PerformanceScenario

/FundsXML4/RegulatoryReportings/IndirectReporting/PRIIPS_V20/EPTV2/PerformanceScenario

Diagram

PerformanceScenario 02 ReturnUnfavorable PRIIPS_V2_ReturnScenarioType ReturnModerate PRIIPS_V2_ReturnScenarioType ReturnFavorable PRIIPS_V2_ReturnScenarioType ReturnStress PRIIPS_V2_ReturnScenarioType NumberOfObservedReturn_M0 xs:decimal 0..1 MeanObservedReturns_M1 xs:decimal 0..1 ObservedSigma xs:decimal 0..1 ObservedSkewness xs:decimal 0..1 ObservedExcessKurtosis xs:decimal 0..1 ObservedStressedVolatility xs:decimal 0..1 PortfolioPastPerformanceDisclosureRequired YesNoType PastPerformanceLink xs:anyURI 0..1 PreviousPerformanceScenariosCalculationLink xs:anyURI 0..1 PastPerformanceNumberOfYears (anonymous) 0..1 InvestedAmountOtherCurrency xs:int 0..1

Documentation

02

Properties

Type
(anonymous)
Cardinality
1
Namespace
xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
5
Sample Data

Child Elements & Attributes

Name (XPath) Type Documentation Sample Data
/RegulatoryReportings/.../ReturnUnfavorable PRIIPS_V2_ReturnScenarioType

02010-02020-02030 Annual return of the portfolio, fund, share class corresponding to the unfavorable scenario.

/RegulatoryReportings/.../ReturnModerate PRIIPS_V2_ReturnScenarioType

02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario

/RegulatoryReportings/.../ReturnFavorable PRIIPS_V2_ReturnScenarioType

02070-02080-02090 Annual return of the portfolio, fund, share class corresponding to the favorable scenario

/RegulatoryReportings/.../ReturnStress PRIIPS_V2_ReturnScenarioType

02100-02110-02120 Annual return of the portfolio, fund, share class corresponding to the stress scenario

/RegulatoryReportings/.../NumberOfObservedReturn_M0 xs:decimal

02130-See PRIIPS regulation.
Mandatory for PRIIPS cat equals to 2

828.85
/RegulatoryReportings/.../MeanObservedReturns_M1 xs:decimal

02140-See PRIIPS Regulation.
M1. Mandatory for PRIIPS cat equals to 2

532.48
/RegulatoryReportings/.../ObservedSigma xs:decimal

02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2

895.61
/RegulatoryReportings/.../ObservedSkewness xs:decimal

02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2

594.49
/RegulatoryReportings/.../ObservedExcessKurtosis xs:decimal

02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2

774.40
/RegulatoryReportings/.../ObservedStressedVolatility xs:decimal

02180-Volatility used to calculate stress scenario
stressed volatility applied for stress scenario calculations for >1y

758.87
/RegulatoryReportings/.../PortfolioPastPerformanceDisclosureRequired YesNoType

02185-Does this product fulfil conditions sets in Annex VIII number 1 a and b

YES or NO

NO
/RegulatoryReportings/.../PastPerformanceLink xs:anyURI

02190 - link to the past performance of the fund

/RegulatoryReportings/.../PreviousPerformanceScenariosCalculationLink xs:anyURI

02200 - Link to the previous calculations

/RegulatoryReportings/.../PastPerformanceNumberOfYears (anonymous)

02210 - Number of years for which past performance is presented

0.15
/RegulatoryReportings/.../InvestedAmountOtherCurrency xs:int

02220 - invested amount if the currency of the PRIIP is not EUR as shown in the performance scenarios.
Mandatory if the share class in 00060_Share_Class_Currency is not in EUR.

434

XML Snippet

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            name="PerformanceScenario">
   <xs:annotation>
      <xs:documentation>02</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element name="ReturnUnfavorable" type="PRIIPS_V2_ReturnScenarioType">
            <xs:annotation>
               <xs:documentation>02010-02020-02030 Annual return  of the portfolio, fund, share class corresponding to the unfavorable scenario.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="ReturnModerate" type="PRIIPS_V2_ReturnScenarioType">
            <xs:annotation>
               <xs:documentation>02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="ReturnFavorable" type="PRIIPS_V2_ReturnScenarioType">
            <xs:annotation>
               <xs:documentation>02070-02080-02090 Annual return  of the portfolio, fund, share class corresponding to the favorable scenario</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="ReturnStress" type="PRIIPS_V2_ReturnScenarioType">
            <xs:annotation>
               <xs:documentation>02100-02110-02120 Annual return  of the portfolio, fund, share class corresponding to the stress scenario</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="NumberOfObservedReturn_M0" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02130-See PRIIPS regulation. 
Mandatory for PRIIPS cat equals to 2</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="MeanObservedReturns_M1" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02140-See PRIIPS Regulation.
M1. Mandatory for PRIIPS cat equals to 2</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="ObservedSigma" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="ObservedSkewness" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="ObservedExcessKurtosis" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="ObservedStressedVolatility" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>02180-Volatility used to calculate stress scenario
stressed volatility applied for stress scenario calculations for &gt;1y</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="PortfolioPastPerformanceDisclosureRequired" type="YesNoType">
            <xs:annotation>
               <xs:documentation>02185-Does this product fulfil conditions sets in  Annex VIII number 1 a and b</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="PastPerformanceLink" type="xs:anyURI">
            <xs:annotation>
               <xs:documentation>02190 - link to the past performance of the fund</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0"
                     name="PreviousPerformanceScenariosCalculationLink"
                     type="xs:anyURI">
            <xs:annotation>
               <xs:documentation>02200 - Link to the previous calculations</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="PastPerformanceNumberOfYears">
            <xs:annotation>
               <xs:documentation>02210 - Number of years for which past performance is presented</xs:documentation>
            </xs:annotation>
            <xs:simpleType>
               <xs:restriction base="xs:decimal">
                  <xs:minInclusive value="0"/>
                  <xs:maxInclusive value="10"/>
               </xs:restriction>
            </xs:simpleType>
         </xs:element>
         <xs:element minOccurs="0" name="InvestedAmountOtherCurrency" type="xs:int">
            <xs:annotation>
               <xs:documentation>02220 - invested amount if the currency of the PRIIP is not EUR as shown in the performance scenarios.
Mandatory if the share class in 00060_Share_Class_Currency is not in EUR.  </xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>