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Fact Sheet MarketGrader MarketGrader China A+HK Connect 80 Index RESEARCH & INDEXES

The MarketGrader China A-Shares + Connect Index measures the performance of the most fundamentally sound companies available to Mainland Chinese investors in the A-Shares market and through the HK-Connect program. As the HK Connect program expands, so will the pool of companies from which the index is constructed, ensuring only the best are select- ed. MarketGrader’s goal is to identify the best creators of shareholder value across these two equity markets, regardless of listing venue, as the best prospects of long-term capital appreciation.

Index Rules Performance

Underlying Universe Cumulativea+HK Total Return, Jan. 2008 - Oct. 2017* All data as of Oct 31, 2017 Companies rated by MarketGrader listed 150% in Shanghai and (A-Shares) and Hong Kong-listed stocks available through the ‘Connect’ program. 100%

Objective Designed to serve as the basis of investment 50% funds providing access to investors to some of the most promising stocks in China. 0%

Weighting The index is equally weighted. -50%

Rebalance Frequency The index is rebalanced semi-annually, on -100% the third Friday of March and September. 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 MarketGrader China A+HKConnect 80 Selection Criteria Calendar Year Returns Annualized Returns All index components must have scored MG CN A HSI CSI MG CN A HSI CSI HSI japan HSI HK Conn. Shang-HK above the median MarketGrader funda- HK Conn. Shang-HK Japan 3-Years 21.50% 5.60% 16.70% mental rating in 12 of the last 20 semi-annu- YTD*150% 35.00% 28.39% 18.42% al rebalance periods and in four of the last 5 -Years 18.30% 5.50% - six. This ensures consistency in fundamental Since 12/31/07 7.60% 0.20% - 2016 -2.84% 0.39% 7.07% quality, based on MarketGrader’s GARP 100% Cumulative Returns methodology. The top 80 grades among this MG CN A HSI CSI HSI pool is selected semi-annually to the index. 2015 27.80% -7.16% -10.95% HK Conn. Shang-HK 50% At least half of all constituents must be listed 3-Years 79.40% 17.70% 58.70% on the . 2014 12.26% 1.28% - 5 -Years 131.30% 30.50% - 0% Since 12/31/07 105.90% 1.60% - Market Cap Requirements 2013 14.89% 2.87% - All selections must have a minimum total Standard Deviation -50% market cap of $100 million. MG CN A HSI CSI HSI 2012 14.09% 22.91% - HK Conn. Shang-HK 3-Years 21.26% 16.82% 26.93% Liquidity Requirements -100% A 3-month average daily traded volume of 201112/31/07 12/31/08-24.22%12/31/09-19.97%12/31/10 12/30/11- 12/31/125 -Years 12/31/13 12/31/1418.69% 12/31/1515.57% 12/30/16 - 10/31/17 USD $2 million and at least USD $50 million in Since 12/31/07 26.18% 21.67% - aggregate 12-month trading volume. 2010 14.83% 5.32% - 400% Sharpe Ratio MG CN A HSI CSI Diversification 350% HSI 2009 130.54% 52.02% - HK Conn. Shang-HK No more than 25% of the index (20 compa- 300% 3-Years 1.01 0.33 0.62 nies) may belong to the same economic 250% 2008 -58.39% -48.27% - 5 -Years 0.98 0.35 - sector. 200% Since 12/31/07 0.29 0.01 - All values in RMB. *YTD values as of 10/31/2017 Frequency: Monthly. Licensing opportunities Sources:150% FactSet, MarketGrader.com Sources: FactSet, MarketGrader.com [email protected] 100% * The MarketGrader China A+HK Connect 80 Index was first published on April 1, 2016. Backtested performance information is +1 (305) 529-1767 purely50% hypothetical and is solely for informational purposes. Backtested performance does not represent actual performance, www.marketgrader.com and should not be interpreted as an indication of actual performance. Past performance is not indicative of future results. CSI is a registered0% trademark of China Securities Index Co. The Hang Seng Index® are proprietary to Hang Seng Data Services Limited MarketGrader.com © 2017. -50%

