2019 09 msci-emerging-markets-100-hedged-to-eur-index.pdf - MSCI EMERGING MARKETS 100 HEDGED TO EUR INDEX(EUR The MSCI Emerging Markets(EM 100 Hedged to

2019 09 msci-emerging-markets-100-hedged-to-eur-index.pdf -...

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MSCI EMERGING MARKETS 100% HEDGED TO EUR INDEX (EUR) MSCI EMERGING MARKETS 100% HEDGED TO EUR INDEX The MSCI Emerging Markets (EM) 100% Hedged to EUR Index represents a close estimation of the performance that can be achieved by hedging the currency exposures of its parent index, the MSCI EM Index, to the EUR, the "home" currency for the hedged index. The index is 100% hedged to the EUR by selling each foreign currency forward at the one-month Forward weight. The parent index is composed of large and mid cap stocks across 26 Emerging Markets (EM) countries* and its local performance is calculated in different currencies. CUMULATIVE INDEX PERFORMANCE - NET RETURNS (EUR) (DEC 2008 – SEP 2019) Dec 08 Nov 09 Oct 10 Sep 11 Jul 12 Jun 13 May 14 Apr 15 Feb 16 Jan 17 Dec 17 Nov 18 Sep 19 50 100 200 300 MSCI EM 100% Hedged to EUR MSCI Emerging Markets (Local) MSCI Emerging Markets (EUR) 292.05 268.98 189.25 ANNUAL PERFORMANCE (%) Year MSCI EM 100% Hedged to EUR MSCI Emerging Markets (Local) MSCI Emerging Markets (EUR) 2018 -13.29 -10.07 -10.26 2017 25.76 30.55 20.59 2016 5.51 9.69 14.51 2015 -8.83 -5.76 -5.23 2014 1.81 5.17 11.38 2013 0.20 3.44 -6.81 2012 12.94 16.99 16.41 2011 -14.89 -12.74 -15.70 2010 10.50 14.10 27.14 2009 58.69 62.29 72.94 INDEX PERFORMANCE — NET RETURNS (%) ( SEP 30, 2019 ) ANNUALIZED 1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr Since Dec 31, 2008 MSCI EM 100% Hedged to EUR 1.20 -2.98 -3.78 4.93 3.69 1.76 2.46 6.11 MSCI Emerging Markets (Local) 1.47 -2.07 -0.23 7.77 7.63 5.52 5.91 9.64 MSCI Emerging Markets (EUR) 2.94 0.02 4.39 11.03 7.05 5.39 6.45 10.48 INDEX RISK AND RETURN CHARACTERISTICS ( DEC 31, 2008 – SEP 30, 2019 ) ANNUALIZED STD DEV (%) 1 SHARPE RATIO 1 , 2 MAXIMUM DRAWDOWN 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr Since Dec 31, 2008 (%) Period YYYY-MM-DD MSCI EM 100% Hedged to EUR 11.23 11.57 11.97 0.41 0.23 0.26 0.50 26.77 2015-04-27—2016-01-21 MSCI Emerging Markets (Local) 11.24 11.61 12.00 0.75 0.55 0.53 0.74 25.14 2015-04-27—2016-01-21 MSCI Emerging Markets (EUR) 11.38 13.46 13.55 0.69 0.48 0.52 0.73 34.82
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