BROAD INDICES 1 STOXX® CANADA 240 INDEX
Stated objective Key facts STOXX global benchmark indices provide a broad yet liquid »Broad and liquid benchmarks for market regions and countries representation of different regions and countries. worldwide The indices are derived from their respective Total Market Index (TMI). They are weighted according to free-float market cap and » Broad number of components cover about 95% of the free-float market cap of the relevant region or country. » Serve as benchmarks for their respective regions/actively managed funds
» Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage
Descriptive statistics Index Market cap (EUR bn.) Components (EUR bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Canada 240 Index 1,495.8 1,340.1 5.6 1.9 81.2 0.4 6.1 0.0 3.6 STOXX Canada Total Market Index 1,532.1 1,364.2 4.5 1.3 81.2 0.1 6.0 0.0 N/A Supersector weighting (top 10) Country weighting
Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y STOXX Canada 240 Index 4.1 19.7 23.6 34.4 77.0 60.5 30.2 23.1 10.1 11.7 STOXX Canada Total Market Index 4.1 19.9 23.8 32.3 79.0 60.5 30.5 23.3 9.5 12.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Canada 240 Index 8.8 8.9 9.0 13.5 15.7 3.7 3.1 2.2 0.7 0.7 STOXX Canada Total Market Index 8.8 8.9 9.0 13.6 19.1 3.7 3.1 2.3 0.7 0.6
Index to benchmark Correlation Tracking error (%) STOXX Canada 240 Index 1.0 1.0 1.0 1.0 0.8 0.2 0.2 0.2 0.5 11.4
Index to benchmark Beta Annualized information ratio STOXX Canada 240 Index 1.0 1.0 1.0 1.0 0.7 0.7 -1.0 -0.4 0.9 -0.1
1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (EUR, gross return), all data as of Aug. 29, 2014
INNOVATIVE. GLOBAL. INDICES.
BROAD INDICES 2 STOXX® CANADA 240 INDEX Fundamentals (for last 12 months) Index Price/earnings Price/earnings Price/ Dividend Price/ Price/ incl. negative excl. negative book yield (%) sales cash flow Trailing Projected Trailing Projected Trailing Trailing Trailing Trailing STOXX Canada 240 Index 26.5 N/A 18.2 N/A 2.1 2.6 1.9 12.2 STOXX Canada Total Market Index 27.5 N/A 18.2 N/A 2.1 2.6 1.9 12.1
Performance and annual returns3 Methodology The universe is the relevant Total Market Index (TMI). All stocks in the index universe are ranked by free-float market cap to produce the index selection list. Target coverage: 95% of the free-float market cap of the index universe.The detailed methodology including the calculation formula can be found in our rulebook : www.stoxx.com/indices/rulebooks.html
Version and symbols Quick facts Index ISIN Symbol Bloomberg Reuters Weighting Free-float market cap Gross Return CAD CH0149416569 SX24CGDA SX24CGDA Index .SX24CGDA 20% Net Return CAD CH0149416593 SX24CDA SX24CDA Index .SX24CDA Cap factor Price CAD CH0149416627 SX24CCA SX24CCA Index .SX24CCA No. of components Fixed component (exact number indicated in index name) Gross Return EUR CH0149416577 SX24CGR SX24CGR Index .SX24CGR Net Return EUR CH0149416601 SX24CR SX24CR Index .SX24CR Review frequency Quarterly (March, June, September, December) Price EUR CH0149416635 SX24CP STX24CP Index .SX24CP To learn more about the inception date, currency versions, calculation hours and Gross Return USD CH0149416585 SX24CGV SX24CGV Index .SX24CGV historical values, please see our data vendor code sheet. Net Return USD CH0149416619 SX24CV SX24CV Index .SX24CV Price USD CH0149416643 SX24CL SX24CL Index .SX24CL Complete list available here: www.stoxx.com/data/vendor_codes.html
3 STOXX data from Dec. 27, 2001 to Aug. 28, 2014 (EUR, gross return), all data as of Aug. 29, 2014
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STOXX is part of Deutsche Boerse and SIX CUSTOMIZATION The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers customization in almost unlimited forms for example in terms of component selection, weighting schemes and personalized calculation methodologies. DISCLAIMER STOXX® indices are protected through intellectual property rights. STOXX and EURO STOXX 50 are registered trademarks. The use of the STOXX® indices for financial products or for other purposes requires a license from STOXX. STOXX does not make any warranties or representations, express or implied with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data. STOXX is not providing investment advice through the publication of the STOXX® indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX. BACKTESTED PERFORMANCE This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance .
