Top Performing ETFs w China Exposure Analysis

[Pages:14]Top Performing ETFs w China Exposure Analysis

A Summary Report For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Top Performing ETFs w China Exposure Analysis Summary

Absolute Returns Over Fixed Time Periods and Relative Measures Computed For August 2016 -- July 2019 Relative to Morningstar US Large Cap TR USD (Correlated 1.00 to S&P; 500 TR USD)

# Fund Name 1 iShares FTSE A50 China ETF 2 Huatai-PineBridge CSI 300 ETF 3 E Fund Seeded CSI 300 ETF 4 Harvest SZSE SME-CHINEXT 300 ETF 5 ChinaAMC CSI 300 ETF 6 ChinaAMC CSI 300 ETF Feeder Fund 7 CSOP FTSE China A50 ETF 8 ChinaAMC China 50 ETF 9 Fullgoal CSI Natl Enterprise Reform... 10 ChinaAMC CSI 300 ETF 11 E Fund CSI300 ETF Feeder Fund 12 Guotai CSI Security Agency ETF

Group Mean Group Median Morningstar US Large Cap TR USD USTREAS Treasury Bill Constant Matu...

Track Record 14y 9m

7y 3m 6y 5m 7y 3m 7y 1m 10y 1m 7y 0m 14y 8m 4y 8m 6y 8m 10y 0m 3y 1m

AUM (USD) 2.9B 5.2B 1.3B 3.7B 2.0B 2.3B 2.1B 7.0B 1.0B 3.8B 1.1B 1.2B

1 Month Return 8.66% 7.11% 7.09% 7.14% 5.78% 6.92% 8.53% 8.55% 16.11% 7.18% 6.60% 7.36% 8.08% 7.16% 8.60% 0.42%

3 Months Return 5.86% 0.73% 1.04% 0.78% -0.56% 0.71% 5.67% 4.82% -5.08% 0.85% 0.78% -9.38% 0.52% 0.78% 5.97% 0.82%

2019 Return

(YTD) 33.15% 29.22% 29.53% 29.23% 27.39% 27.41% 32.63% 29.27% 79.27% 29.32% 27.30% 34.65% 34.03% 29.29% 19.93%

1.44%

2018 Return -20.10% -23.92% -23.55% -24.03% -24.53% -22.60% -20.41% -18.36% -57.68% -23.88% -22.20% -24.86% -25.51% -23.72% -3.44% 1.75%

2017 Return 32.64% 23.14% 23.77% 23.36% 22.61% 22.62% 33.31% 27.17% 29.18% 23.69% 22.63% -7.43% 23.06% 23.53% 22.69% 0.75%

Ann. Excess Return

1.19% -5.66% -5.15% -5.57% -6.58% -5.63% 0.12% -1.18% -9.10% -5.33% -5.52% -13.49% -5.16% -5.54%

Ann. Standard Deviation

17.25% 16.60% 16.44% 16.61% 16.73% 15.79% 17.20% 16.89% 42.49% 16.59% 15.53% 26.49% 19.55% 16.67% 11.96%

0.24%

Ann. Alpha 1.76% -3.24% -2.62% -3.14% -4.17% -2.83% 0.55% -0.46%

-17.76% -2.89% -2.50% -9.73% -3.92% -2.86%

Beta 1.01 0.86 0.85 0.86 0.86 0.82 1.02 1.00 2.16 0.86 0.81 0.85 1.00 0.86 1.00

Ann. Tracking

Error 12.29% 13.14% 13.02% 13.16% 13.31% 12.52% 12.10% 11.96% 36.46% 13.13% 12.41% 24.51% 15.67% 13.08%

Ann. Information

Ratio 0.16 -0.38 -0.34 -0.37 -0.44 -0.40 0.07 -0.04 -0.09 -0.35 -0.40 -0.47 -0.26 -0.36

Ann. Sharpe

Ratio 0.83 0.45 0.49 0.46 0.39 0.47 0.77 0.71 0.22 0.47 0.49 0.03 0.48 0.47 1.04

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Top Performing ETFs w China Exposure -- Quartile Comparison

Historical Absolute Returns in Different Periods

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Top Performing ETFs w China Exposure -- Quartile Comparison

Relative Measures Computed For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Top Performing ETFs w China Exposure -- Annualized Risk / Return

Computed For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Top Performing ETFs w China Exposure -- Annualized Downside Risk / Return

Computed For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Top Performing ETFs w China Exposure -- Annualized Excess Risk / Return

Computed For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

Analysis Report

Up vs. Down Market Capture

Computed For August 2016 -- July 2019

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This material is not a solicitation of any offer to buy or sell any security or other financial instrument, or to participate in any trading strategy. Please refer to important information and qualifications at the end of this material. The information contained herein does not constitute advice. Edgefolio is not acting as your advisor (municipal, financial, or otherwise) and is not acting in a fiduciary capacity. View an interactive version of this report online.

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