INDEX INVESTMENT STRATEGY: Daily Index Dashboard

INDEX INVESTMENT STRATEGY: Daily Index Dashboard

January 2, 2020

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HEADLINE INDICES

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INDEX

Daily YTD 6M 12M INDEX

Yield Daily YTD 6M 12M

U.S. Equity

U.S. Fixed Income

S&P 500?

0.85% 0.85% 10.68% 32.44% S&P U.S. Aggregate Bond

2.28% 0.23% 0.23% 2.24% 7.51%

S&P MidCap 400?

0.11% 0.11% 7.05% 26.73% S&P U.S. Treasury Current 2-Year

1.58% 0.01% 0.01% 0.99% 3.29%

S&P SmallCap 600?

-0.02% -0.02% 8.51% 22.26% S&P U.S. Treasury Current 10-Year

1.88% 0.37% 0.37% 1.45% 8.76%

S&P Composite 1500?

0.78% 0.78% 10.39% 31.78% S&P 500/MarketAxess IG Corp Bond

2.80% 0.36% 0.36% 4.40% 15.30%

S&P Total Market Index (TMI)

0.76% 0.76% 10.08% 31.75% S&P 500 High Yield Corporate Bond

3.57% 0.18% 0.18% 4.71% 16.56%

Dow Jones Industrial Average?

1.18% 1.18% 9.13% 26.72% S&P/LSTA U.S. Leveraged Loan 100

5.61% 0.06% 0.08% 3.55% 10.57%

Daily Leaders & Laggards: S&P 500 Sectors & Factors

Global Fixed Income

Industrials Info. Tech. High Beta Comm. Services

Growth

1.8% 1.8% 1.3% 1.3% 1.3%

S&P U.K. Gilt (GBP) S&P Canada Sovereign Bond (CAD) S&P/ASX Australian Gov. Bond (AUD) S&P Germany Sovereign Bond (EUR) S&P Global Dev. Sov. Bond (USD) S&P Japan Sovereign Bond (JPY)

0.95% 1.67% 1.21% -0.35% 0.87% 0.03%

0.48% 0.36% 0.22% 0.22% 0.16% 0.01%

0.48% 0.36% 0.22% 0.22% 0.16% 0.01%

1.01% 0.16% 0.62% -0.98% 0.57% -0.53%

6.87% 3.68% 8.17% 2.45% 4.91% 1.48%

S&P 500, 0.9%

Currencies

Staples Low Vol High Div

Materials Real Estate

Utilities

-0.8% -1.0% -1.2% -1.3% -1.4%

Dow Jones FXCM Dollar Index GBP/USD (1.3187) EUR/USD (1.1201) USD/JPY (108.28) USD/CAD (1.2981) AUD/USD (0.7002)

0.24% -0.45% -0.21% -0.37% -0.10% -0.38%

0.27% -0.45% -0.21% -0.37% -0.10% -0.38%

-0.45% 4.72% -0.83% 0.14% 1.07% 0.11%

-0.50% 4.65% -1.35% -0.93% 4.82% 0.04%

Global Equity (USD)

Daily YTD 6M 12M Daily Leaders & Laggards: S&P Global BMI (USD)

S&P Global BMI S&P Developed BMI S&P Emerging BMI

S&P Frontier BMI S&P Developed Ex-US BMI S&P Global 1200

0.74% 0.65% 1.41% 0.78% 0.48% 0.69%

0.74% 0.65% 1.42% 0.77% 0.48% 0.69%

8.86% 27.98% 9.02% 28.60% 7.19% 22.56% -0.13% 15.90% 7.43% 24.04% 9.40% 29.40%

Pakistan Chile China Brazil

Sweden

2.8% 2.7% 2.3% 2.3% 2.2%

S&P 500

0.85% 0.85% 10.68% 32.44%

S&P Global BMI, 0.7%

S&P/TOPIX 150? S&P Latin America 40 S&P Europe 350? S&P/ASX All Australian 50 S&P Asia 50 S&P/TSX 60

