OVHaiLLM/Flipper huggingface dataset:
# Factsheet
NN (L) European ABS

## Statistics
EUR	1 Year	3 Years	5 Years
Standard Deviation	6.53	3.81	2.97
Sharpe Ratio	-0.14	0.11	0.25
Alpha	43.63	22.62	4.49
| Beta | 96.70 | 58.68 | 12.89 |
| --- | --- | --- | --- |
| R-Squared | 0.07 | 0.05 | 0.01 |

α (%)	-1.13	0.21	0.62
Information Ratio	-0.17	0.05	0.21
Tracking Error	6.53	3.81	2.96
VaR (95% annualized)	1.10%

## Data as of 31/08/2020
Country Allocation
Currency Allocation
| The VaR (Value at Risk) is a statistical indicator measuring the maximum annual loss that can be incurred within a certain confidence interval. | Abs | 53.61% |
| --- | --- | --- |
|  | Financials | 31.32% |
|  | Cash | 8.20% |
|  | Cmbs | 3.44% |
|  | Industrial | 3.42% |
|  | Rating Allocation |  |
|  | AAA | 8.44% |
|  | AA | 14.60% |
|  | A | 34.16% |
|  | BBB | 34.59% |
|  | Cash | 8.20% |

Sector Allocation
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET

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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) European ABS

## Statistiken
EUR	1 Jahr	3 Jahre	5 Jahre
Standardabweichung	6,53	3,81	2,97
Sharpe Ratio	-0,14	0,11	0,25
Alpha (%)	43,63	22,62	4,49
α (%)	-1,13	0,21	0,62
| Beta | 96,70 | 58,68 | 12,89 |
| --- | --- | --- | --- |
| R-Quadrat | 0,07 | 0,05 | 0,01 |

Information Ratio	-0,17	0,05	0,21
Tracking Error	6,53	3,81	2,96
Value at Risk (95% annualisiert)	1,10%

## Stand zum 31/08/2020
Länderallokation
Währungsallokation
| 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. | Abs | 53,61% |
| --- | --- | --- |
|  | Finanzwesen | 31,32% |
|  | Kassa | 8,20% |
|  | Cmbs | 3,44% |
|  | Industrie | 3,42% |
|  | Ratings |  |
|  | AAA | 8,44% |
|  | AA | 14,60% |
|  | A | 34,16% |
|  | BBB | 34,59% |
|  | Cash | 8,20% |

Sektorallokation
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET

## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
## Investment Policy
FIXED INCOME
The fund invests in companies listed on stock exchanges in the eurozone. We use both fundamental and quantitative research inputs to select stocks that offer an attractive return profile. The fund uses active management to target companies that offer an attractive return profile based on fundamental analysis and the input of a factor model, with stock and sector deviation limits maintained relative to the benchmark. Its stock-level composition will therefore materially deviate from the benchmark. Measured over a period of several years we aim to beat the performance of the benchmark MSCI EMU NR. The benchmark is a broad representation of our investment universe. The fund may also include investments into securities that are not part of the benchmark universe. We also integrate ESG factors in our fundamental analysis. You can sell your participation in this fund on each (working) day on which the value of the units is calculated, which for this fund occurs daily. The fund does not aim to provide you with a dividend. It will reinvest all earnings.

