Indices

Indxx US Fallen Knives Index

The Indxx US Fallen Knives Index is designed to track the performance of companies listed in the United States that have generated negative returns in the recent past, but are candidates for likely revival in the future, on account of their sound financial health.The index has been backtested to August 31, 2012 and has a live calculation date of April 27, 2020.

IUSNIFE

2022-06-28 00:00:00-3523.6578958623000

^{Back-tested performance is hypothetical and has certain inherent limitations. Back-tested performance differs from live performance and is included for informational purposes only.}

Index Characteristics

Base Date	08/31/2012
No. of Constituents	49
Dividend Yield ^*	0.50%
52 Week High/Low ^**	5653/3020

^* Trailing 12 months data for current year portfolio

^** Trailing 12 months

Top 5 Index Constituents

Company Name	Weight(%)
Gds Holdings Adr Rep 8 Ord	5.28%
Grocery Outlet Holding Ord	5.17%
Sarepta Therapeutics Ord	4.83%
Las Vegas Sands Ord	4.75%
Haemonetics Ord	4.50%

Index Risk & Return Statistics

Statistic	QTD	YTD	1 Year	3 Year	Since Base Date
Beta ¹	0.78	0.89	0.90	0.93	0.97
Correlation ¹	0.70	0.94	0.92	0.85	0.77
Returns ²	-12.38%	-19.31%	-37.96%	9.50%	13.67%
Standard Deviation	46.80%	43.82%	35.46%	30.56%	22.95%

¹W.R.T.: Indxx 500 Index TR

²As of last trading day.