0.00% 2.55% 0.29% 0.02% 0.84% 0.23%

0.00% 2.55% 0.29% 0.02% 0.84% 0.23%

10.66% 5.07% 7.13% 3.01% 9.81% 6.05%

20.95% 11.72% 26.35% 25.83% 27.01% 28.15%

Indonesia Egypt

New Zealand Philippines Korea

-0.3% -0.4% -0.5% -1.0% -1.1%

Global Equity (Local Currency)

Daily YTD 6M 12M Commodities

Daily YTD 6M 12M

S&P/BMV IPC (MXN)

2.06% 2.06% 3.64% 8.50% Dow Jones Commodity Index

0.09% 0.09% 5.31% 9.97%

S&P China 500 (CNY) S&P/HKEX LargeCap (HKD) S&P Germany BMI (EUR)

1.93% 1.59% 1.17%

1.93% 1.59% 1.17%

9.32% 2.06% 7.81%

37.62% 19.04% 25.73%

S&P GSCI Precious Metals Gold

0.15% 0.37% 0.34%

0.15% 0.37% 0.34%

6.63% 8.89% 8.06%

16.67% 17.73% 18.15%

S&P France BMI (EUR)

1.05% 1.05% 8.41% 31.74%

Industrial Metals

0.24% 0.24% 3.62% 5.10%

S&P BSE SENSEX (INR)

0.78% 0.90% 5.11% 17.28%

Crude Oil

0.20% 0.20% 9.99% 31.09%

S&P Europe 350 (EUR)

0.84% 0.84% 8.44% 28.52%

Copper

0.20% 0.20% 5.38% 7.18%

S&P United Kingdom (GBP)

0.81% 0.81% 2.39% 18.03%

Energy

0.16% 0.16% 9.44% 27.34%

S&P South Africa Composite (ZAR)

0.60% 0.60% 0.66% 18.69%

Agriculture

0.05% 0.05% 0.37% -0.44%

S&P/BVL LIMA 25 (PEN)

0.54% 0.54% -1.42% -1.37%

Livestock

-0.07% -0.07% 0.84% -5.68%

S&P/TSX Composite (CAD)

0.21% 0.21% 5.38% 22.93% Volatility

S&P/ASX 200 (AUD)

0.10% 0.10% 2.63% 25.48% Cboe Volatility Index/ VIX? (12.47)

-14.82% -14.82% -3.56% -46.30%

S&P Switzerland BMI (CHF)

0.00% 0.00% 5.99% 30.80% S&P/ASX 200 VIX (12.28)

-1.60% -1.60% 3.23% -36.75%

S&P/NZX 50 Portfolio (NZD)?

0.00% 0.00% 9.00% 29.29% S&P/JPX JGB VIX (2.30)?

0.00% 0.00% 25.00% 37.72%

S&P/TOPIX 150 (JPY)?

0.00% 0.00% 12.16% 19.26% S&P 500 VIX Short-Term Futures

-3.42% -3.42% -38.29% -67.86%

S&P Korea BMI (KRW)

-0.92% -0.92% 6.77% 14.22% S&P 500 VIX Mid-Term Futures

-2.25% -2.25% 0.15% -20.79%

S&P MERVAL (ARS)

-1.35% -1.35% -1.64% 32.19% S&P 500 1-Month Realized Volatility (7.71)

-0.55% -0.55% -33.22% -73.09%

Case-Shiller (as of Oct 2019)

1M 6M 12M S&P/BMV IPC VIX (13.23)

0.00% -6.45% -15.22% -36.82%

S&P CoreLogic Case-Shiller US National

0.10% 2.15% 3.34% S&P/TSX 60 VIX (12.68)

0.00% 0.00% 13.52% -49.10%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information

