# NN (L) Emerging Markets Enhanced Index Sustainable Equity
| Statistics |  |
| --- | --- |
| EUR | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 20.99 | 19.94 | 20.26 |
| Sharpe Ratio | 0.29 | 0.15 | 0.36 |
| Alpha | 0.13 | -1.31 | -1.80 |
| α (%) | 0.11 | -1.39 | -2.24 |
| Beta | 0.99 | 1.00 | 0.97 |
| R-Squared | 1.00 | 0.98 | 0.98 |
| Information Ratio | 0.09 | -0.50 | -0.72 |
| Tracking Error | 1.21 | 2.78 | 3.12 |
| 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 |  |
| --- | --- |
| Russian Federation |  | 49.67% |
| China |  | 21.64% |
| Taiwan |  | 6.91% |
| South Korea |  | 5.48% |
| India |  | 4.40% |
| Brazil |  | 2.53% |
| South Africa |  | 1.57% |
| Malaysia |  | 1.12% |
| Thailand |  | 0.98% |
| Poland |  | 0.80% |
| Others |  | 4.89% |
| Currency Allocation |  |  |
| USD |  | 57.10% |
| HKD |  | 12.60% |
| TWD |  | 6.92% |
| KRW |  | 5.48% |
| INR |  | 4.40% |
| Others |  | 13.50% |
| Sector Allocation |  |  |
| Materials |  | 44.22% |
| Financials |  | 16.38% |
| Consumer Discretionary |  | 9.98% |
| Information Technology |  | 9.21% |
| Communication Services |  | 6.65% |
| Energy |  | 3.26% |
| Consumer Staples |  | 3.11% |
| Industrials |  | 2.31% |
| Health Care |  | 1.85% |
| Real Estate |  | 1.24% |
| Others |  | 1.80% |
| Other share classes |  |  |
| I Capitalisation | USD | LU0303706948 |
| P Distribution | USD | LU0051128931 |
| P Capitalisation | USD | LU0051128774 |

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

Translation (ENDE, 2020-08-31):
# NN (L) Emerging Markets Enhanced Index Sustainable Equity
| Statistiken |  |
| --- | --- |
| EUR | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 20,99 | 19,94 | 20,26 |
| Sharpe Ratio | 0,29 | 0,15 | 0,36 |
| Alpha (%) | 0,13 | -1,31 | -1,80 |
| α (%) | 0,11 | -1,39 | -2,24 |
| Beta | 0,99 | 1,00 | 0,97 |
| R-Quadrat | 1,00 | 0,98 | 0,98 |
| Information Ratio | 0,09 | -0,50 | -0,72 |
| Tracking Error | 1,21 | 2,78 | 3,12 |
| 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 |
| Russland | 49,67% |
| China | 21,64% |
| Taiwan | 6,91% |
| Südkorea | 5,48% |
| Indien | 4,40% |
| Brasilien | 2,53% |
| Südafrika | 1,57% |
| Malaysia | 1,12% |
| Thailand | 0,98% |
| Polen | 0,80% |
| Sonstige | 4,89% |
| Währungsallokation |  |
| USD | 57,10% |
| HKD | 12,60% |
| TWD | 6,92% |
| KRW | 5,48% |
| INR | 4,40% |
| Sonstige | 13,50% |
| Sektorallokation |  |
| Rohstoffe | 44,22% |
| Finanzwesen | 16,38% |
| Nicht Basiskonsumgüter | 9,98% |
| It | 9,21% |
| Kommunikationsdienste | 6,65% |
| Energie | 3,26% |
| Basiskonsumgüter | 3,11% |
| Industriesektor | 2,31% |
| Gesundheitswesen | 1,85% |
| Immobilien | 1,24% |
| Sonstige | 1,80% |
| Andere Anteilsklassen |  |
| I, thesaurierend	USD | LU0303706948 |
| P, ausschüttend	USD | LU0051128931 |
| P, thesaurierend	USD | LU0051128774 |


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