FACTSHEET - Solactive

FACTSHEET - 29.09.2016
US ESG Minimum Variance Index GR
DESCRIPTION
The aim of the index is to deliver the performance of an ESG best-in-class filtered selection of liquid stocks from the
Solactive US Large Cap Index,
HISTORICAL PERFORMANCE*
220
200
180
160
140
120
100
Jan-2010
Jan-2011
Jan-2012
Jan-2013
Jan-2014
Jan-2015
Jan-2016
CHARACTERISTICS
ISIN/WKN
Bloomberg / Reuters
DE000SLA1XS5 / SLA1XS
Base Value / Base Date
100 Points / 08.03.2016
ESGUSMVG Index / .ESGUSMVG
Last Price
212.6572
Index Calculator
Solactive AG
52W High
221.39
Index Type
Total Return
52W Low
Index Currency
USD
Index Members
79
Dividends
All dividends are reinvested (Total Return Index)
Calculation
History
184.32
09:00am to 10:30pm (CET), every 15 seconds
Available daily back to 18.12.2009
FACTSHEET - 29.09.2016
US ESG Minimum Variance Index GR
STATISTICS
USD
Performance
Performance (p.a.)
30D
90D
180D
360D
YTD
Since
Inception
-0.9%
-2.4%
2.4%
8.9%
9.6%
6.9%
-10.3%
-9.2%
4.9%
9.0%
13.0%
12.7%
Volatility (p.a.)
14.1%
9.8%
9.6%
11.0%
10.8%
9.3%
High
216.86
221.39
221.39
221.39
221.39
221.39
Low
209.82
209.82
202.47
184.32
184.32
198.85
-0.76
-1.03
0.38
0.68
1.06
1.20
-3.2%
-5.2%
-5.2%
-6.9%
-5.9%
-5.2%
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
-18.7%\-25.0%
-15.9%\-22.4%
CVaR 95 \ 99
-24.0%\-34.8%
-23.4%\-44.5%
Composition by Currencies
Composition by Countries
US 98.3%
USD 100.0%
GB 1.1%
IE .6%
TOP COMPONENTS AS OF
Ticker
Currency
Country
Company
Weight
UPS UN Equity
USD
US
UNITED PARCEL SERVICE-CL B
4.15%
WM UN Equity
USD
US
WASTE MANAGEMENT INC
3.79%
SO UN Equity
USD
US
SOUTHERN COMPANY THE
3.20%
UNH UN Equity
USD
US
UNITEDHEALTH GROUP INC
2.88%
MMM UN Equity
USD
US
3M COMPANY
2.80%
CLX UN Equity
USD
US
CLOROX COMPANY
2.72%
ALL UN Equity
USD
US
ALLSTATE CORP
2.71%
PG UN Equity
USD
US
PROCTER & GAMBLE CO
2.66%
CME UW Equity
USD
US
CME GROUP
2.61%
CMCSA UW Equity
USD
US
COMCAST CORP-CLASS A
2.51%
HCA UN Equity
USD
US
HCA HOLDINGS INC
2.46%
SYY UN Equity
USD
US
SYSCO CORP
2.41%
DIS UN Equity
USD
US
WALT DISNEY CO/THE
2.39%
T UN Equity
USD
US
AT&T
2.23%
XOM UN Equity
USD
US
EXXON MOBIL CORP
2.16%
CCI UN Equity
USD
US
CROWN CASTLE INTERNATIONAL CORP
2.14%
AZO UN Equity
USD
US
AUTOZONE INC
2.05%
FACTSHEET - 29.09.2016
US ESG Minimum Variance Index GR
Ticker
Currency
Country
Company
Weight
MCD UN Equity
USD
GOOG UW Equity
USD
US
MCDONALDS CORP
2.01%
US
ALPHABET INC C-SHARES
2.00%
BCR UN Equity
USD
US
C.R. BARD INC
1.99%
MSI UN Equity
USD
US
MOTOROLA SOLUTIONS INC
1.97%
ED UN Equity
USD
US
CONSOLIDATED EDISON INC
1.94%
EIX UN Equity
USD
US
EDISON INTERNATIONAL
1.93%
MO UN Equity
USD
US
ALTRIA GROUP INC
1.86%
PCG UN Equity
