GLOBAL INDEXES TICKER CODE: XNDX NASDAQ-100 V. …

[Pages:4]GLOBAL INDEXES

TICKER CODE: XNDX

NASDAQ-100 V.

FOR INFORMATION ABOUT ANY NASDAQ OMX INDEX, VISIT

.INDEXES.

MAJOR U.S. INDEXES (XNDX)

COMPARATIVE HISTORY

XNDX (NASDAQ-100 TOTAL RETURN) SPTR (S&P 500 TOTAL RETURN)

900

RUT TR (RUSSELL 2000 TOTAL RETURN) DJIA TR (DOW JONES INDUSTRIAL AVERAGE TOTAL RETURN)

700

500

300

100 0

12.31.95 12.31.97 12.31.99 12.31.01 12.31.03 12.31.05 12.31.07 12.31.09 12.31.11 12.31.12

RETURN

15-YEAR RETURN ANNUALIZED 10-YEAR RETURN ANNUALIZED 5-YEAR RETURN ANNUALIZED 3-YEAR RETURN ANNUALIZED PEAK TO TROUGH* RETURN ANNUALIZED 3.9.2009 TO 12.31.2012 RETURN ANNUALIZED 10.9.2007 TO 12.31.2012 RETURN ANNUALIZED

YEAR 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012

XNDX 186.13%

7.25%

187.31% 11.12%

33.15% 5.89%

47.39% 13.79%

-51.50% -40.00%

164.01% 28.97%

28.06% 4.84%

42.54% 20.63% 85.31% 102.07% -36.82% -32.62% -37.52% 49.49% 10.75%

1.89% 7.28% 19.24% -41.57% 54.61% 20.14% 3.66% 18.35%

SPTR 92.80%

4.47%

98.55% 7.09%

8.59% 1.66%

36.30% 10.86%

-55.25% -43.32%

128.71% 24.21%

2.35% 0.44%

22.96% 33.37% 28.58% 21.04% -9.10% -11.89% -22.10% 28.68% 10.88%

4.90% 15.79%

5.49% -37.00% 26.46% 15.06%

2.11% 16.00%

RUT TR 136.08%

5.89%

152.79% 9.71%

19.09% 3.55%

41.43% 12.24%

-58.53% -46.28%

160.92% 28.57%

8.21% 1.52%

16.49% 22.36% -2.55% 21.26% -3.02%

2.49% -20.48% 47.25% 18.33%

4.55% 18.37% -1.57% -33.79% 27.17% 26.85% -4.18% 16.35%

DJIA TR 133.39%

5.81%

102.82% 7.32%

13.75% 2.61%

36.11% 10.81%

-51.79% -40.26%

122.06% 23.25%

7.05% 1.31%

28.92% 24.89% 18.13% 27.23% -4.68% -5.48% -15.03% 28.29%

5.56% 1.66% 19.00% 8.83% -31.83% 22.60% 14.04% 8.35% 10.16%

SHARPE RATIO

15-YEAR

10-YEAR

5-YEAR

3-YEAR

PEAK TO TROUGH*

3.9.2009 TO 12.31.2012

10.9.2007 TO 12.31.2012

YEAR 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012

XNDX 0.15

SPTR RUT TR DJIA TR 0.09 0.13 0.17

0.40 0.26 0.30 0.29

0.20 0.05 0.10 0.09

0.69 0.58 0.47 0.64

-1.05 -1.18 -1.09 -1.20

1.40 1.22 1.03 1.30

0.16 0.00 0.03 0.03

1.66 0.57 2.49 2.91 -0.75 -0.64 -0.90 1.89 0.51 -0.09 0.15 0.79 -1.02 2.05 1.03 0.15 1.19

1.51 1.55 1.17 0.90 -0.68 -0.71 -0.91 1.62 0.86 0.16 1.08 0.06 -0.94 0.96 0.83 0.09 1.25

1.07 1.32 -0.37 1.16 -0.30 -0.04 -0.88 2.45 0.94 0.08 0.77 -0.30 -0.76 0.74 1.06 -0.13 0.95

