FACTSHEET - Solactive Brazil Financials Index 13.2.2015
FACTSHEET - 13.2.2015 Solactive Brazil Financials Index DESCRIPTION The Solactive Brazil Financials Index tracks the price movements in shares of at least 20 and at most 40 Brazilian companies or companies focused on Brazil whose main business operations are in the financial sector. The index is calculated as a total return index in USD and adjusted semi-annually. HISTORICAL PERFORMANCE* CHARACTERISTICS ISIN / WKN DE000A1DKPW1 / A1DKPW Base Value / Base Date Bloomberg / Reuters SOLBZLX Index / .SOLBZLX Last Price 77.88 Solactive AG 52W High 121.05 Industry / Sector 52W Low Index Calculator Index Type Index Currency Index Members Dividends USD 28 Reinvested (Total Return Index) Calculation History 100 Points / 31.05.2010 73.08 09:00am to 10:30pm (CET), every 60 seconds Available daily back to 31.05.2010 FACTSHEET - 13.2.2015 Solactive Brazil Financials Index STATISTICS in USD Performance Performance (p.a.) Volatility (p.a.) 30D 90D 180D 360D YTD Since Inception -4.7% -9.1% -28.1% -4.9% -7.0% 26.0% -44.4% -31.7% -48.4% -5.0% -45.2% 3.0% 38.5% 37.9% 40.4% 32.3% 37.0% 35.0% High 86.20 97.33 121.05 121.05 86.20 144.05 Low 73.08 73.08 73.08 73.08 73.08 26.98 Sharpe Ratio -1.15 -0.84 -1.20 -0.16 -1.22 0.04 -15.2% -24.9% -39.6% -39.6% -15.2% Max. Drawdown -64.7% VaR 95 \ 99 -58.0% \ -80.0% -54.6% \ -78.5% CVaR 95 \ 99 -71.5% \ -91.0% -69.2% \ -90.4% CURRENCY EXPOSURE COUNTRY EXPOSURE TOP COMPONENTS Ticker Currency Country Company Weight BBD UN Equity USD US BANCO BRADESCO-ADR 10.55% BSBR UN Equity USD US BANCO SANTANDER BRASIL-ADS 10.55% ITUB UN Equity USD US ITAU UNIBANCO HLDNG-PREF ADR 10.46% CTIP3 BS Equity BRL BR CETIP SA - BALCAO ORGANIZADO DE ATIVOS E 5.27% CIEL3 BS Equity BRL BR CIELO SA 5.08% BBAS3 BS Equity BRL BR BANCO DO BRASIL S.A. 4.75% BBSE3 BS Equity BRL BR BB SEGURIDADE PARTICIPACOES 4.72% BVMF3 BS Equity BRL BR BM&FBOVESPA SA 4.68% BBTG11 BS Equity BRL BR GRUPO BTG PACTUAL 4.62% BRML3 BS Equity BRL BR BR MALLS PARTICIPACOES SA 4.59% QUAL3 BS Equity BRL BR QUALICORP SA 4.57% MULT3 BS Equity BRL BR MULTIPLAN EMPREENDIMENTOS 4.57% SULA11 BS Equity BRL BR SUL AMERICA SA 4.34% PSSA3 BS Equity BRL BR PORTO SEGURO SA 3.06% CYRE3 BS Equity BRL BR CYRELA BRAZIL REALTY SA EMPREE 2.97% FACTSHEET - 13.2.2015 Solactive Brazil Financials 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 [email protected] | 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.
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