INDEX INVESTMENT STRATEGY: Daily Index Dashboard

January 2, 2020

MOVERS AND SHAKERS

3.0%

2.6%

2.5%

2.2%

Selected Highlights - 1 Day Index Change

2.0%

1.9% 1.9%

1.5% 1.0%

1.6% 1.4% 1.3% 1.2% 1.1% 1.1%

One day total return

0.5%

0.0% -0.5% -1.0% -1.5%

-0.3% -0.3%

-0.7%

-0.8%

-1.0%

-1.2%

-1.3%

-1.4%

-1.4%

-1.4%

-2.0%

Trailing One Year

100.0% 80.0% 60.0% 40.0%

85.5% 69.7%

Selected Highlights - 1Y Index Change

54.6% 53.6% 53.3% 52.8% 52.8% 52.3% 51.0% 46.5%

20.0% 0.0% -20.0% -40.0%

2.4% 2.4% 2.3% 2.2% 2.1% 1.5%

-3.6%

-13.5% -20.4%

-35.9%

-60.0%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information

EQUITY SECTORS

S&P 500 Sectors - Total Return YTD

INDEX INVESTMENT STRATEGY: Daily Index Dashboard

January 2, 2020

Top 5 Outperforming Sectors - Excess Return YTD

S&P 500 Industrials Information Technology Communication Services Consumer Discretionary Financials

Energy Health Care Consumer Staples

Materials Real Estate

Utilities

-0.8% -1.2% -1.3% -1.4%

0.9% 1.8% 1.8%

1.3% 1.3% 0.9% 0.8% 0.2%

S&P/TSX Composite Information Technology S&P/TSX Composite Industrials

S&P Europe 350 Information Technology S&P/ASX 200 Communication Services

S&P 500 Industrials

1.5% 1.0% 1.0% 1.0% 1.0%

Top 5 Underperforming Sectors - Excess Return YTD

-1.8% -2.1% -2.2% -2.2% -2.2%

S&P/TSX Composite Real Estate S&P 500 Materials S&P/TSX Composite Health Care S&P 500 Real Estate S&P 500 Utilities

INDEX

Daily YTD

6M

12M

INDEX

Daily YTD

6M

12M

S&P 500

0.85% 0.85% 10.68% 32.44%

S&P/ASX 200 (AUD)

0.10% 0.10% 2.63% 25.48%

Industrials

1.81% 1.81% 8.40% 31.12%

Communication Services

1.07% 1.07% -1.87% 31.94%

Information Technology

1.76% 1.76% 18.25% 52.84%

Real Estate

0.64% 0.64% 1.13% 23.93%

Communication Services

1.32% 1.32% 10.83% 32.77%

Consumer Discretionary

0.59% 0.59% 12.06% 35.94%

Consumer Discretionary

1.29% 1.29% 5.10% 28.40%

Information Technology

0.28% 0.28% 2.99% 35.03%

Financials

0.95% 0.95% 12.69% 32.40%

Energy

0.15% 0.15% 5.43% 26.37%

Energy

0.85% 0.85% 1.34% 10.48%

Consumer Staples

0.14% 0.14% 8.50% 21.98%

Health Care

0.22% 0.22% 10.93% 22.75%

Utilities

0.04% 0.04% 0.69% 17.32%

Consumer Staples

-0.81% -0.81% 7.54% 27.11%

Materials

0.03% 0.03% -1.02% 29.34%

Materials

-1.24% -1.24% 4.36% 22.48%

Financials

-0.07% -0.07% -2.63% 15.78%

Real Estate

-1.33% -1.33% 4.11% 30.27%

Industrials

-0.15% -0.15% 4.19% 28.54%

Utilities

-1.38% -1.38% 7.64% 26.85%

Health Care

-0.24% -0.24% 19.82% 43.14%

S&P Europe 350 (EUR)

0.84% 0.84% 8.44% 28.52%

S&P/TSX Composite (CAD)

