Swiss Performance Index SPI 20 Price

Index Description

The Swiss Performance Index SPI 20 Price measures the development of the Swiss Blue Chip equity market. The 20 largest and most liquid equity instruments traded at SIX are selected as components. The index composition is fixed to 20 shares which are weighted by their freefloat market capitalisation. Compared to the SMI no capping is applied. On June 30, 1988, the Swiss Performance Index SPI 20 Price was standardised at 1500 points. As of today the index represents more than 78% of the freefloat market capitalization of the entire Swiss equity market. Its benchmark Swiss Performance Index SPI® Price covers 99% of that market.

Index Performance Annual Index Return¹

500 Year SPI 20 PR SPI 450 2021 23.96% 25.98% 400 2020 -0.55% 0.61% 350 2019 26.35% 26.51% 300 250 2018 -9.44% -11.43% 200 2017 14.02% 16.37% 150 2016 -6.78% -4.67% 100 2015 -1.84% -0.25% 50 2014 9.51% 9.73% 0 1996 1999 2002 2005 2008 2011 2014 2017 2020

Swiss Performance Index SPI 20 Price Swiss Performance Index SPI® Price

Risk and Return Profile Dividend Yield & Turnover

YTD 3 Mths 1 Yr¹ 3 Yrs¹ 7 Yrs¹ 15 Yrs¹ SPI 20 PR SPI Return Div. Yield SPI 20 PR 15.40% 8.94% 20.26% 11.16% 5.17% 2.78% 2021 2.80% 2.58% SPI 16.65% 8.68% 22.59% 10.78% 6.01% 3.23% 2020 3.36% 3.19% Volatility 2019 3.24% 3.10% SPI 20 PR 0.63% 0.53% 0.74% 0.59% 0.38% 0.29% 2018 3.45% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 3.29% 3.09% Tracking Err. 2016 3.65% 3.42% SPI 20 PR² 0.11% 0.08% 1.72% 1.91% 1.60% 1.61% 2015 3.05% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Price Turnover 2021 0.45% 0.98% 2020 2.94% 2.87% Maximum Drawdown 2019 3.29% 4.59% High Date Low Date High Value Low Value Drawdown 2018 2.97% 3.05% 15 Years back 2017 0.34% 8.45% SPI 20 PR 06/01/2007 03/09/2009 9,531 4,308 -54.81% 2016 - 3.36% SPI 06/01/2007 03/09/2009 603 271 -54.99% 2015 - 3.54%

All data retrieved as of 08/31/2021 Index Characteristics Top 10 Swiss Performance Index SPI 20 Price Components

SPI 20 PR SPI Mcap (Mio CHF)³ Weight Historical Data Since - 01/03/1996 NESTLE N 333,446.94 24% Launch Date 06/30/1988 06/01/1987 ROCHE GS 258,367.43 18% Calculation Interval tick-by-tick 3 minutes NOVARTIS N 209,182.10 15% No of Components 20 218 ABB LTD N 60,783.78 4% Mcap (Mio CHF)³ ZURICH INSURANCE N 60,484.99 4% Index Mcap 1,404,726.7 1,786,951.98 LONZA N 57,713.28 4% Largest Mcap 333,446.94 333,446.94 UBS GROUP N 53,470.70 4% Smallest Mcap 7,471.28 1.09 RICHEMONT N 52,722.00 4% Average Mcap 70,236.33 8,197.03 SIKA N 46,801.96 3% Median Mcap 37,270.52 611.6 ALCON N 37,697.37 3%

³ Market capitalization free-float adjusted Total 1,170,670.54 83%

Index Sector Weights (in %)

Financials Consumer Goods Swiss Performance Index SPI 20 Price Swiss Performance Index SPI® Price Industrials Healthcare

Technology Oil and Gas 0 5 1 1 2 2 3 3 4 4 0 5 0 5 0 5 0 5

Basic Materials Utilities

Consumer Services Telecommunications

Index Information

Symbol ISIN Refinitiv RIC Bloomberg Ticker BMR Compliance SPI 20 PR Price SPI20 CH0368313760 .SPI20 SPI20 No Total Return SPI2C CH0368313778 .SPI2C SPI2C No SPI Price SPIX CH0000222353 .SPIX SPIND Yes Total Return SXGE CH0009987501 .SSHI SPI Yes

Index Methodology

The Swiss Performance Index SPI 20 Price is calculated as a free float market capitalization weighted index using the Laspeyres method. The respective methodology approaches are described in more detail in the Rulebook.

Licensing

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