OFEP010500 – EPT Flexible Asset Allocation VEV

If "OFEP010300 EPT Is PRIIP Flexible" was answered with "yes", the calculation of the VEV must take into account different calculation methods. Details can be found in the RTS, Annex II, Part 1, (14):

"For PRIIPs that are managed according to investment policies and/or strategies that pursue certain reward objectives by participating through flexible investment in different financial asset classes (e.g. in both equity and fixed-income markets), VEV that shall be used shall be: (a) Where there has been no revision of the investment policy over the period under point 10, take the maximum of: (i) the actual VEV computed according to points 9-13 [openfunds: OFEP010400]; (ii) VEV of the returns of the pro-forma asset mix that is consistent with the reference asset allocation of the fund at the time of the computation; (iii) the VEV which is consistent with the risk limit of the fund, if any and appropriate.

(b) Where investment policy has been revised over the period under point 10, take the maximum of (ii) and (iii) above."

//This field was introduced by the European Working Group with their PRIIPS Data Dictionary Template (EPT) Version 20170421. EPT: 01050_Flex_VEV_Ref_Asset_Allocation More information can be found in the Regulatory Technical Standards (RTS), Annex II, Part 1, (14). (See above).//

Values

Decimal figure, rounded to maximal 7 digits after the decimal point.

FundsXML 4 mapping

FundsXML EPT block:

• RegulatoryReportings/…/EPTV2/RiskAssessment/Flex_VEV_Ref_Asset_Allocation

The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.

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