0.21% 0.21% 5.38% 22.93%

Information Technology

1.85% 1.85% 7.68% 38.46%

Information Technology

1.74% 1.74% 14.40% 69.74%

Financials

1.43% 1.43% 10.16% 25.99%

Industrials

1.23% 1.23% 3.54% 27.44%

Consumer Discretionary

0.99% 0.99% 10.66% 36.59%

Consumer Discretionary

0.95% 0.95% 1.32% 17.19%

Industrials

0.96% 0.96% 11.98% 38.31%

Financials

0.54% 0.54% 5.86% 21.77%

Energy

0.92% 0.92% -2.40% 9.00%

Consumer Staples

0.29% 0.29% 1.94% 15.72%

Communication Services

0.73% 0.73% 4.08% 5.69%

Communication Services

-0.20% -0.20% 1.38% 12.87%

Materials

0.73% 0.73% 7.30% 29.76%

Materials

-0.40% -0.40% 7.52% 24.66%

Utilities

0.59% 0.59% 11.43% 31.02%

Energy

-0.47% -0.47% 8.57% 19.12%

Real Estate

0.39% 0.39% 16.15% 24.12%

Utilities

-0.54% -0.54% 11.01% 36.97%

Consumer Staples

0.26% 0.26% 3.79% 27.35%

Real Estate

-1.62% -1.62% 3.26% 21.19%

Health Care

0.19% 0.19% 12.73% 33.35%

Health Care

-1.94% -1.94% -34.67% -17.47%

S&P Japan 500 (JPY)?

0.00% 0.00% 12.11% 18.13%

S&P Global 1200

0.69% 0.69% 9.40% 29.40%

Communication Services?

0.00% 0.00% 8.45% 28.22%

Information Technology

1.55% 1.55% 18.03% 50.97%

Energy?

0.00% 0.00% 2.41% -1.80%

Industrials

1.15% 1.15% 8.18% 29.90%

Information Technology?

0.00% 0.00% 20.98% 43.74%

Communication Services

1.10% 1.10% 8.95% 27.57%

Health Care?

0.00% 0.00% 23.38% 29.36%

Consumer Discretionary

0.96% 0.96% 6.86% 28.29%

Financials?

0.00% 0.00% 13.86% 13.28%

Financials

0.93% 0.93% 9.10% 26.47%

Real Estate?

0.00% 0.00% 8.45% 10.88%

Energy

0.60% 0.60% 1.28% 11.79%

Materials?

0.00% 0.00% 7.45% 11.05%

Health Care

0.08% 0.08% 11.70% 25.44%

Utilities?

0.00% 0.00% 4.01% -9.82%

Materials

-0.30% -0.30% 4.44% 23.33%

Consumer Discretionary?

0.00% 0.00% 12.84% 16.04%

Consumer Staples

-0.43% -0.43% 5.42% 24.07%

Industrials?

0.00% 0.00% 8.68% 17.45%

Utilities

-0.77% -0.77% 7.75% 25.27%

Consumer Staples?

0.00% 0.00% 6.13% 1.14%

Real Estate

-0.85% -0.85% 4.07% 25.52%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information

INDEX INVESTMENT STRATEGY: Daily Index Dashboard

January 2, 2020

FACTORS & EQUITY STRATEGY

U.S. Equity Factors - Total Return YTD

Top 5 Outperformers - Excess Return YTD

S&P 500? S&P 500 High Beta

S&P 500 Growth S&P 500 Quality S&P 500 Buyback S&P 500 QVM Multi Factor S&P 500 Enhanced Value S&P 500 Momentum S&P 500 Value S&P 500 Equal Weight S&P 500 Dividend Aristocrats DJ U.S. Select Dividend S&P 500 Low Volatility S&P 500 Low Vol High Div

-0.3% -0.7% -1.0%

0.9% 1.3% 1.3%

0.9% 0.6% 0.6% 0.6% 0.5% 0.3% 0.3% 0.1%

S&P Europe 350 Enh. Value

0.8%

S&P 500 High Beta

0.5%

S&P 500 Growth

0.5%

S&P Europe 350 RC 15%

0.3%

S&P/ASX 200 Enhanced Value

0.3%

Top 5 Underperformers - Excess Return YTD

-0.6%

S&P Global 1200 Low Vol High Div

-0.7%

S&P Global 1200 Div Stability Low Vol

-1.1%

DJ U.S. Select Dividend

-1.5%

S&P 500 Low Volatility

-1.9%

S&P 500 Low Vol High Div

INDEX

Daily YTD

6M

12M

INDEX

Daily YTD

6M

12M

United States

Australia (AUD)

