FACTSHEET/1
DOW JONES STOXX® PRIVATE EQUITY 20 INDEX
Stated Objective
The Dow Jones STOXX Private Equity 20 Index is designed to measure the performance of the 20 largest private equity companies in Europe. The index covers: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Iceland, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United Kingdom.
Unique Aspects
Companies must be classified by the Industry Classification Benchmark (ICB) as either subsector 8775 (Specialty Finance) or subsector 8985 (Equity Investment Instruments) and/or must have their main involvement in private equity (e.g. venture capital, mezzanine, buy-out), i.e. a minimum of 40% of a company's investment must be held in private equity. The investments of components of the Dow Jones STOXX Private Equity 20 Index in companies included in the Dow Jones STOXX Global 1800 Index are restricted to 30%. Companies must have a free float market capitalisation of at least EUR 75 million.
Descriptive Statistics
Index Market Capitalisation (EUR Bil.) Full DJ STOXX Private Equity 20 DJ STOXX 50 DJ STOXX 600 Financial Services DJ STOXX 600 10.92 2,157.70 85.80 4,756.71 Free Float 8.12 1,931.55 58.35 3,710.99 Components (EUR Bil.) Mean 0.41 38.63 1.67 6.18 Median 0.19 29.16 1.06 1.91 Largest 1.22 107.04 9.91 107.04 Smallest 0.08 8.16 0.31 0.15 Component Weights (%) Largest 15.00 5.54 16.98 2.88 Smallest 0.98 0.42 0.54 0.00
Performance*
Index DJ STOXX Private Equity 20 DJ STOXX 50 DJ STOXX 600 Financial Services DJ STOXX 600 Change (%) Last Month -17.47 -4.33 -8.38 YTD -64.57 -43.93 -56.19 2008 -64.57 -43.93 -56.19 -46.00 2007 -7.26 -0.36 -12.66 -0.17 2006 27.80 10.39 44.94 17.81 Annualised (%) 1 Year 3 Years -64.06 -24.80 -43.48 -55.69 -45.54 -14.68 -17.60 -13.85 Since Incept.** -6.97 -4.87 3.49 -2.96 Volatility (%) (30 days) 46.13 49.41 47.09 45.49
-4.53 -46.00
Country Weighting (%)
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* Based on price index ** 31 December 2003
www.stoxx.com
30 December 2008
FACTSHEET/2
DOW JONES STOXX® PRIVATE EQUITY 20 INDEX
Quick Facts
Categories Weighting Component Number Review Frequency Calculation/Distribution Facts Free float market capitalisation subject to 20% weighting cap 20 Quarterly, in March, June, September and December Price (EUR): Every 15 seconds during local trading hours Price (USD): End-of-day Total Return (EUR/USD): End-of-day Base Value / Base Date History Date Introduced 1,000 as of 31 December 2003 Available daily back to 31 December 2003 4 September 2007
Symbols
Index DJ STOXX Private Equity 20 Currency Price EUR Return EUR Price USD Return USD ISIN CH0032120773 CH0032120781 CH0032120807 CH0032120815 Symbol SPEP SPER SPEL SPEV Bloomberg SPEPX Index SPERX Index SPELX Index SPEVX Index Reuters .SPEP1 .SPER .SPEL .SPEV
Components
Company RATOS B WENDEL 3I GRP EURAZEO PARTNERS GRP HLDG INTERMEDIATE CAPITAL GRP GIMV HBM BIOVENTURES ELECTRA PRIVATE EQUITY CANDOVER INVESTMENTS MANAGEMENT & CAPITALI DEUTSCHE BETEILIGUNGS AG HG CAPITAL TRUST IP GRP ABSOLUTE PRIVATE EQUITY COMPAGNIE DU BOIS SAUVAGE SVG CAPITAL BURE EQUITY PANTHEON INTL. PARTICIPATIONS CASTLE PRIVATE EQUITY Country Sweden France UK France Switzerland UK Belgium Switzerland UK UK Italy Germany UK UK Switzerland Belgium UK Sweden UK Switzerland Weight (%) 15.00 14.07 12.71 11.80 8.40 7.14 6.44 3.82 2.54 2.42 2.21 1.96 1.91 1.73 1.69 1.62 1.35 1.13 1.11 0.98
www.stoxx.com
30 December 2008