Translation (ENDE, 2020-08-31):
## Anlageziel
FIXED INCOME
Der Fonds investiert in Unternehmen, die an Börsen der Eurozone notiert sind. Zur Auswahl der Aktien, die ein attraktives Renditeprofil bieten, ziehen wir fundamentale und quantitative Analysen heran. Der Fonds verwendet einen aktiven Managementansatz, der auf Unternehmen ausgerichtet ist, die unter Zugrundelegung einer fundamentalen
Analyse und Heranziehung eines Faktormodells ein attraktives Renditeprofil bieten, wobei Limits für die zulässige Abweichung der Aktien- und Sektorallokation gegenüber dem Referenzwert Rechnung getragen wird. Auf Einzeltitelebene wird die Zusammensetzung seines Portfolios daher deutlich von der des Referenzwerts abweichen.
Über einen Zeitraum von mehreren Jahren soll die Wertentwicklung des Referenzwerts, des MSCI EMU NR, übertroffen werden. Der Referenzwert spiegelt unser Anlageuniversum weitgehend wider. Der Fonds kann auch Anlagen in Wertpapieren aufweisen, die nicht im Universum des Referenzwerts enthalten sind. In unserer fundamentalen Analyse sind auch ökologische, soziale und die Unternehmensführung betreffende Faktoren (ESG-Faktoren) einbezogen. Anteile können an jedem (Geschäfts-)Tag verkauft werden, an dem der Wert der Anteile berechnet wird, im Falle dieses Fonds also täglich. Der Fonds plant keine Ausschüttungen. Alle Erträge werden wieder angelegt.
# Factsheet
NN (L) Emerging Europe Equity
| Statistics |  |
| --- | --- |
| EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 30.32 | - | - |
| Sharpe Ratio | -0.44 | - | - |
| Alpha | 3.11 | - | - |
| α (%) | 2.35 | - | - |
| Beta | 1.00 | - | - |
| R-Squared | 0.96 | - | - |
| Information Ratio | 0.38 | - | - |
| Tracking Error | 6.19 | - | - |
| VaR (95% annualized) |  |  | 49.02% |

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 |  |
| --- | --- |
| Russian Federation |  | 55.69% |
| Poland |  | 11.26% |
| Turkey |  | 7.89% |
| Spain |  | 5.16% |
| Greece |  | 4.87% |
| Kazakhstan |  | 4.58% |
| Hungary |  | 3.92% |
| Canada |  | 3.81% |
| Switzerland |  | 2.34% |
| Cash |  | 0.50% |
| Currency Allocation |  |  |
| RUB |  | 30.59% |
| USD |  | 24.31% |
| PLN |  | 11.26% |
| EUR |  | 10.51% |
| TRY |  | 7.89% |
| Others |  | 15.43% |
| Sector Allocation |  |  |
| Materials |  | 24.10% |
| Financials |  | 19.62% |
| Energy |  | 19.50% |
| Consumer Staples |  | 12.77% |
| Communication Services |  | 12.62% |
| Industrials |  | 5.16% |
| Information Technology |  | 3.31% |
| Consumer Discretionary |  | 1.24% |
| Utilities |  | 1.19% |
| Cash |  | 0.50% |
| Other share classes |  |  |
| I Capitalisation | EUR | LU0109225184 |
| P Distribution | EUR | LU0109226075 |
| P Capitalisation | EUR | LU0109225770 |

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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) Emerging Europe Equity
| Statistiken |  |
| --- | --- |
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 30,32 | - | - |
| Sharpe Ratio | -0,44 | - | - |
| Alpha (%) | 3,11 | - | - |
| α (%) | 2,35 | - | - |
| Beta | 1,00 | - | - |
| R-Quadrat | 0,96 | - | - |
| Information Ratio | 0,38 | - | - |
| Tracking Error | 6,19 | - | - |
| Value at Risk (95% annualisiert) |  |  | 49,02% |

