Dow Jones Sustainability Indices (DJSI)

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Olivia Newton
5 years ago
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1 Dow Jones Sustainability Indices (DJSI) December 2014 A cooperation of S&P Dow Jones Indices and RobecoSAM

2 Index Performance DJSI World 15% 1 DJSI World Index 5% -5% -1 YTD last month last 3 last 6 last 12 YTD last month last 3 last 2 last 6 last 3 last 12 last 5 last 2 * last 3 last 5 * DJSI World Index 1.11% -3.49% -1.95% -5.55% 1.11% 11.17% 12.57% 6.97% 3.32% 4.16% -1.93% 0.41% % % 9.16% 4.18% Excess Return -3.05% -1.56% -2.36% -3.65% -3.05% -1.92% % Performance & Risk Characteristics * Absolute Risk 17.66% Sharpe Ratio 0.06 Absolute Risk 16.5 Beta versus 1.06 Tracking Error 2.96% Jensen's Alpha -0.97% Information Ratio

3 Index Performance DJSI World DJSI World Index -6 YTD * YTD * DJSI World Index 1.11% 22.23% 15.51% -7.88% 6.52% 36.06% % 11.67% 24.08% 9.12% 12.83% 36.41% % % % 65.11% 4.16% % -7.35% 12.67% 34.63% % 20.95% 10.84% 15.23% 33.99% % % % 15.88% 87.47% Excess Return -3.05% -0.57% -0.62% -0.54% -6.15% 1.43% -0.79% 0.01% 3.13% -1.71% % -1.94% 0.67% -2.69% 2.24% % *

4 Index Performance DJSI World Performance versus DJSI World Index

5 Index Performance DJSI World Diversified 15% 1 DJSI World Diversified Index 5% -5% YTD last month last 3 last 6 last 12 YTD last month last 3 last 2 last 6 last 3 last 12 last 5 last 2 * last 3 last 5 * DJSI World Diversified Index 4.11% % 4.11% 13.36% 13.89% 8.58% 8.85% 4.16% -1.93% 0.41% % % 9.16% 9.39% Excess Return -0.05% 0.23% -0.31% -0.24% -0.05% 0.26% -0.18% -0.58% -0.54% Performance & Risk Characteristics * Absolute Risk 15.89% Sharpe Ratio 0.45 Absolute Risk 16.1 Beta versus 0.98 Tracking Error 1.75% Jensen's Alpha -0.39% Information Ratio

6 Index Performance DJSI World Diversified DJSI World Diversified Index YTD * YTD * DJSI World Diversified Index 4.11% 23.42% 15.05% -8.39% 11.48% 31.05% % 10.29% % 12.85% 34.96% 7.66% % 4.16% % -7.35% 12.67% 34.63% % 20.95% 10.84% 15.23% 33.99% 7.74% % Excess Return -0.05% 0.62% -1.08% -1.04% -1.19% -3.58% 2.33% -1.37% 0.85% -2.91% -2.38% 0.97% -0.08% % *

7 Index Performance DJSI World Diversified Performance versus - 25 DJSI World Diversified Index

8 Disclaimer No warranty This publication is derived from sources believed to be accurate and reliable, but neither its accuracy nor completeness is guaranteed. The material and information in this publication are provided "as is" and without warranties of any kind, either expressed or implied. RobecoSAM AG and its related, affiliated and subsidiary companies disclaim all warranties, expressed or implied, including, but not limited to, implied warranties of merchantability and fitness for a particular purpose. Any opinions and views in this publication reflect the current judgment of the authors and may change without notice. It is each reader's responsibility to evaluate the accuracy, completeness and usefulness of any opinions, advice, services or other information provided in this publication. Limitation of liability All information contained in this publication is distributed with the understanding that the authors, publishers and distributors are not rendering legal, accounting or other professional advice or opinions on specific facts or matters and accordingly assume no liability whatsoever in connection with its use. In no event shall RobecoSAM AG and its related, affiliated and subsidiary companies be liable for any direct, indirect, special, incidental or consequential damages arising out of the use of any opinion or information expressly or implicitly contained in this publication. Copyright Unless otherwise noted, text, images and layout of this publication are the exclusive property of RobecoSAM AG and/or its related, affiliated and subsidiary companies and may not be copied or distributed, in whole or in part, without the express written consent of RobecoSAM AG or its related, affiliated and subsidiary companies. No Offer The information and opinions contained in this publication constitutes neither a solicitation, nor recommendation, nor an offer to buy or sell investment instruments or other services, or to engage in any other kind of transaction. The information described in this publication is not directed to persons in any jurisdiction where the provision of such information would run counter to local laws and regulation RobecoSAM 8

Dow Jones Sustainability Indices Diversified June A cooperation of S&P Dow Jones Indices and RobecoSAM

Dow Jones Sustainability Indices Diversified June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM DJSI Asia Pacific Developed Diversified Select, as of June 30 th 3 25% 15% 1 5% YTD 1M 3M 6M