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-100% -100% Fact Sheet 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 a+HK 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 MarketGrader MarketGrader China A+HK Connect 80 Index RESEARCH & INDEXES 150% Index composition data as of Nov 13, 2017 New Econ New Econ 300% Index Bio Top 20 Stocks by Fundamentals 300% 100% Average Market Cap RMB 188,020.59 Ticker Name Grade 250% Median Market Cap RMB 48,310.2 250% 600201.CN Jinyu Bio-Technology Co., Ltd. 82.40 Average 3 Mo. RMB Volume RMB 457,796,974.2 600309.CN Co. Ltd. 82.05 200% 50% 200% Average 3 Mo. Trading Volume 14,527,105.00 600519.CN Co., Ltd. 82.03 Last Rebalance Date 9/18/17 150% 2018.HK AAC Technologies Holdings Inc. 81.45 150% Companies Replaced 45 175.HK Automobile Holdings Limited 79.84 0% 100% Biggest Sector Increase Technology 522.HK ASM Pacific Technology Limited 78.98 100% Biggest Sector Decrease Financials 600708.CN Bright Real Estate Group Co. Ltd. 78.68 50% 50% 600779.CN Sichuan Swellfun Co., Ltd. 77.98 Fundamental Attributes Median -50% 002372.CN Zhejiang Weixing New Building 76.67 0% Trailing P/E Ratio 24.8 0% 165.HK China Everbright Limited 76.01 Forward P/E Ratio 20.7 002415.CN Hangzhou Digital Tech. 75.78 -50% Earnings Yield 4.6% -100% -50% 002304.CN Jiangsu Yanghe Brewery 75.23 Price/Tangible Book Ratio 6.2 12/31/07 12/31/08 12/31/09 12/31/10-100% 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 700.HK Holdings Ltd. 75.22 -100% Revenue Change - 3 Years 68.2% 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 000568.CN Company Limited 75.07 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14Operating12/31/15 Income Change12/30/16 - 3 Years10/31/17 110.5% 000065.CN Norinco International Cooperation 75.03 Earnings per Share (EPS) 3-Year Growth 20.3% 300258.CN Jiangsu Pacific Precision Forging 74.76 Operatingjapan Margin 22.6% 1088.HK Co. Ltd. 74.16 Total Debt to Capital 21.6% Japan 2382.HK Technology (Group) 74.16 Return on Equity 19.5% 150% 2020.HK Products Ltd. 74.00 Dividend Yield 1.79% 601888.CN China International Travel Service 73.63

200 new econ china+hk japan new econ Sector Breakdownchina+hk (based on constituent count)japan 100% 200 1.3% Consumer Discretionary 15.0% Most Selections Since Inception 13.8% Consumer Staples Energy Ticker Name Times 6.3% 50% 6.3% Financials 700.HK Tencent Holdings Ltd. 21 3.8% Health Care Industrials 688.HK China Overseas Land & Inv. 15 Materials 2020.HK ANTA Sports Products Ltd. 15 0% 16.3% Technology 000568.CN Luzhou Laojiao Company 14 22.5% Telecommunication Utilities 883.HK CNOOC Limited 14 15.0% 939.HK 14 -50% Market Cap Breakdown (based on constituent count) 3968.HK Co., 13 3.8% 600519.CN Kweichow Moutai Co., Ltd. 13

-100% 2018.HK AAC Technologies Holdings 13 17.5% 36.2% Mega 1177.HK Sino Biopharmaceutical 11 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 10/31/17 Large 165.HK China Everbright Limited 10 Mid Small 175.HK Geely Automobile Holdings 10 400% Micro 002294.CN Shenzhen Salubris Pharmaceut. 10 42.5% 1088.HK China Shenhua Energy Co. Ltd. 10 350% 3618.HK Chongqing Rural Commercial 10 300% Exchange Breakdown (based on constituent count) 303.HK VTech Holdings Limited 10 868.HK Xinyi Glass Holdings Limited 10 250% a+HK a+HK 24.0% 50.0% 270.HK 9 200% 150% 150% HKG 600201.CN Jinyu Bio-Technology Co., Ltd. 9 150% SHE 460.HK Sihuan Pharmaceutical 9 SHG 100% 100% 100% 26.0% 50%

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