USD
US
P G & E CORP
1.67%
PEP UN Equity
USD
US
PEPSICO INC
1.67%
WFM UW Equity
USD
US
WHOLE FOODS MARKET INC
1.62%
EQT UN Equity
USD
US
EQT CORP
1.53%
EQIX UW Equity
USD
US
EQUINIX INC
1.52%
ECL UN Equity
USD
US
ECOLAB INC
1.42%
NEM UN Equity
USD
US
NEWMONT MINING CORP
1.40%
GOOGL UW Equity
USD
US
ALPHABET INC A-SHARES
1.39%
BDX UN Equity
USD
US
BECTON DICKINSON AND CO
1.35%
DD UN Equity
USD
US
DU PONT (E.I.) DE NEMOURS
1.32%
HAS UW Equity
USD
US
HASBRO INC
1.30%
KO UN Equity
USD
US
COCA-COLA CO/THE
1.26%
ETR UN Equity
USD
US
ENTERGY CORP
1.23%
ES UN Equity
USD
US
EVERSOURCE ENERGY
1.22%
DGX UN Equity
USD
US
QUEST DIAGNOSTICS INC
1.18%
TWX UN Equity
USD
US
TIME WARNER INC
1.18%
UTX UN Equity
USD
US
UNITED TECHNOLOGIES CORP
1.15%
NLSN UN Equity
USD
GB
NIELSEN HOLDINGS PLC
1.15%
ABBV UN Equity
USD
US
ABBVIE INC
1.05%
DHR UN Equity
USD
US
DANAHER CORP
1.00%
LLY UN Equity
USD
US
ELI LILLY & CO
0.95%
HD UN Equity
USD
US
HOME DEPOT INC
0.88%
ZTS UN Equity
USD
US
ZOETIS INC
0.87%
AXP UN Equity
USD
US
AMERICAN EXPRESS CO
0.85%
HCP UN Equity
USD
US
HCP INC
0.75%
D UN Equity
USD
US
DOMINION RESOURCES INC
0.70%
GWW UN Equity
USD
US
WW GRAINGER INC
0.63%
AEP UN Equity
USD
US
AMERICAN ELECTRIC POWER
0.62%
DOW UN Equity
USD
US
DOW CHEMICAL
0.58%
MDT UN Equity
USD
IE
MEDTRONIC PLC
0.55%
KLAC UW Equity
USD
US
KLA-TENCOR CORPORATION
0.54%
DPS UN Equity
USD
US
DR PEPPER SNAPPLE GROUP I
0.51%
AMZN UW Equity
USD
US
AMAZON.COM INC
0.50%
GE UN Equity
USD
US
GENERAL ELECTRIC CO
0.49%
FACTSHEET - 29.09.2016
US ESG Minimum Variance Index GR
Ticker
Currency
Country
Company
Weight
VTR UN Equity
USD
US
VENTAS INC
0.49%
VZ UN Equity
USD
US
VERIZON
0.43%
PFE UN Equity
USD
US
PFIZER INC
0.39%
XEL UN Equity
USD
US
XCEL ENERGY INC
0.33%
TMUS UW Equity
USD
US
T-MOBILE US INC
0.28%
EL UN Equity
USD
US
ESTEE LAUDER COMPANIES INC
0.28%
CMS UN Equity
USD
US
CMS ENERGY CORP
0.27%
DVA UN Equity
USD
US
DAVITA INC
0.25%
AWK UN Equity
USD
US
AMERICAN WATER WORKS CO INC
0.21%
CL UN Equity
USD
US
COLGATE-PALMOLIVE CO
0.18%
OXY UN Equity
USD
US
OCCIDENTAL PETROLEUM CORP
0.18%
HCN UN Equity
USD
US
WELLTOWER INC
0.17%
CRM UN Equity
USD
US
SALESFORCE.COM INC
0.17%
QCOM UW Equity
USD
US
QUALCOMM INC
0.15%
COST UW Equity
USD
US
COSTCO WHOLESALE CORP
0.14%
SRE UN Equity
USD
US
SEMPRA ENERGY
0.12%
CVS UN Equity
USD
US
CVS HEALTH CORP
0.12%
KR UN Equity
USD
US
KROGER CO
0.09%
MJN UN Equity
USD
US
MEAD JOHNSON NUTRITION CO
0.08%
EXC UN Equity
USD
US
EXELON CORP
0.07%
SBUX UW Equity
USD
US
STARBUCKS CORP
0.01%
FACTSHEET - 29.09.2016
US ESG Minimum Variance Index GR
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 [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.