# Factsheet
NN (L) Euro High Dividend
| Statistics |  |
| --- | --- |
| CHF | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 24.34 | 17.55 | 16.08 |
| Sharpe Ratio | -0.02 | 0.03 | 0.20 |
| Alpha | 2.19 | -0.42 | -0.21 |
| α (%) | 1.53 | -0.53 | -0.23 |
| Beta | 1.10 | 1.05 | 1.02 |
| R-Squared | 0.98 | 0.98 | 0.97 |
| Information Ratio | 0.42 | -0.19 | -0.08 |
| Tracking Error | 3.66 | 2.80 | 2.83 |
| VaR (95% annualized) |  |  | 38.75% |

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 |  | 37.09% |
| France |  | 30.01% |
| Netherlands |  | 14.74% |
| Ireland |  | 5.23% |
| Italy |  | 3.70% |
| Portugal |  | 3.15% |
| Belgium |  | 2.44% |
| Finland |  | 1.25% |
| Cash |  | 1.13% |
| Spain |  | 0.76% |
| Others |  | 0.51% |
| Currency Allocation |  |  |
| EUR |  | 99.98% |
| USD |  | 0.01% |
| AUD |  | 0.01% |
| Sector Allocation |  |  |
| Financials |  | 19.57% |
| Consumer Staples |  | 14.25% |
| Industrials |  | 13.39% |
| Utilities |  | 11.39% |
| Consumer Discretionary |  | 9.14% |
| Materials |  | 8.74% |
| Information Technology |  | 7.42% |
| Communication Services |  | 6.41% |
| Health Care |  | 6.28% |
| Energy |  | 1.33% |
| Others |  | 2.08% |
| Other share classes |  |  |
| I Distribution | EUR | LU0273690817 |
| P Capitalisation | USD | LU0430558014 |
| P Capitalisation (hedged i) | USD | LU1001145348 |
| I Capitalisation | EUR | LU0191250090 |
| P Distribution | EUR | LU0127786605 |
| P Capitalisation | EUR | LU0127786431 |

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

Translation (ENDE, 2020-08-31):
# Factsheet
NN (L) Euro High Dividend
| Statistiken |  |
| --- | --- |
| CHF | 1 Jahr | 3 Jahre | 5 Jahre |
| Standardabweichung | 24,34 | 17,55 | 16,08 |
| Sharpe Ratio | -0,02 | 0,03 | 0,20 |
| Alpha (%) | 2,19 | -0,42 | -0,21 |
| α (%) | 1,53 | -0,53 | -0,23 |
| Beta | 1,10 | 1,05 | 1,02 |
| R-Quadrat | 0,98 | 0,98 | 0,97 |
| Information Ratio | 0,42 | -0,19 | -0,08 |
| Tracking Error | 3,66 | 2,80 | 2,83 |
| Value at Risk (95% annualisiert) |  |  | 38,75% |

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 | 37,09% |
| Frankreich | 30,01% |
| Niederlande | 14,74% |
| Irland | 5,23% |
| Italien | 3,70% |
| Portugal | 3,15% |
| Belgien | 2,44% |
| Finnland | 1,25% |
| Kassa | 1,13% |
| Spanien | 0,76% |
| Sonstige | 0,51% |
| Währungsallokation |  |
| EUR | 99,98% |
| USD | 0,01% |
| AUD | 0,01% |
| Sektorallokation |  |
| Finanzwesen | 19,57% |
| Basiskonsumgüter | 14,25% |
| Industriesektor | 13,39% |
| Versorgungsunternehme n | 11,39% |
| Nicht Basiskonsumgüter | 9,14% |
| Rohstoffe | 8,74% |
| It | 7,42% |
| Kommunikationsdienste | 6,41% |
| Gesundheitswesen | 6,28% |
| Energie | 1,33% |
| Sonstige | 2,08% |
| Andere Anteilsklassen |  |
| I, ausschüttend	EUR | LU0273690817 |
| P, thesaurierend	USD | LU0430558014 |
| P thesaurierend (hedged i)	USD | LU1001145348 |
| I, thesaurierend	EUR | LU0191250090 |
| P, ausschüttend	EUR | LU0127786605 |
| P, thesaurierend	EUR | LU0127786431 |


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