# Factsheet
NN (L) European Sustainable Equity
| Statistics |  |
| --- | --- |
| EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 19.92 | 14.96 | 13.70 |
| Sharpe Ratio | 0.74 | 0.61 | 0.63 |
| Alpha | 17.62 | 7.26 | 5.59 |
| α (%) | 17.07 | 7.21 | 5.55 |
| Beta | 0.98 | 0.97 | 0.96 |
| R-Squared | 0.91 | 0.88 | 0.89 |
| Information Ratio | 2.79 | 1.39 | 1.22 |
| Tracking Error | 6.11 | 5.17 | 4.56 |
| VaR (95% annualized) |  |  | 36.82% |

The VaR (Value at Risk) is a statistical indicator measuring the maximum annual loss that can be incurred within a certain confidence interval.

## Data as of 31/08/2020
| Country Allocation |  |
| --- | --- |
| United Kingdom |  | 23.07% |
| Switzerland |  | 15.53% |
| Germany |  | 14.40% |
| France |  | 9.08% |
| Spain |  | 7.66% |
| Netherlands |  | 6.50% |
| Sweden |  | 5.98% |
| Denmark |  | 5.89% |
| Finland |  | 3.16% |
| Faroe Islands |  | 2.73% |
| Others |  | 6.01% |
| Currency Allocation |  |  |
| EUR |  | 49.22% |
| GBP |  | 18.25% |
| CHF |  | 15.53% |
| SEK |  | 5.98% |
| DKK |  | 5.89% |
| Others |  | 5.13% |
| Sector Allocation |  |  |
| Industrials |  | 18.41% |
| Health Care |  | 17.73% |
| Consumer Staples |  | 16.05% |
| Financials |  | 13.74% |
| Information Technology |  | 12.35% |
| Consumer Discretionary |  | 7.13% |
| Communication Services |  | 5.43% |
| Materials |  | 4.12% |
| Energy |  | 3.16% |
| Cash |  | 1.61% |
| Others |  | 0.26% |
| Other share classes |  |  |
| P Capitalisation | EUR | LU0991964320 |
| P Distribution | EUR | LU1542714222 |

Additional Information
Please refer to the legal disclaimer at the end of the document.

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) European Sustainable Equity
| Statistiken |  |
| --- | --- |
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 19,92 | 14,96 | 13,70 |
| Sharpe Ratio | 0,74 | 0,61 | 0,63 |
| Alpha (%) | 17,62 | 7,26 | 5,59 |
| α (%) | 17,07 | 7,21 | 5,55 |
| Beta | 0,98 | 0,97 | 0,96 |
| R-Quadrat | 0,91 | 0,88 | 0,89 |
| Information Ratio | 2,79 | 1,39 | 1,22 |
| Tracking Error | 6,11 | 5,17 | 4,56 |
| Value at Risk (95% annualisiert) |  |  | 36,82% |

Value at Risk (VaR) ist ein Risikomaß, das angibt, welchen Wert der Verlust einer bestimmten Risikoposition mit einer gegebenen Wahrscheinlichkeit und in einem gegebenen Zeithorizont nicht überschreitet.
| Stand zum 31/08/2020 |  |
| --- | --- |
| Länderallokation |
| Großbritannien | 23,07% |
| Schweiz | 15,53% |
| Deutschland | 14,40% |
| Frankreich | 9,08% |
| Spanien | 7,66% |
| Niederlande | 6,50% |
| Schweden | 5,98% |
| Dänemark | 5,89% |
| Finnland | 3,16% |
| Färöerinseln | 2,73% |
| Sonstige | 6,01% |
| Währungsallokation |  |
| EUR | 49,22% |
| GBP | 18,25% |
| CHF | 15,53% |
| SEK | 5,98% |
| DKK | 5,89% |
| Sonstige | 5,13% |
| Sektorallokation |  |
| Industriesektor | 18,41% |
| Gesundheitswesen | 17,73% |
| Basiskonsumgüter | 16,05% |
| Finanzwesen | 13,74% |
| It | 12,35% |
| Nicht Basiskonsumgüter | 7,13% |
| Kommunikationsdienste | 5,43% |
| Rohstoffe | 4,12% |
| Energie | 3,16% |
| Kassa | 1,61% |
| Sonstige | 0,26% |
| Andere Anteilsklassen |  |
| P, thesaurierend	EUR | LU0991964320 |
| P, ausschüttend	EUR | LU1542714222 |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.