BROAD INDICES 3 STOXX® CANADA 240 INDEX
Components4
Company Supersector Country Weight (%) Royal Bank of Canada Banks CA 5.83 Toronto-Dominion Bank Banks CA 5.47 Bank of Nova Scotia Banks CA 4.64 Suncor Energy Inc. Oil & Gas CA 3.69 Canadian Natural Resources Ltd Oil & Gas CA 2.88 Canadian National Railway Co. Industrial Goods & Services CA 2.78 Bank of Montreal Banks CA 2.71 VALEANT PHARMACEUTICALS INTERN Health Care CA 2.36 Enbridge Inc. Oil & Gas CA 2.30 Manulife Financial Corp. Insurance CA 2.12 Canadian Imperial Bank of Comm Banks CA 2.11 BCE Inc. Telecommunications CA 2.06 TransCanada Corp. Oil & Gas CA 1.94 Potash Corp. of Saskatchewan I Chemicals CA 1.91 Canadian Pacific Railway Ltd. Industrial Goods & Services CA 1.86 BROOKFIELD ASSET MANAGEMENT Financial Services CA 1.42 Cenovus Energy Inc. Oil & Gas CA 1.39 Magna International Inc. Cl A Automobiles & Parts CA 1.39 TELUS Telecommunications CA 1.36 Sun Life Financial Inc. Insurance CA 1.28 Goldcorp Inc. Basic Resources CA 1.27 Barrick Gold Corp. Basic Resources CA 1.20 EnCana Corp. Oil & Gas CA 1.06 Crescent Point Energy Corp. Oil & Gas CA 1.00 Rogers Communications Inc. Cl Telecommunications CA 0.84 National Bank of Canada Banks CA 0.81 Imperial Oil Ltd. Oil & Gas CA 0.79 Agrium Inc. Chemicals CA 0.78 Thomson Reuters Corp. Media CA 0.77 PEMBINA PIPELINE CORP Utilities CA 0.77 First Quantum Minerals Ltd. Basic Resources CA 0.69 ALIMENTATION CCH.TARD Retail CA 0.66 Talisman Energy Inc. Oil & Gas CA 0.65 CANADIAN OIL SANDS LTD Oil & Gas CA 0.64 Teck Resources Ltd. Cl B Basic Resources CA 0.61 Shaw Communications Inc. Cl B Media CA 0.59 Husky Energy Inc. Oil & Gas CA 0.58 Fairfax Financial Holdings Ltd Insurance CA 0.56 ARC RESOURCES LTD Oil & Gas CA 0.55 Power Corp. of Canada Insurance CA 0.55 INTER PIPELINE Oil & Gas CA 0.55 TOURMALINE OIL Oil & Gas CA 0.54 CATAMARAN CORP Technology CA 0.53 Silver Wheaton Corp. Basic Resources CA 0.52 INTACT FINANCIAL Insurance CA 0.51 FRANCO-NEVADA Financial Services CA 0.47 Great-West Lifeco Inc. Insurance CA 0.45 Cameco Corp. Basic Resources CA 0.45 Agnico-Eagle Mines Ltd. Basic Resources CA 0.45 RIOCAN REIT.TST. Real Estate CA 0.45 Tim Hortons Inc. Travel & Leisure CA 0.44 CGI GROUP 'A' Technology CA 0.43 Saputo Inc. Food & Beverage CA 0.43 Yamana Gold Inc. Basic Resources CA 0.43 SNC-Lavalin Group Inc. Construction & Materials CA 0.43 Power Financial Corp. Insurance CA 0.43 VERMILION ENERGY INC. Oil & Gas CA 0.43 Canadian Tire Corp. Ltd. Cl A Retail CA 0.43 MEG ENERGY Oil & Gas CA 0.41 Pacific Rubiales Energy Corp. Oil & Gas CA 0.39 GILDAN