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 |
| Russland | 55,69% |
| Polen | 11,26% |
| Türkei | 7,89% |
| Spanien | 5,16% |
| Griechenland | 4,87% |
| Kasachstan | 4,58% |
| Ungarn | 3,92% |
| Kanada | 3,81% |
| Schweiz | 2,34% |
| Kassa | 0,50% |
| Währungsallokation |  |
| RUB | 30,59% |
| USD | 24,31% |
| PLN | 11,26% |
| EUR | 10,51% |
| TRY | 7,89% |
| Sonstige | 15,43% |
| Sektorallokation |  |
| Rohstoffe | 24,10% |
| Finanzwesen | 19,62% |
| Energie | 19,50% |
| Basiskonsumgüter | 12,77% |
| Kommunikationsdienste | 12,62% |
| Industriesektor | 5,16% |
| It | 3,31% |
| Nicht Basiskonsumgüter | 1,24% |
| Versorgungsunternehme n | 1,19% |
| Kassa | 0,50% |
| Andere Anteilsklassen |  |
| I, thesaurierend	EUR | LU0109225184 |
| P, ausschüttend	EUR | LU0109226075 |
| P, thesaurierend	EUR | LU0109225770 |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
# Factsheet
## Data as of 31/08/2020
| NN (L) Energy | Region Allocation North America | 56.53% |
| --- | --- | --- |
|  | Europe | 32.99% |
|  | Asia Pacific ex Japan | 7.77% |

Statistics
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
USD	1 Year	3 Years	5 Years
Standard Deviation	42.50	-	-
Sharpe Ratio	-0.78	-	-
Alpha	-0.03	-	-
α (%)	-2.63	-	-
Beta	1.08	-	-
R-Squared	0.99	-	-
Information Ratio	-0.53	-	-
Tracking Error	4.94	-		- VaR (95% annualized)			62.28%
The VaR (Value at Risk) is a statistical indicator measuring the maximum annual loss that can be incurred within a certain confidence interval.
Currency Allocation
Industry Allocation
| Oil, Gas & Consumable Fuels |  | 90.92% |
| --- | --- | --- |
| Energy Equipment & Services |  | 8.17% |
| Cash |  | 0.91% |
| Other share classes |  |  |
| I Capitalisation | USD | LU0242142577 |
| P Capitalisation | EUR | LU0332193696 |
| P Capitalisation | USD | LU0119201019 |
| P Distribution | USD | LU0119201282 |


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

Translation (ENDE, 2020-08-31):
# Factsheet
## Stand zum 31/08/2020
| NN (L) Energy | Regionale Allokation Nordamerika | 56,53% |
| --- | --- | --- |
|  | Europa | 32,99% |
|  | Asien-Pazifik ohne Japan | 7,77% |

Statistiken
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
USD	1 Jahr	3 Jahre	5 Jahre
Standardabweichung	42,50	-	-
Sharpe Ratio	-0,78	-	-
Alpha (%)	-0,03	-	-
α (%)	-2,63	-	-
Beta	1,08	-	-
R-Quadrat	0,99	-	-
Information Ratio	-0,53	-	-
Tracking Error	4,94	-		- Value at Risk (95% annualisiert)			62,28%
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.
Währungsallokation
Sektor Aufteilung
| Öl, Gas Und Treibstoffe | 90,92% |
| --- | --- |
| Energieanlagen Und Dienstleistungen | 8,17% |
| Kassa | 0,91% |
| Andere Anteilsklassen |  |
| I, thesaurierend	USD | LU0242142577 |
| P, thesaurierend	EUR | LU0332193696 |
| P, thesaurierend	USD | LU0119201019 |
| P, ausschüttend	USD | LU0119201282 |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
# Factsheet
NN (L) Commodity Enhanced

## Statistics
| EUR | 1 Year | 3 Years | 5 Years |
| --- | --- | --- | --- |
| Standard Deviation | 15.33 | 11.38 | 10.93 |
| Sharpe Ratio | 0.14 | -0.37 | -0.28 |
| Alpha | 6.40 | -0.23 | 0.94 |
| α (%) | 7.93 | 1.01 | 1.83 |
| Beta | 0.76 | 0.80 | 0.83 |
| R-Squared | 0.95 | 0.90 | 0.92 |
| Information Ratio | 1.40 | 0.22 | 0.49 |
| Tracking Error | 5.69 | 4.57 | 3.71 |
| VaR (95% annualized) |  |  | 25.33% |

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
| Currency Allocation |  |
| --- | --- |
| USD |  | 99.78% |
| EUR |  | 0.19% |
| CZK |  | 0.03% |
| Other share classes |  |  |
| I Capitalisation | USD | LU0518135297 |
| P Capitalisation (hedged i) | EUR | LU0518135024 |

EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
Additional Information
Please refer to the legal disclaimer at the end of the document.

