SPI Multi Premia® CHF (Total Return)
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SPI Multi Premia® CHF (Total Return) Index Description The SPI Multi Premia® CHF (Total Return) follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI. The components of the SPI Multi Premia index are the superset of all SPI Single Premium indices and weighted by equal contribution to risk. On December 31, 2003 the SPI Multi Premia® CHF (Total Return) was standardised at 100 points. As of today the index represents more than 5% of the freefloat market capitalization of the entire Swiss equity market. Its benchmark Swiss Performance Index SPI® Total Return covers 99% of that market. Index Performance Annual Index Return¹ 800 Year SPI Multi SPI 720 2021 33.93% 30.89% 640 560 2020 4.98% 3.82% 480 2019 28.25% 30.40% 400 2018 -15.55% -8.59% 320 240 2017 27.27% 19.98% 160 2016 7.54% -1.41% 80 2015 8.32% 2.68% 0 2004 2007 2010 2013 2016 2019 2014 12.12% 13.00% SPI Multi Premia® CHF (Total Return) Swiss Performance Index SPI® Total Return Risk and Return Profile Dividend Yield & Turnover YTD 3 Mths 1 Yr¹ 3 Yrs¹ 7 Yrs¹ 15 Yrs¹ SPI Multi SPI Return Div. Yield SPI Multi 21.50% 6.16% 34.28% 11.76% 11.05% 9.02% 2021 2.15% 2.58% SPI 19.66% 8.72% 25.98% 14.08% 9.28% 6.32% 2020 3.42% 3.19% Volatility 2019 2.96% 3.10% SPI Multi 0.70% 0.57% 0.76% 0.63% 0.37% 0.26% 2018 2.68% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 2.67% 3.09% Tracking Err. 2016 2.89% 3.42% SPI Multi ² 0.32% 0.27% 5.18% 6.60% 5.52% 5.78% 2015 2.80% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Total Return Turnover 2021 17.72% 3.24% 2020 49.34% 5.72% Maximum Drawdown 2019 40.36% 7.66% High Date Low Date High Value Low Value Drawdown 2018 51.47% 6.19% 15 Years back 2017 43.61% 11.06% SPI Multi 06/01/2007 03/09/2009 218 108 -50.43% 2016 95.04% 6.36% SPI 06/01/2007 03/09/2009 7,747 3,622 -53.25% 2015 - 6.26% All data retrieved as of 08/31/2021 Index Characteristics Top 10 SPI Multi Premia® CHF (Total Return) Components SPI Multi SPI Mcap (Mio CHF)³ Weight Historical Data Since 12/31/2003 - KUEHNE+NAGEL INT N 5,341.33 5% Launch Date 12/31/2003 06/01/1987 TECAN GROUP AG N 3,352.44 3% Calculation Interval 3 minutes 3 minutes SWISSCOM N 2,958.40 3% No of Components 58 218 LOGITECH N 2,951.30 3% Mcap (Mio CHF)³ VAT GROUP N 2,875.85 3% Index Mcap 104,410.99 1,786,951.98 PSP N 2,814.69 3% Largest Mcap 5,341.33 333,446.94 FISCHER N 2,809.96 3% Smallest Mcap 249.96 1.09 SONOVA N 2,645.93 3% Average Mcap 1,800.19 8,197.03 STRAUMANN N 2,504.42 2% Median Mcap 1,827.07 611.6 SGS N 2,502.71 2% ³ Market capitalization free-float adjusted Total 30,757.04 29% Index Sector Weights (in %) Financials Consumer Goods SPI Multi Premia® CHF (Total Return) Swiss Performance Index SPI® Total Return Industrials Healthcare Technology Oil and Gas 0 5 10 15 20 25 30 35 40 Basic Materials Utilities Consumer Services Telecommunications Index Information Symbol ISIN Refinitiv RIC Bloomberg Ticker BMR Compliance SPI Multi Total Return SPIMTC CH0329197351 .SPIMTPC SPIMTPC INDEX No Price SPIMTP CH0329197195 .SPIMTP SPIMTP INDEX No SPI Total Return SXGE CH0009987501 .SSHI SPI Yes Price SPIX CH0000222353 .SPIX SPIND Yes Index Methodology The SPI Multi Premia® CHF (Total Return) is calculated as a free float market capitalization weighted index using the Laspeyres method. The respective methodology approaches are described in more detail in the Rulebook. Licensing The use of SMI Indices and their registered trademarks (®) as well as the access to restrictive index data are governed by a licensing agreement. To request an index data license, please fill in our contact form. 1 2 0 2 For legal purposes, please consider the SIX Disclaimer: www.six-group.com/exchanges/disclaimer_en.html G, A p SIX Business Support Technical Support u o Pfingstweidstrasse 110 Index Sales, Licensing and Data Index Operations Gr IX CH-8021 Zurich T +41 58 399 2600 T +41 58 399 2229 S © www.six-group.com/indices [email protected] [email protected].