ACTIVEWEAR Personal & Household Goods CA 0.38 Fortis Inc. Utilities CA 0.37 METHANEX Chemicals CA 0.34 PEYTO EXPLORATION & DEV CORP Oil & Gas CA 0.34 CI Financial Corp. Financial Services CA 0.34 OPEN TEXT (NAS) Technology CA 0.34 H&R RLST.IT.STAPLE UNIT Real Estate CA 0.33 KEYERA CORP Oil & Gas CA 0.33 BAYTEX ENERGY CORP Oil & Gas CA 0.33 ONEX Industrial Goods & Services CA 0.32 ALTAGAS Oil & Gas CA 0.32 DOLLARAMA Retail CA 0.32 Metro Inc. Cl A Retail CA 0.31
4 Based on the last periodic review implementation
BROAD INDICES 4 STOXX® CANADA 240 INDEX
Components4
Company Supersector Country Weight (%) BROOKFIELD PROPS. (NYS) Real Estate CA 0.30 Bombardier Inc. Cl B SV Industrial Goods & Services CA 0.30 Blackberry Ltd Technology CA 0.30 Eldorado Gold Corp. Basic Resources CA 0.29 ENERPLUS CORPORATION Oil & Gas CA 0.29 Kinross Gold Corp. Basic Resources CA 0.29 PENN WEST PETROLEUM LTD Oil & Gas CA 0.29 FINNING INTL. Industrial Goods & Services CA 0.27 LOBLAW Retail CA 0.27 IGM Financial Inc. Financial Services CA 0.26 EMERA Utilities CA 0.26 INDL.ALL.IN.& FINL.SVS. Insurance CA 0.25 CANADIAN UTILITIES 'A' Utilities CA 0.24 CONSTELLATION SOFTWARE Technology CA 0.24 PRECISION DRILLING (NYS) Oil & Gas CA 0.23 GIBSON ENERGY Oil & Gas CA 0.22 ATCO CLASS 1 Utilities CA 0.21 PENGROWTH ENERGY CORP. (NYS) Oil & Gas CA 0.21 WESTON GEORGE Retail CA 0.20 CAE Industrial Goods & Services CA 0.20 VERESEN INC Oil & Gas CA 0.20 EMPIRE 'A' Retail CA 0.20 PARAMOUNT RESOURCES A Oil & Gas CA 0.20 WEST FRASER TIMBER Basic Resources CA 0.19 BELL ALIANT INC. Telecommunications CA 0.19 SHAWCOR Oil & Gas CA 0.19 NEW GOLD Basic Resources CA 0.19 TransAlta Corp. Utilities CA 0.19 WHITECAP RESOURCES Oil & Gas CA 0.18 AIMIA Media CA 0.18 INTEROIL Oil & Gas CA 0.18 TURQUOISE HILL RESOURCES Basic Resources CA 0.17 TMX GROUP Financial Services CA 0.17 PROGRESSIVE WASTE SOLUTIONS Industrial Goods & Services CA 0.17 CDN.RLST.INV.TST.UNT. Real Estate CA 0.17 MACDONALD DETTWILER AND ASSO. Industrial Goods & Services CA 0.17 HOME CAP.GP.'B' Financial Services CA 0.17 BONAVISTA ENERGY CORP Oil & Gas CA 0.17 STANTEC Industrial Goods & Services CA 0.17 DREAM OFFICE REIT Real Estate CA 0.17 CANADIAN WESTERN BANK Banks CA 0.17 LINAMAR Automobiles & Parts CA 0.16 LUNDIN MINING Basic Resources CA 0.15 MULLEN GROUP Industrial Goods & Services CA 0.15 CALLOWAY RLST.IT.UNITS Real Estate CA 0.15 SECURE ENERGY SERVICES Oil & Gas CA 0.15 TRICAN WELL SER. Oil & Gas CA 0.15 CCL INDS.'B' Industrial Goods & Services CA 0.14 CINEPLEX INC Travel & Leisure CA 0.14 BOARDWALK RLST.INV.TST. Real