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) Commodity Enhanced

## Statistiken
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| --- | --- | --- | --- |
| Standardabweichung | 15,33 | 11,38 | 10,93 |
| Sharpe Ratio | 0,14 | -0,37 | -0,28 |
| Alpha (%) | 6,40 | -0,23 | 0,94 |
| α (%) | 7,93 | 1,01 | 1,83 |
| Beta | 0,76 | 0,80 | 0,83 |
| R-Quadrat | 0,95 | 0,90 | 0,92 |
| Information Ratio | 1,40 | 0,22 | 0,49 |
| Tracking Error | 5,69 | 4,57 | 3,71 |
| Value at Risk (95% annualisiert) |  |  | 25,33% |

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
Währungsallokation
Andere Anteilsklassen
| I, thesaurierend | USD | LU0518135297 |
| --- | --- | --- |
| P thesaurierend (hedged i) | EUR | LU0518135024 |

EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET

## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
| Factsheet NN (L) Euro Income |  |
| --- | --- |
| Statistics EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 25.08 | 17.11 | 14.96 |
| Sharpe Ratio | -0.30 | -0.17 | 0.04 |
| Alpha | -4.83 | -3.96 | -2.61 |
| α (%) | -5.49 | -4.10 | -2.95 |
| Beta | 1.13 | 1.02 | 0.93 |
| R-Squared | 0.99 | 0.96 | 0.92 |
| Information Ratio | -1.48 | -1.17 | -0.69 |
| Tracking Error | 3.72 | 3.51 | 4.25 |
| VaR (95% annualized) |  |  | 35.46% |

Translation (ENDE, 2020-08-31):
| Factsheet NN (L) Euro Income |  |
| --- | --- |
| Statistiken EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 25,08 | 17,11 | 14,96 |
| Sharpe Ratio | -0,30 | -0,17 | 0,04 |
| Alpha (%) | -4,83 | -3,96 | -2,61 |
| α (%) | -5,49 | -4,10 | -2,95 |
| Beta | 1,13 | 1,02 | 0,93 |
| R-Quadrat | 0,99 | 0,96 | 0,92 |
| Information Ratio | -1,48 | -1,17 | -0,69 |
| Tracking Error | 3,72 | 3,51 | 4,25 |
| Value at Risk (95% annualisiert) |  |  | 35,46% |
| Gross Dividends |  |
| --- | --- |
| Year | 2020 YTD | 2019 | 2018 | 2017 | 2016 |
| Coupon number | - | 16 | 15 | 14 | 13 |
| EUR | - | 9.45 | 10.30 | 10.20 | 10.05 |

Translation (ENDE, 2020-08-31):
| Bruttodividende |  |
| --- | --- |
| Jahr | 2020 YTD | 2019 | 2018 | 2017 | 2016 |
| Coupon Anzahl | - | 16 | 15 | 14 | 13 |
| EUR | - | 9,45 | 10,30 | 10,20 | 10,05 |
# Factsheet
## Data as of 31/08/2020
| NN (L) Banking & Insurance | Region Allocation North America | 61.85% |
| --- | --- | --- |
|  | Europe | 19.73% |
|  | Asia Pacific ex Japan | 10.71% |

