INDEX REPORTING 2014-11-18 Modulor Deep Value Index KURZBESCHREIBUNG Der Index besteht aus einem diversifizierten Portfolio von Aktien, die deutlich unterbewertet sind. Eine Unterbewertung wird festgestellt, wenn vier Bewertungsmodelle unabhängig voneinander zum gleichen Ergebnis kommen. Das erste Modell ist ein einfaches, robustes, aussagekräftiges Bewertungsmodell mit sehr kurzfristigem Zeithorizont basierend auf Analystenschätzungen. Das zweite Modell nutzt die klassische Penman-Formel zur Unternehmensbewertung. Das dritte Modell nimmt eine empirisch gewonnene Kombination wesentlicher Komponenten des großen Bewertungsmodells zur Unternehmensbewertung. Das letzte Modell bewertet anhand von Kennziffern nach der Analysemethode Random Forest. Je mehr "Positivvoten" unsere Modelle abgaben, desto höher die erwartete Kursentwicklung. Titel mit einer hohen Marktkapitalisierung werden in der Selektion bevorzugt. In der Allokation gibt es keine Länder- oder Branchenvorgaben. Die Einzeltitel sind gleichgewichtet. HISTORISCHE WERTENTWICKLUNG* STAMMDATEN ISIN / WKN Bloomberg / Reuters Index Berechner Index Typ Index Währung Index Komponenten Dividenden DE000SLA1MU4 / SLA1MU MODDV Index / .MODDV Solactive AG Equity EUR 50 Basiswert / Basisdatum Aktueller Stand 52W Hoch 52W Tief Berechnung Historie 100 Point / 31.12.2012 149.9489 156.06 123.51 08:00am to 10:50pm (CET), every 15 seconds Available daily back to 31.12.2012 Included (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 Modulor Deep Value Index 2014-11-18 STATISTIKEN in EUR Performance Performance (p.a.) 180T 360T lfd. J Seit Auflage -1.3% 7.5% 18.2% 17.5% 49.9% -5.2% 15.7% 18.4% 20.0% 24.0% 30T 90T 7.3% 124.2% Volatilität (p.a.) 13.0% 12.5% 10.6% 10.8% 10.9% 11.5% Hoch 149.95 156.06 156.06 156.06 156.06 156.06 Tief 139.70 137.66 137.66 123.51 123.51 99.58 9.55 -0.43 1.46 1.69 1.82 2.05 Sharpe Ratio Max. Drawdown VaR 95 \ 99 -1.6% -11.8% -11.8% -11.8% -11.8% -11.8% 102.9% \ 94.0% -25.7% \ -34.1% -1.8% \ -9.0% 0.7% \ -6.6% 2.1% \ -5.4% 5.1% \ -2.7% 97.4% \ 89.6% -30.9% \ -38.4% -6.2% \ -12.6% -3.8% \ -10.3% -2.5% \ -9.1% 0.3% \ -6.6% CVaR 95 \ 99 WÄHRUNGS EXPOSURE LÄNDER EXPOSURE TOP KOMPONENTEN Ticker Währung Land Firma Gewicht USD US APOLLO EDUCATION GROUP INC 2.40% BHFC IB Equity INR IN BHARAT FORGE LTD 2.38% AAPL UW Equity USD US APPLE INC 2.30% UNH UN Equity USD US UNITEDHEALTH GROUP INC 2.26% MPC UN Equity USD US MARATHON PETROLEUM CORP 2.25% 1668 HK Equity HKD HK CHINA SOUTH CITY HOLDINGS LTD 2.25% 2432 JT Equity JPY JP DENA CO LTD 2.20% RMG LN Equity GBP GB ROYAL MAIL PLC 2.20% CSCO UW Equity USD US CISCO SYSTEMS INC 2.16% NSR UN Equity USD US NEUSTAR INC CLASS A 2.16% 2330 TT Equity TWD TW TAIWAN SEMICONDUCTOR MANUFAC 2.13% SALM NO Equity NOK NO SALMAR ASA 2.13% TDC DC Equity DKK DK TDC A/S 2.13% ORCL UN Equity USD US ORACLE CORP 2.12% EBAY UW Equity USD US EBAY INC 2.12% CVRR UN Equity USD US CVR REFINING LP 2.12% HPQ UN Equity USD US HEWLETT-PACKARD COMPANY 2.11% TTMT IB Equity INR IN TATA MOTORS LTD ORD 2.11% AET UN Equity USD US AETNA INC 2.11% WLP UN Equity USD US WELLPOINT INC 2.11% PDLI UW Equity USD US PDL BIOPHARMA INC 2.10% APOL UW Equity INDEX REPORTING Modulor Deep Value Index 2014-11-18 Ticker Währung Land Firma Gewicht MSFT UW Equity USD US MICROSOFT CORP 2.10% 9201 JT Equity JPY JP JAPAN AIRLINES CO LTD 2.10% HUM UN Equity USD US HUMANA INC 2.08% OZM UN Equity USD US OCH-ZIFF CAPITAL MANAGEMENT GROUP LLC 2.08% JBL UN Equity USD US JABIL CIRCUIT INC 2.05% INR IN HERO MOTOCORP LTD 2.04% KRW KR SAMSUNG ELECTRONICS CO LTD 2.03% INTC UW Equity USD US INTEL CORP 2.03% 000270 KP Equity KRW KR KIA MOTORS CORP 2.02% 3632 JT Equity JPY JP GREE INC 2.02% CF UN Equity USD US CF INDUSTRIES HO 2.01% UNA NA Equity EUR NL UNILEVER NV 2.00% ALRS RM Equity RUB RU ALROSA AO 1.99% HFC UN Equity USD US HOLLYFRONTIER CORP 1.96% QCOM UW Equity USD US QUALCOMM INC 1.91% AMXL MM Equity MXN MX AMERICA MOVIL SAB DE CV 1.89% SBSP3 BS Equity BRL BR CIA SANEAMENTO BASICO DE SP 1.88% 6412 JT Equity JPY JP HEIWA CORP ORD 1.85% SNP RO Equity RON RO PETROM SA 1.79% GETI4 BS Equity BRL BR AES TIETE SA-PREF 1.79% 005380 KP Equity KRW KR HYUNDAI MOTOR CO 1.77% ENI IM Equity EUR IT ENI SPA 1.77% HLF UN Equity USD KY HERBALIFE 1.75% RWE GY Equity EUR DE RWE ST 1.69% OPAP GA Equity EUR GR OPAP S.A. 1.63% STL NO Equity NOK NO STATOIL ASA 1.61% CMIG4 BS Equity BRL BR CIA ENERGETICA MINAS GER-PRF 1.58% MTSS RX Equity RUB RU MOBILE TELESYSTEMS ORD 1.55% AFKS RX Equity RUB RU SISTEMA JSFC ORD 0.94% HMCL IB Equity 005930 KP Equity Realtime Preise, einen Index Guide sowie weitere Informationen finden Sie auf www.solactive.com This info service is offered exclusivley by Solactive AG, Bettinastr. 30, 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). 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