Estate CA 0.14 LIONS GATE ENTERTAINMENT GRP Media CA 0.14 DH CORP Industrial Goods & Services CA 0.14 CANADIAN APARTMENT PROP REIT Real Estate CA 0.14 ELEMENT FINANCIAL Financial Services CA 0.14 AIR CANADA B Travel & Leisure CA 0.13 ATHABASCA OIL CORP Oil & Gas CA 0.13 ALLIED PROPERTIES REIT Real Estate CA 0.13 PAN AMER.SILV. (NAS) Basic Resources CA 0.13 MANITOBA TELC.SVS. Telecommunications CA 0.13 RITCHIE BROS.AUCTIONEERS (NYS) Industrial Goods & Services CA 0.13 TAHOE RESOURCES Basic Resources CA 0.13 COMINAR REIT Real Estate CA 0.12 QUEBECOR 'B' Industrial Goods & Services CA 0.12 CANADIAN ENERGY SERVICES Oil & Gas CA 0.12 TRILOGY ENERGY TRUST Oil & Gas CA 0.12 CELESTICA SBVTG.SHS. Industrial Goods & Services CA 0.12 ENSIGN EN.SVS. Oil & Gas CA 0.12 CAPITAL POWER Utilities CA 0.11 B2GOLD Basic Resources CA 0.11 DETOUR GOLD Basic Resources CA 0.11 RUSSEL METALS Basic Resources CA 0.11 TRANSFORCE Industrial Goods & Services CA 0.11 CORUS ENTM.'B' NON VTG. Media CA 0.11 TOROMONT INDUSTRIES Industrial Goods & Services CA 0.11
4 Based on the last periodic review implementation
BROAD INDICES 5 STOXX® CANADA 240 INDEX
Components4
Company Supersector Country Weight (%) ARTIS REIT Real Estate CA 0.11 HUDBAY MINERALS Basic Resources CA 0.11 PASON SYS. Oil & Gas CA 0.11 LABRADOR IO. ORE RTY. CORP Basic Resources CA 0.11 WSP GLOBAL Industrial Goods & Services CA 0.11 CHARTWELL RETIREMENT Real Estate CA 0.10 CANFOR Basic Resources CA 0.10 RAGING RIVER EXPLORATION Oil & Gas CA 0.10 MAPLE LEAF FOODS Food & Beverage CA 0.10 BANKERS PTL. Oil & Gas CA 0.10 GRANITE REIT Real Estate CA 0.10 LIGHTSTREAM RESOURCES A SHS. Oil & Gas CA 0.10 JEAN COUTU GP.(PJC) 'A' Retail CA 0.10 FIRSTSERVICE Real Estate CA 0.10 SUPERIOR PLUS Retail CA 0.09 BONTERRA ENERGY Oil & Gas CA 0.09 SURGE ENERGY Oil & Gas CA 0.09 TRINIDAD DRILLING Oil & Gas CA 0.09 IMAX Travel & Leisure CA 0.09 FIRST CAPITAL REALTY Real Estate CA 0.09 IAMGOLD Corp. Basic Resources CA 0.09 WESTSHORE TERMINALS INC FUND Industrial Goods & Services CA 0.09 NUVISTA ENERGY Oil & Gas CA 0.09 PARKLAND FUEL Retail CA 0.08 ENERFLEX Oil & Gas CA 0.08 KELT EXPLORATION Oil & Gas CA 0.08 GENWORTH MI CANADA Financial Services CA 0.08 CALFRAC WELL SERVICES Oil & Gas CA 0.08 NORTHLAND POWER Utilities CA 0.08 BIRCHCLIFF ENERGY Oil & Gas CA 0.08 BELLATRIX EXPLORATION Oil & Gas CA 0.08 LEGACY OIL PLUS GAS Oil & Gas CA 0.08 HUDSON'S BAY Retail CA 0.08 NORBORD Construction & Materials CA 0.08 LAURENTIAN BK.OF CANADA Banks CA 0.08 RONA Retail CA 0.07 BLACK DIAMOND GRP. Industrial Goods & Services CA 0.07 ALAMOS GOLD