1.98 1.05 0.67 1.39 -0.51 -0.42 -0.65 1.64 0.38 -0.15 1.43 0.29 -0.88 0.93 0.86 0.39 0.85

VOLATILITY

15-YEAR

10-YEAR

5-YEAR

3-YEAR

PEAK TO TROUGH*

3.9.2009 TO 12.31.2012

10.9.2007 TO 12.31.2012

YEAR 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012

XNDX 32.52%

23.40%

27.16%

19.84%

39.43%

20.64%

27.09%

22.51% 27.06% 32.26% 33.41% 56.80% 56.12% 43.28% 25.65% 18.42% 13.90% 15.77% 18.68% 42.30% 26.51% 19.49% 23.80% 15.38%

SPTR 21.15%

RUT TR 25.58%

DJIA TR 19.78%

20.83% 26.72% 19.18%

26.32% 33.11% 23.96%

18.53% 25.90% 16.76%

38.06% 43.70% 34.86%

19.83% 27.69% 17.87%

26.09% 32.85% 23.75%

11.77% 18.13% 20.29% 18.08% 22.22% 21.55% 26.04% 17.07% 11.10% 10.29% 10.04% 15.99% 41.05% 27.28% 18.06% 23.29% 12.75%

10.63% 12.97% 20.15% 14.23% 29.89% 23.35% 25.15% 18.89% 17.94% 16.15% 17.39% 20.40% 46.37% 36.28% 25.10% 33.05% 17.08%

11.98% 18.73% 19.84% 16.20% 20.74% 21.36% 25.54% 16.59% 10.85% 10.31%

9.87% 14.53% 37.88% 24.24% 16.15% 21.02% 11.87%

CORRELATION TO S&P 500

15-YEAR

10-YEAR

5-YEAR

3-YEAR

PEAK TO TROUGH*

3.9.2009 TO 12.31.2012

10.9.2007 TO 12.31.2012

YEAR 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012

XNDX 0.834

RUT TR 0.884

0.918

0.922

0.941

0.935

0.942

0.946

0.940

0.933

0.935

0.947

0.938

0.936

0.701 0.805 0.846 0.841 0.829 0.858 0.875 0.905 0.875 0.875 0.905 0.890 0.945 0.935 0.949 0.949 0.919

0.719 0.791 0.805 0.753 0.750 0.887 0.888 0.854 0.875 0.898 0.902 0.928 0.930 0.950 0.938 0.961 0.912

DJIA TR 0.965

0.983

0.986

0.980

0.989

0.981

0.986

0.937 0.974 0.963 0.894 0.873 0.939 0.975 0.980 0.965 0.957 0.955 0.982 0.990 0.985 0.985 0.984 0.957

ASSOCIATED ETFS

++ For a list of NASDAQ-100 products, refer to WWW..INDEXES.NDX.

NOTES

All data through 12.31.2012. All calculations were based on total return indexes. Data from 12.31.1995 to 12.31.2012. 3-,5-,10-, and 15-year statistics use data ending 12.31.2012. Since XNDX was not calculated prior to 3.4.1999, NDX was used in its place. All data from FactSet Research Systems unless otherwise noted. Index values rebased to 100 on 12.31.1995. *Peak to Trough based on S&P 500 Price Returns. Time window for that calculation was 10.9.2007 to 3.9.2009.

DISCLAIMER

NASDAQ?, NASDAQ OMX? and NASDAQ-100 Index? are registered trademarks of The NASDAQ OMX Group, Inc. (collectively, with its affiliates and subsidiaries "NASDAQ OMX"). Other trademarks are the property of their respective owners. The information contained herein is provided for informational and educational purposes only, and nothing contained herein should be construed as investment advice, either on behalf of a particular security or an overall investment strategy. Statements regarding indexes are not guarantees of future performance. Actual results may differ materially from those expressed or implied. Past performance is not indicative of future results. ADVICE FROM A SECURITIES PROFESSIONAL IS STRONGLY ADVISED.

CONTACTS

INDEX INFORMATION: WWW..INDEXES | EMAIL: INDEXES@ | PHONE: +1 301 978 8284

? Copyright 2013, The NASDAQ OMX Group, Inc. All Rights Reserved. Q13-0050. 01-13

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