Indices

Indxx MicroSectors North American Cannabis Index

The Indxx MicroSectors™ North American Cannabis Index is designed to track the performance of companies that provide products or services related to the medical or industrial use of cannabis or cannabis derivatives. The index has been backtested to May 31, 2017 and has a live calculation date of November 08, 2019.

MSMJ

2022-01-21 00:00:00-1482.0600000000000

^{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	05/31/2017
No. of Constituents	19
Dividend Yield ^*	0.56%
52 Week High/Low ^**	2583/1482

^* Trailing 12 months data for current year portfolio

^** Trailing 12 months

Index Constituents

Company Name	Country	Weight(%)
Sundial Growers Inc	United States	2878.50%
Canopy Growth Corp	United States	2768.10%
Aurora Cannabis Inc	United States	1297.20%
Organigram Holdings Inc.	United States	570.35%
Cronos Group Inc	United States	567.91%
Hexo Corp	United States	567.23%
Abbvie Inc	United States	172.83%
Thermo Fisher Scientific Inc	United States	154.21%
Agilent Technologies Inc	United States	152.72%
Tilray Brands Inc	United States	146.03%
Mettler-toledo Intl	United States	139.83%
Perkinelmer Inc	United States	138.82%
Waters Corp	United States	124.96%
Catalent Inc	United States	100.78%
Scotts Miracle-a	United States	62.83%
Bruker Corp	United States	57.12%
Arena Pharmaceuticals Inc	United States	51.99%
Innovative Industrial Proper	United States	32.70%
Cara Therapeutics Inc	United States	15.88%

Index Risk & Return Statistics

Statistic	QTD	YTD	1 Year	3 Year	Since Base Date
Beta ¹	1.26	0.91	0.91	0.96	0.96
Correlation ¹	0.84	0.90	0.88	0.77	0.77
Returns ²	-16.80%	-16.80%	-25.13%	2.76%	8.85%
Standard Deviation	51.16%	51.16%	34.51%	30.14%	26.25%

¹W.R.T.: Indxx 500 Index TR

²As of last trading day.