Basic Resources CA 0.07 FREEHOLD ROYALTIES LTD Oil & Gas CA 0.07 ATS AUTOMATION TOOLING SYSTEMS Industrial Goods & Services CA 0.07 COGECO CABLE SBVTG.SHRE. Media CA 0.07 SEMAFO Basic Resources CA 0.07 CREW ENERGY Oil & Gas CA 0.07 FIRST MAJESTIC SILVER Basic Resources CA 0.07 BADGER DAYLIGHTING Oil & Gas CA 0.07 SHERRITT INTL.RESTRCTD VTG Basic Resources CA 0.07 DOMINION DIAMOND Basic Resources CA 0.07 ALGONQUIN POWER & UTILITIES Utilities CA 0.07 ENBRIDGE INCOME FUND Oil & Gas CA 0.07 CHEMTRADE LOGISTICS INC. FUND Chemicals CA 0.07 STELLA JONES Construction & Materials CA 0.07 CANACCORD GENUITY GROUP Financial Services CA 0.07 ADVANTAGE OIL & GAS Oil & Gas CA 0.07 AURICO GOLD INC Basic Resources CA 0.06 NORTH WEST CO INC/THE Retail CA 0.06 COMPUTER MODELLING GP. Technology CA 0.06 CANYON SERVICES GROUP Oil & Gas CA 0.06 NOVAGOLD RESOURCES Basic Resources CA 0.06 DOREL INDS.'B' SBVTG. Personal & Household Goods CA 0.06 BRP Personal & Household Goods CA 0.06 INNERGEX RENEWABLE EN. Utilities CA 0.06 CROMBIE REIT Real Estate CA 0.05 GLUSKIN SHEFF ASSOCIATES Financial Services CA 0.05 TOREX GOLD RESOURCES Basic Resources CA 0.05 AGF MANAGEMENT 'B' Financial Services CA 0.05 TNSC.'A' SBVTG. Industrial Goods & Services CA 0.05 MARTINREA INTL. Automobiles & Parts CA 0.05 INTERFOR CORP Basic Resources CA 0.05 DREAM GLOBAL REIT Real Estate CA 0.05 NOVADAQ TECHNOLOGIES Health Care CA 0.05 CANEXUS Chemicals CA 0.05 MORGUARD Real Estate CA 0.05 RICHELIEU HARDWARE Industrial Goods & Services CA 0.05 WESTPORT INNOVATIONS Industrial Goods & Services CA 0.05
4 Based on the last periodic review implementation
BROAD INDICES 6 STOXX® CANADA 240 INDEX
Components4
Company Supersector Country Weight (%) NORTHERN PROPERTY REIT TRUST Real Estate CA 0.05 CAPSTONE MINING Basic Resources CA 0.05 CENTERRA GOLD Basic Resources CA 0.05 AECON GROUP Construction & Materials CA 0.05 AVIGILON Industrial Goods & Services CA 0.04 NEVSUN RESOURCES Basic Resources CA 0.04 BROOKFIELD RESD. (NYS) PROPS. Personal & Household Goods CA 0.04 MDC PARTNERS 'A' Media CA 0.04 HORIZON NORTH LOGISTICS Oil & Gas CA 0.04 ALARIS ROYALTY Financial Services CA 0.04 DUNDEE 'A' SUBD.VTG. Financial Services CA 0.04 CHINA GOLD INTL.RES. Basic Resources CA 0.04 JUST ENERGY GROUP INC Utilities CA 0.04 COTT (NYS) Food & Beverage CA 0.04 BLACKPEARL RESOURCES Oil & Gas CA 0.04 INTERTAPE POLYMER GP. Industrial Goods & Services CA 0.04 ARGONAUT GOLD Basic Resources CA 0.04 MAJOR DRILLING GRP Oil & Gas CA 0.03 Ivanhoe Mines Ltd Basic Resources CA 0.03
4 Based on the last periodic review implementation