0.26
-12.2%
-19.0%
-21.5%
-26.5%
-17.8%
-45.6%
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
-33.2%\-55.9%
-23.1%\-43.2%
CVaR 95 \ 99
-50.4%\-80.0%
-36.1%\-58.2%
CURRENCY EXPOSURE
COUNTRY EXPOSURE
GBP 41.4%
GB 41.4%
EUR 34.7%
CH 11.4%
CHF 11.4%
ES 9.8%
SEK 6.2%
FR 8.8%
Others 6.3%
Others 28.6%
TOP COMPONENTS
Ticker
Currency
Country
Company
Weight
MUV2 GY
EUR
DE
MUENCHENER RUECK
4.69%
NG/ LN
GBP
GB
NATIONAL GRID PLC
4.40%
NXT LN
GBP
GB
NEXT PLC
4.31%
SCMN VX
CHF
CH
SWISSCOM AG
4.14%
SREN VX
CHF
CH
SWISS RE AG
4.09%
LLOY LN
GBP
GB
LLOYDS BANKING GROUP PLC
4.03%
ENG SQ
EUR
ES
ENAGAS SA
3.91%
RMG LN
GBP
GB
ROYAL MAIL PLC
3.45%
SSE LN
GBP
GB
SSE PLC
3.44%
GSK LN
GBP
GB
GLAXOSMITHKLINE PLC
3.38%
TLSN SS
SEK
SE
TELIASONERA AB
3.33%
LGEN LN
GBP
GB
LEGAL & GENERAL GROUP PLC ORD
3.29%
SRG IM
EUR
IT
SNAM SPA
3.25%
TEL NO
NOK
NO
TELENOR ASA
3.25%
FACTSHEET - 03.03.2016
Ethical Europe Equity Index
For more information, please visit 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 indexing@solactive.com | 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.