Statistics
USD	1 Year	3 Years	5 Years
Standard Deviation	27.31	-	-
Sharpe Ratio	-0.22	-	-
Alpha	-0.36	-	-
α (%)	-0.26	-	-
Beta	0.99	-	-
R-Squared	0.99	-	-
Information Ratio	-0.12	-	-
Tracking Error	2.27	-		- VaR (95% annualized)			43.66%
Currency Allocation
Industry Allocation
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
| The VaR (Value at Risk) is a statist a certain confidence interval. | ical indicator measu | ring the maximum annual loss | that can be incur | red within |  | Banks | 41.29% |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  | Capital Markets | 24.37% |
|  |  |  |  |  |  |  | Insurance | 24.31% |
| Gross Dividends |  |  |  |  |  |  | Diversified Financial Services | 8.38% |
|  |  |  |  |  |  |  | Cash | 1.16% |
|  |  |  |  |  |  |  | Consumer Finance | 0.44% |
| Year | 2020 YTD | 2019 | 2018 | 2017 | 2016 |  | Thrifts & Mortgage |  |
|  |  |  |  |  |  |  | Finance | 0.07% |
| Coupon number | - | 2 | 1 | -	- |  |  |
| USD | - | 3.95 | 3.90 | -	-	Other share classes |  |  |
|  | P Distribution (hedged ii) | EUR | LU0546911818 |
| P Capitalisation (hedged ii) | EUR | LU0546911651 |
| I Capitalisation | USD | LU0242142148 |
| P Capitalisation | EUR | LU0332192532 |
| P Capitalisation | USD | LU0119198637 |
| P Distribution | USD | LU0119198710 |


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

Translation (ENDE, 2020-08-31):
# Factsheet
## Stand zum 31/08/2020
| NN (L) Banking & Insurance | Regionale Allokation Nordamerika | 61,85% |
| --- | --- | --- |
|  | Europa | 19,73% |
|  | Asien-Pazifik ohne Japan | 10,71% |

Statistiken
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
USD	1 Jahr	3 Jahre	5 Jahre
Standardabweichung	27,31	-	-
Sharpe Ratio	-0,22	-	-
Alpha (%)	-0,36	-	-
α (%)	-0,26	-	-
Beta	0,99	-	-
R-Quadrat	0,99	-	-
Information Ratio	-0,12	-	-
Tracking Error	2,27	-		- Value at Risk (95% annualisiert)			43,66%
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.
| Bruttodividende |  |
| --- | --- |
| Jahr | 2020 YTD | 2019 | 2018 | 2017 | 2016 |
| Coupon Anzahl | - | 2 | 1 | - | - |
| USD | - | 3,95 | 3,90 | - | - |

Währungsallokation
| P ausschüttend (hedged ii) | EUR | LU0546911818 |
| --- | --- | --- |
| P thesaurierend (hedged ii) | EUR | LU0546911651 |
| I, thesaurierend | USD | LU0242142148 |
| P, thesaurierend | EUR | LU0332192532 |
| P, thesaurierend | USD | LU0119198637 |
| P, ausschüttend | USD | LU0119198710 |

Sektor Aufteilung
| Banken | 41,29% |
| --- | --- |
| Kapitalmärkte | 24,37% |
| Versicherung | 24,31% |
| Diversifizierte Finanzdienstleistungen | 8,38% |
| Kassa | 1,16% |
| Konsumgüter Finanzen | 0,44% |
| Sparkassen Und Immobilienfinanzierung | 0,07% |
| Andere Anteilsklassen |  |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
# Factsheet
## Data as of 31/08/2020
| NN (L) Health Care | Region Allocation North America | 68.40% |
| --- | --- | --- |
|  | Europe | 21.11% |
|  | Japan | 7.11% |

Statistics
USD	1 Year	3 Years	5 Years
Standard Deviation	14.24	-	-
Sharpe Ratio	1.83	-	-
Alpha	6.21	-	-
α (%)	4.63	-	-
Beta	0.88	-	-
R-Squared	0.98	-	-
Information Ratio	1.77	-	-
Tracking Error	2.61	-		- VaR (95% annualized)			35.27%
The VaR (Value at Risk) is a statistical indicator measuring the maximum annual loss that can be incurred within a certain confidence interval.
Currency Allocation
Industry Allocation
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
Other share classes
P Capitalisation	EUR	LU0341736568
P Distribution (hedged ii)	EUR	LU0555017770
P Capitalisation (hedged ii)	EUR	LU0546688564
I Capitalisation	USD	LU0242142734
P Capitalisation	USD	LU0119209004
P Distribution	USD	LU0119209269