S&P 500 High Beta

1.35% 1.35% 10.79% 35.21%

S&P/ASX 200 Enhanced Value

0.41% 0.41% 8.46% 27.19%

S&P 500 Growth

1.31% 1.31% 9.13% 33.03%

S&P/ASX 200 Momentum

0.24% 0.24% 2.79% 28.93%

S&P 500 Quality

0.90% 0.90% 11.34% 35.08%

S&P/ASX 100 Equal Weight

0.23% 0.23% 5.16% 28.42%

S&P 500 Buyback

0.63% 0.63% 10.84% 32.77%

S&P/ASX Dividend Opportunities

0.14% 0.14% 1.59% 28.23%

S&P 500 QVM Multi Factor

0.59% 0.59% 9.58% 26.97%

S&P/ASX 200 Low Volatility

0.14% 0.14% 1.48% 24.19%

S&P 500 Enhanced Value

0.56% 0.56% 12.87% 28.60%

S&P/ASX 300 Shareholder Yield

0.12% 0.12% 0.61% 20.00%

S&P 500 Momentum

0.47% 0.47% 3.67% 26.81%

S&P/ASX 200 Growth

0.10% 0.10% 4.32% 30.41%

S&P 500 Value

0.34% 0.34% 12.51% 31.82%

S&P/ASX 200 Value

0.09% 0.09% 0.71% 20.27%

S&P 500 Equal Weight

0.26% 0.26% 8.05% 29.51%

S&P GIVI Australia

0.07% 0.07% 0.74% 19.38%

S&P 500 Dividend Aristocrats

0.07% 0.07% 9.55% 28.87%

S&P/ASX 200 Quality

-0.02% -0.02% 2.57% 24.45%

DJ U.S. Select Dividend

-0.32% -0.32% 7.66% 23.03%

Japan (JPY)

S&P 500 Low Volatility

-0.69% -0.69% 5.20% 29.29%

S&P GIVI? Japan

0.00% 0.00% 7.46% 11.75%

S&P 500 Low Vol High Div

-1.02% -1.02% 5.50% 20.04%

S&P Intrinsic Value Japan

0.00% 0.00% 8.79% 15.79%

Europe (EUR)

S&P Low Beta Japan

0.00% 0.00% 8.17% 14.17%

S&P Europe 350 Enh. Value

1.62% 1.62% 11.28% 23.86%

S&P Momentum Japan LMC

0.00% 0.00% 9.09% 15.86%

S&P Europe 350 RC 15%

1.15% 1.15% 7.38% 27.78%

S&P Quality Japan LMC

0.00% 0.00% 14.73% 26.94%

S&P Europe 350 Equal Weight

0.91% 0.91% 10.74% 29.21%

S&P Enh. Value Japan LMC

0.00% 0.00% 5.31% 8.97%

S&P Europe 350 Buyback

0.83% 0.83% 8.98% 29.35%

S&P/JPX Dividend Aristocrats?

0.00% 0.00% 13.67% 14.53%

S&P D.A.E. Europe

0.82% 0.82% 6.95% 18.94%

S&P Japan 500 Equal Weight?

0.00% 0.00% 12.03% 15.77%

S&P Europe Div. Opps

0.81% 0.81% 9.76% 26.41%

S&P Japan 500 Low Volatility?

0.00% 0.00% 7.46% 8.12%

S&P Euro HY Div. Aristocrats

0.80% 0.80% 6.30% 24.08%

Asia

S&P Europe 350 Quality

0.72% 0.72% 9.70% 36.39%

S&P Pan Asia Growth

0.82% 0.84% 9.40% 25.94%

S&P Europe 350 Low Volatility

0.60% 0.60% 8.22% 28.08%

S&P Pan Asia Low Beta

0.55% 0.57% 6.42% 18.10%

S&P Europe 350 Momentum

0.48% 0.48% 8.57% 32.20%

S&P Pan Asia Value

0.52% 0.53% 4.56% 14.84%

DJ Brookfield EU Infrastructure

0.36% 0.36% 10.09% 30.86%

S&P Pan Asia Intrinsic Value Weighted

0.52% 0.53% 6.29% 17.51%

Canada (CAD)

S&P Pan Asia Quality LargeMidCap

0.48% 0.51% 11.79% 27.01%

S&P/TSX Composite Momentum

0.42% 0.42% 3.83% 27.02%

S&P Pan Asia Ethical Select Div Opp

0.51% 0.51% -2.27% 12.95%

Dow Jones Canada Select Growth

0.42% 0.42% 4.31% 29.28%

S&P Pan Asia Dividend Aristocrats?

