FACTSHEET - 14.07.2016 US ESG Minimum Variance Index NR

FACTSHEET - 29.09.2016
US ESG Minimum Variance Index NR
DESCRIPTION
PERFORMANCE HISTORIQUE*
200
180
160
140
120
100
Jan-2010
Jan-2011
Jan-2012
Jan-2013
Jan-2014
Jan-2015
Jan-2016
DONNEES CLEFS
ISIN/WKN
Bloomberg / Reuters
Calculateur de l’Indice
Type d’Indice
Monnaie de l’Indice
Composants de l’Indice
Dividendes
DE000SLA1XR7 / SLA1XR
ESGUSMVN Index / .ESGUSMVN
Valeur / Date initiales
Prix actuel
Solactive AG
Maxi 52 semaines
Net Total Return
Mini 52 semaines
USD
79
Net dividends are reinvested (Net Total Return
Index)
Calcul
Données
100 Points / 08.03.2016
200.2662
208.78
174.94
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 NR
STATISTIQUES
USD
Performance
Performance (p.a.)
30J
90J
180J
360J
YTD
Depuis sa
Création
-1.0%
-2.5%
1.9%
7.8%
8.7%
6.4%
-11.1%
-9.8%
3.9%
7.9%
11.8%
11.6%
Volatilité (p.a.)
14.1%
9.8%
9.6%
11.0%
10.8%
9.3%
Maxi
204.35
208.78
208.78
208.78
208.78
208.78
Mini
197.66
197.66
191.52
174.94
174.94
188.27
-0.82
-1.09
0.28
0.58
0.95
1.08
-3.3%
-5.3%
-5.3%
-7.1%
-5.9%
-5.3%
Sharpe Ratio
Max. Drawdown
VaR 95 \ 99
-18.8%\-25.0%
-15.9%\-22.7%
CVaR 95 \ 99
-24.0%\-34.8%
-23.5%\-44.6%
EXPOSITION AU RISQUE DE CHANGE
EXPOSITION AU RISQUE-PAYS
US 98.3%
USD 100.0%
GB 1.1%
IE .6%
PREMIERS COMPOSANTS
Code
Monnaie
Pays
Société
Poids
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 NR
Code
Monnaie
Pays
Société
Poids
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 NR
Code
Monnaie
Pays
Société
Poids
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 NR
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
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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
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