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

Translation (ENDE, 2020-08-31):
# Factsheet
## Stand zum 31/08/2020
| NN (L) Health Care | Regionale Allokation Nordamerika | 68,40% |
| --- | --- | --- |
|  | Europa | 21,11% |
|  | Japan | 7,11% |

Statistiken
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
USD	1 Jahr	3 Jahre	5 Jahre
Standardabweichung	14,24	-	-
Sharpe Ratio	1,83	-	-
Alpha (%)	6,21	-	-
α (%)	4,63	-	-
Beta	0,88	-	-
R-Quadrat	0,98	-	-
Information Ratio	1,77	-	-
Tracking Error	2,61	-		- Value at Risk (95% annualisiert)			35,27%
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.
Währungsallokation
Sektor Aufteilung
| Pharmazeutische Erzeugnisse | 38,66% |
| --- | --- |
| Gesundheitsgeräte Und - Lieferungen | 25,55% |
| Biotechnologie | 12,64% |
| Anbieter Von Gesundheitsprodukten Und -Dienstleistungen | 9,47% |
| Biowissenschaftliche Instrumente Und Dienstleistungen | 8,82% |
| Gesundheitstechnologie | 3,32% |
| Kassa | 1,54% |
| Andere Anteilsklassen |  |
| P, thesaurierend	EUR | LU0341736568 |
| P ausschüttend (hedged ii)	EUR | LU0555017770 |
| P thesaurierend (hedged ii)	EUR | LU0546688564 |
| I, thesaurierend	USD | LU0242142734 |
| P, thesaurierend	USD | LU0119209004 |
| P, ausschüttend	USD | LU0119209269 |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
# Factsheet
NN (L) Global Sustainable Equity
| Statistics |  |
| --- | --- |
| EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 19.77 | - | - |
| Sharpe Ratio | 1.31 | - | - |
| Alpha | 17.09 | - | - |
| α (%) | 17.69 | - | - |
| Beta | 0.93 | - | - |
| R-Squared | 0.92 | - | - |
| Information Ratio | 3.16 | - | - |
| Tracking Error | 5.61 | - | - |
| VaR (95% annualized) |  |  | 33.94% |

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
| Region Allocation |  |
| --- | --- |
| North America |  | 67.77% |
| Europe |  | 28.33% |
| Japan |  | 1.86% |
| Cash |  | 1.19% |
| Asia Pacific ex Japan |  | 0.85% |
| Currency Allocation |  |  |
| USD |  | 67.85% |
| EUR |  | 13.56% |
| CHF |  | 5.57% |
| GBP |  | 2.85% |
| SEK |  | 2.76% |
| Others |  | 7.41% |
| Sector Allocation |  |  |
| Information Technology |  | 25.58% |
| Health Care |  | 16.20% |
| Financials |  | 15.29% |
| Consumer Staples |  | 11.59% |
| Consumer Discretionary |  | 9.99% |
| Communication Services |  | 8.94% |
| Industrials |  | 8.09% |
| Materials |  | 1.77% |
| Energy |  | 1.37% |
| Cash |  | 1.19% |
| Other share classes |  |  |
| I Capitalisation | EUR | LU0191250769 |
| P Distribution | EUR | LU0119216710 |
| P Capitalisation | EUR | LU0119216553 |

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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) Global Sustainable Equity
| Statistiken |  |
| --- | --- |
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 19,77 | - | - |
| Sharpe Ratio | 1,31 | - | - |
| Alpha (%) | 17,09 | - | - |
| α (%) | 17,69 | - | - |
| Beta | 0,93 | - | - |
| R-Quadrat | 0,92 | - | - |
| Information Ratio | 3,16 | - | - |
| Tracking Error | 5,61 | - | - |
| Value at Risk (95% annualisiert) |  |  | 33,94% |