0.49% 0.50% 7.79% 23.86%

S&P/TSX 60 Equal Weight

0.22% 0.22% 3.95% 19.65%

S&P Pan Asia GIVI

0.44% 0.45% 5.21% 14.44%

S&P/TSX Capped Composite

0.21% 0.21% 5.38% 22.93%

S&P Pan Asia Momentum LargeMidCap

0.33% 0.34% 4.34% 18.92%

S&P/TSX Composite Enhanced Value

0.20% 0.20% 5.52% 17.51%

S&P Pan Asia Low Volatility

0.31% 0.31% 2.84% 17.29%

Dow Jones Canada Select Value

0.14% 0.14% 5.50% 18.72%

S&P Pan Asia Enhanced Value LMC

0.20% 0.20% 3.56% 10.32%

S&P/TSX Composite Equal Weight

-0.09% -0.09% 6.24% 20.68%

Global

S&P/TSX Canadian Dividend Aristocrats

-0.15% -0.15% 9.33% 25.59%

S&P Global 1200 QVM Multi-Factor

0.57% 0.57% 8.72% 25.81%

S&P/TSX Composite High Dividend

-0.39% -0.39% 7.88% 24.42%

S&P Global 1200 Low Vol High Div

0.08% 0.08% 7.86% 23.84%

S&P/TSX Composite Low Volatility

-0.76% -0.76% 5.46% 21.92%

S&P Global 1200 Div Stability Low Vol

0.01% 0.01% 4.07% 21.70%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information

S&P GLOBAL BMI: YEAR-TO-DATE PERFORMANCE HEATMAP

INDEX INVESTMENT STRATEGY: Daily Index Dashboard

January 2, 2020

10% 9% 8% 7% 6% 5% 4% 3% 2% 1% 0% -1% -2% -3% -4% -5% -6% -7% -8% -9% -10%

INDEX

S&P Developed BMI Sweden Hong Kong Finland Belgium Netherlands Ireland Spain Italy Norway Israel Austria Germany France United States Luxembourg Singapore Portugal United Kingdom Japan Canada Denmark Switzerland Australia New Zealand Korea

S&P Emerging BMI Pakistan Chile China Brazil Poland Mexico Peru Turkey India Greece Malaysia Russia Colombia Czech Republic Taiwan Thailand Qatar Hungary United Arab Emirates

Daily 0.65%

2.23% 1.68% 1.42% 1.41% 1.26% 1.26% 1.24% 1.13% 1.04% 0.74% 1.03% 0.95% 0.83% 0.76% 0.72% 0.67% 0.47% 0.38% 0.37% 0.16% -0.03% -0.08% -0.26% -0.52% -1.07%

1.41%

2.80% 2.74% 2.31% 2.28% 2.16% 2.07% 1.88% 1.22% 0.88% 0.91% 0.81% 0.67% 0.66% 0.61% 0.59% 0.48% 0.47% 0.44% 0.33%

YTD 0.65%

2.23% 1.68% 1.42% 1.41% 1.26% 1.26% 1.24% 1.13% 1.04% 1.03% 1.03% 0.95% 0.83% 0.76% 0.72% 0.67% 0.47% 0.38% 0.37% 0.16% -0.03% -0.08% -0.26% -0.52% -1.07%

1.42%

4.66% 2.74% 2.31% 2.28% 2.16% 2.07% 1.88% 1.22% 1.06% 0.91% 0.81% 0.67% 0.66% 0.61% 0.59% 0.48% 0.47% 0.44% 0.33%

