# Factsheet
NN (L) Global Bond Opportunities

## Statistics
| USD | 1 Year | 3 Years | 5 Years |
| --- | --- | --- | --- |
| Standard Deviation | 8.18 | - | - |
| Sharpe Ratio | 0.53 | - | - |
| Alpha | -2.09 | - | - |
| α (%) | -0.28 | - | - |
| Beta | 1.38 | - | - |
| R-Squared | 0.62 | - | - |
| Information Ratio | -0.05 | - | - |
| Tracking Error | 5.32 | - | - |
| VaR (95% annualized) |  |  | 13.49% |

The VaR (Value at Risk) is a statistical indicator measuring the maximum annual loss that can be incurred within a certain confidence interval.
| Gross Dividends |  |
| --- | --- |
| Year | 2020 YTD | 2019 | 2018 | 2017 | 2016 |
| Coupon number | 8->10 | 4->7 | 1->3 | - | - |
| USD | 4.25 | 7.05 | 3.90 | - | - |


## Data as of 31/08/2020
Region Allocation
| Asia Pacific ex Japan |  | 34.94% |
| --- | --- | --- |
| Europe |  | 27.91% |
| North America |  | 26.38% |
| Japan |  | 11.17% |
| Cash |  | 5.70% |
| Synthetic Cash |  | -6.10% |
| Currency Allocation |  |  |
| USD |  | 54.42% |
| EUR |  | 10.13% |
| SEK |  | 9.73% |
| NZD |  | 6.91% |
| CAD |  | 6.85% |
| CNY |  | 5.42% |
| GBP |  | 3.67% |
| JPY |  | 3.26% |
| MXN |  | 2.92% |
| CHF |  | -6.10% |
| Others |  | 2.78% |
| Sector Allocation |  |  |
| Treasuries |  | 81.24% |
| Industrial |  | 7.98% |
| Financials |  | 7.64% |
| Cash |  | 5.70% |
| Agency |  | 3.54% |
| Synthetic Cash |  | -6.10% |
| Rating Allocation |  |  |
| AAA |  | 1.57% |
| AA |  | 34.03% |
| A |  | 37.32% |
| BBB |  | 17.28% |
| BB |  | 0.34% |
| Cash |  | 5.70% |
| Not Rated/Not Provided |  | 3.75% |
| Other share classes |  |  |
| I Capitalisation | EUR | LU0555028207 |
| P Capitalisation (hedged iii) | EUR | LU0546921296 |
| P Capitalisation | USD | LU0546921536 |
| P Distribution Quarterly | USD | LU0555028033 |
| P Capitalisation | EUR | LU0546921023 |
| P Distribution (hedged iii) | EUR | LU0555028116 |
| P Distribution | EUR | LU0555027902 |


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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) Global Bond

## Statistiken
USD	1 Jahr	3 Jahre	5 Jahre
Standardabweichung	8,18	-	-
Sharpe Ratio	0,53	-	-
Alpha (%)	-2,09	-	-
α (%)	-0,28	-	-
Beta	1,38	-	-
R-Quadrat	0,62	-	-
Information Ratio	-0,05	-	-
Tracking Error	5,32	-		- Value at Risk (95% annualisiert)			13,49%
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	8->10	4->7	1->3	-	-
USD	4,25	7,05	3,90	-	-

## Stand zum 31/08/2020
| Opportunities | Asien-Pazifik ohne Japan | 34,94% |
| --- | --- | --- |
|  | Europa | 27,91% |
|  | Nordamerika | 26,38% |
|  | Japan | 11,17% |

Regionale Allokation
Währungsallokation
| MXN | 2,92% |
| --- | --- |
| CHF | -6,10% |
| Sonstige | 2,78% |
| Sektorallokation |  |
| Schatzbriefe | 81,24% |

| Ratings |  |
| --- | --- |
| AAA | 1,57% |
| AA | 34,03% |
| A | 37,32% |
| BBB | 17,28% |
| BB | 0,34% |
| Cash | 5,70% |
| Kein Rating / nicht verfügbar | 3,75% |
| Andere Anteilsklassen |  |
| I, thesaurierend	EUR | LU0555028207 |
| P thesaurierend (hedged iii)	EUR | LU0546921296 |
| P, thesaurierend	USD | LU0546921536 |
| P, vierteljährlich ausschüttend  USD | LU0555028033 |
| P, thesaurierend	EUR | LU0546921023 |
| P ausschüttend (hedged iii)	EUR | LU0555028116 |
| P, ausschüttend	EUR | LU0555027902 |


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