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 |  |
| --- | --- |
| Regionale Allokation |
| Nordamerika | 67,77% |
| Europa | 28,33% |
| Japan | 1,86% |
| Kassa | 1,19% |
| Asien-Pazifik ohne Japan | 0,85% |
| Währungsallokation |  |
| USD | 67,85% |
| EUR | 13,56% |
| CHF | 5,57% |
| GBP | 2,85% |
| SEK | 2,76% |
| Sonstige | 7,41% |
| Sektorallokation |  |
| It | 25,58% |
| Gesundheitswesen | 16,20% |
| Finanzwesen | 15,29% |
| Basiskonsumgüter | 11,59% |
| Nicht Basiskonsumgüter | 9,99% |
| Kommunikationsdienste | 8,94% |
| Industriesektor | 8,09% |
| Rohstoffe | 1,77% |
| Energie | 1,37% |
| Kassa | 1,19% |
| Andere Anteilsklassen |  |
| I, thesaurierend	EUR | LU0191250769 |
| P, ausschüttend	EUR | LU0119216710 |
| P, thesaurierend	EUR | LU0119216553 |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
# The following benchmark were used for the different periods shown in the table above: MSCI Emerging Markets (NR) [MSCI EM Latin America 10/40 (NR) until 01/06/2019; MSCI EM Latin America (NR) until 01/04/2006]
1 Year Low (23/03/2020)	USD	162.44
Fund’s Total Net Assets (Mln)	USD	200.74
Share Class Total Net Assets (Mln)	USD	0.84
Total Net Value Investments (Mln)	USD	201.90
Number of outstanding shares	3,485

### Fees
Ongoing Charges	0.35%
Annual management fee	0.10%
Fixed Service Fee	0.20%
Subscription fee (max.)	3.00%

### Top 10 Holdings
NOVOLIPETSK STEEL	21.32%
SEVERSTAL	19.99%
MOSCOW EXCHANGE	7.22%
ALIBABA GROUP HOLDING ADR REPRESEN	4.53%
TENCENT HOLDINGS LTD	3.28%
TAIWAN SEMICONDUCTOR MANUFACTURING	3.17%
MEITUAN DIANPING	1.03%
RELIANCE INDUSTRIES LTD	0.86%
PING AN INSURANCE (GROUP) CO OF CH	0.62%
CHINA CONSTRUCTION BANK CORP H	0.60%

### Rolling 12 Months Return *
Fund	Benchmark
| 08-2019 - 08-2020 | 14.89% | 14.49% |
| --- | --- | --- |
| 08-2018 - 08-2019 | 17.73% | 11.36% |


## Additional Information
Please refer to the legal disclaimer at the end of the document.
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
Factsheet

Translation (ENDE, 2020-08-31):
# Für die dargestellte Wertentwicklung wurden folgende Vergleichsindizes für die Zeiträume herangezogen: MSCI Emerging Markets (NR) [MSCI EM Latin America 10/40 (NR) until 01/06/2019; MSCI EM Latin America (NR) until 01/04/2006]
| TENCENT HOLDINGS LTD |  | 3,28% |
| --- | --- | --- |
| TAIWAN SEMICONDUCTOR MANUFACTURING |  | 3,17% |
| MEITUAN DIANPING |  | 1,03% |
| RELIANCE INDUSTRIES LTD |  | 0,86% |
| PING AN INSURANCE (GROUP) CO OF CH |  | 0,62% |
| CHINA CONSTRUCTION BANK CORP H |  | 0,60% |


### Rollierende 12-Monats-Performance *
Fonds	Benchmark
| 08-2019 - 08-2020 | 14,89% | 14,49% |
| --- | --- | --- |
| 08-2018 - 08-2019 | 17,73% | 11,36% |


## Weitere Informationen
Bitte lesen Sie den rechtlichen Hinweis am Ende des Dokuments.
EQUITIES
FIXED INCOME
MULTI ASSET
STRUCTURED
MONEY MARKET
Factsheet