6M 9.02%

10.85% -5.65% 4.61% 6.94% 11.44% 15.71% 3.28% 11.21% 3.79% 7.42% 5.94% 6.91% 7.51% 10.09% -1.46% 3.52% 6.25% 8.67% 9.40% 6.43% 10.17% 8.00% 2.59% 11.75% 7.50%

7.19%

25.99% -13.46% 8.19% 14.21% -4.70% 5.80% -2.65% 8.61% 0.28% 9.73% -2.05% 14.37% 8.88% -0.23% 19.55% -4.48% -0.21% 14.29% 0.95%

12M 28.60%

31.56% 12.42% 14.81% 30.19% 37.17% 34.82% 15.18% 31.92% 15.30% 21.01% 20.72% 24.03% 29.96% 31.77% -5.95% 20.24% 19.91% 25.03% 19.50% 28.50% 27.37% 33.40% 25.58% 35.54% 10.40%

22.56%

2.05% -13.47% 27.70% 26.65% -0.96% 13.54% 5.47% 22.18% 9.67% 53.29% 4.37% 52.77% 31.23% 6.27% 37.37% 14.65% 3.24% 16.91% 6.80%

INDEX

S&P Emerging BMI (Cont'd) South Africa Saudi Arabia Kuwait Indonesia Egypt Philippines

S&P Frontier BMI Argentina Kazakhstan Jamaica Cyprus Vietnam Kenya Bahrain Lithuania Panama Trinidad And Tobago Mauritius Nigeria Botswana Croatia Oman Romania Ghana Slovenia Latvia Bulgaria Estonia Jordan Namibia Bangladesh Sri Lanka Morocco Zambia Cote D'Ivoire Slovakia Tunisia Lebanon

Additional Countries Ukraine Uganda Rwanda? Tanzania Malawi Palestine

Daily

0.28% 0.44% 0.00% -0.32% -0.37% -0.96%

0.78%

3.79% 2.21% 1.00% 0.95% 0.44% 0.35% 0.26% 0.23% 0.23% 0.18% 0.11% 0.07% 0.05% 0.01% -0.15% -0.07% -0.12% -0.21% -0.21% -0.22% -0.27% -0.47% -0.50% -0.23% -0.90% -0.93% -0.98% -1.15% -1.18% -1.37% -1.69%

1.39% 0.14% 0.00% 0.00% -0.03% -0.61%

YTD

0.28% 0.11% 0.00% -0.32% -0.37% -0.96%

0.77%

3.79% 2.21% 1.00% 0.95% 0.44% 0.35% 0.26% 0.23% 0.23% 0.18% 0.11% 0.07% 0.05% 0.01% 0.01% -0.07% -0.12% -0.21% -0.21% -0.22% -0.27% -0.47% -0.50% -0.62% -0.90% -0.93% -0.98% -1.15% -1.18% -1.37% -1.69%

1.39% 0.14% 0.00% 0.00% -0.03% -0.61%

6M

1.83% -4.27% 8.07% 0.15% 4.27% -3.88%

-0.13%

-12.54% -0.69% 8.36% -19.45% -2.20% 22.36% 13.32% 7.04% 7.76% 6.26% 6.58% -5.45% -1.46% 8.67% 5.63% 12.14% -11.80% 11.14% 24.60% -3.39% 0.92% -3.03% 4.25% -16.78% 12.68% 8.70% -28.06% 0.40% 6.47% 2.31% -6.39%

-21.18% -11.84% -3.71% -2.77% 1.32% 0.18%

12M

15.49% 10.93% 30.85% 10.31% 25.73% 8.07%

15.90%

36.56% 5.28% 29.70% -6.47% 4.55% 35.85% 46.47% 18.69% 18.51% 15.95% 4.13% -12.37% -0.42% 20.71% 3.35% 41.20% -20.38% 21.66% 57.87% -3.96% 8.89% 0.68% 1.54% -17.53% -0.43% 11.97% -35.93% -0.66% 13.87% 6.67% -12.52%

-6.31% -14.65% -2.92% -12.25% 3.88% 1.32%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information

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