# Factsheet
NN (L) European High Dividend
| Statistics |  |
| --- | --- |
| EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 21.00 | 15.75 | 14.70 |
| Sharpe Ratio | -0.12 | 0.03 | 0.07 |
| Alpha | 0.31 | -1.44 | -2.02 |
| α (%) | -0.14 | -1.47 | -2.01 |
| Beta | 1.08 | 1.07 | 1.07 |
| R-Squared | 0.99 | 0.98 | 0.96 |
| Information Ratio | -0.05 | -0.57 | -0.65 |
| Tracking Error | 2.70 | 2.59 | 3.10 |
| VaR (95% annualized) |  |  | 37.29% |

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 |  |
| --- | --- |
| Germany |  | 22.85% |
| France |  | 21.55% |
| Switzerland |  | 20.44% |
| United Kingdom |  | 14.66% |
| Netherlands |  | 5.41% |
| Ireland |  | 3.69% |
| Belgium |  | 2.14% |
| Portugal |  | 1.96% |
| Australia |  | 1.53% |
| Finland |  | 1.52% |
| Others |  | 4.27% |
| Currency Allocation |  |  |
| EUR |  | 58.09% |
| CHF |  | 20.44% |
| GBP |  | 19.95% |
| SEK |  | 1.52% |
| Sector Allocation |  |  |
| Financials |  | 18.94% |
| Consumer Staples |  | 17.15% |
| Health Care |  | 14.97% |
| Industrials |  | 10.96% |
| Materials |  | 10.22% |
| Utilities |  | 7.41% |
| Communication Services |  | 5.89% |
| Consumer Discretionary |  | 4.39% |
| Information Technology |  | 4.32% |
| Energy |  | 2.99% |
| Others |  | 2.79% |
| Other share classes |  |  |
| I Capitalisation | EUR | LU0205353187 |
| P Capitalisation | EUR | LU0205350837 |
| P Distribution | EUR | LU0205351728 |

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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) European High Dividend
| Statistiken |  |
| --- | --- |
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 21,00 | 15,75 | 14,70 |
| Sharpe Ratio | -0,12 | 0,03 | 0,07 |
| Alpha (%) | 0,31 | -1,44 | -2,02 |
| α (%) | -0,14 | -1,47 | -2,01 |
| Beta | 1,08 | 1,07 | 1,07 |
| R-Quadrat | 0,99 | 0,98 | 0,96 |
| Information Ratio | -0,05 | -0,57 | -0,65 |
| Tracking Error | 2,70 | 2,59 | 3,10 |
| Value at Risk (95% annualisiert) |  |  | 37,29% |

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 |
| Deutschland | 22,85% |
| Frankreich | 21,55% |
| Schweiz | 20,44% |
| Großbritannien | 14,66% |
| Niederlande | 5,41% |
| Irland | 3,69% |
| Belgien | 2,14% |
| Portugal | 1,96% |
| Australien | 1,53% |
| Finnland | 1,52% |
| Sonstige | 4,27% |
| Währungsallokation |  |
| EUR | 58,09% |
| CHF | 20,44% |
| GBP | 19,95% |
| SEK | 1,52% |
| Sektorallokation |  |
| Finanzwesen | 18,94% |
| Basiskonsumgüter | 17,15% |
| Gesundheitswesen | 14,97% |
| Industriesektor | 10,96% |
| Rohstoffe | 10,22% |
| Versorgungsunternehme n | 7,41% |
| Kommunikationsdienste | 5,89% |
| Nicht Basiskonsumgüter | 4,39% |
| It | 4,32% |
| Energie | 2,99% |
| Sonstige | 2,79% |
| Andere Anteilsklassen |  |
| I, thesaurierend	EUR | LU0205353187 |
| P, thesaurierend	EUR | LU0205350837 |
| P, ausschüttend	EUR | LU0205351728 |


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