FTSE Russell Factsheet FTSE All-Share - Equity Investment Trust Index Data as at: 31 August 2021 bmkTitle1 The FTSE All-Share Equity Investment Trust Index is a market-capitalization weighted index FEATURES representing the performance of the large, mid and small cap stocks from the FTSE UK Index Series. The index covers companies classified as Equity Investment Trust’s within the ICB Coverage classification system and is suitable as the basis for investment products, such as funds, Includes FTSE All-Share index constituents

derivatives and exchange-traded funds. with an ICB classification of 8985 (Equity

10-Year Performance - Total Return Investment Instruments)

(GBP) Objective 350 The index is designed for use in the creation 300 of index tracking funds, derivatives and as a 250 performance benchmark. 200 Investability 150

100 Stocks are selected and weighted to ensure

50 that the index is investable. Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Liquidity Data as at month end Stocks are liquidity screened to ensure that

FTSE All-Share Index - Equity Investment Instruments FTSE All-Share FTSE 100 the index is tradable.

Transparency

Performance and Volatility - Total Return

Index methodologies are freely available on

Index (GBP) Return % Return pa %* Volatility %** the FTSE Russell website. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Availability FTSE All-Share Index - Equity 5.9 12.8 10.9 28.9 44.4 91.9 13.0 13.9 12.6 20.9 11.7 Investment Instruments The indexes are calculated based on price

FTSE All-Share 3.4 13.3 14.7 26.9 11.4 33.3 3.7 5.9 14.4 20.2 13.9 and total return methodologies, available

FTSE 100 2.5 12.4 13.3 23.6 7.5 27.5 2.4 5.0 15.0 19.7 13.6 end-of-day.

Industry Classification Benchmark * Compound annual returns measured over 3 and 5 years respectively ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

(ICB)

Year-on-Year Performance - Total Return Index constituents are categorized in

Index % (GBP) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 accordance with the Industry Classification

FTSE All-Share Index - Equity Benchmark (ICB), the global standard for -9.2 14.8 18.9 7.5 5.2 16.6 18.4 -3.4 21.4 17.8 Investment Instruments industry sector analysis.

FTSE All-Share -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2 -9.8

FTSE 100 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3 -11.5

Return/Risk Ratio and Drawdown - Total Return

Index (GBP) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE All-Share Index - Equity Investment 2.2 0.6 1.2 1.1 -9.0 -34.7 -34.7 -34.7 Instruments

FTSE All-Share 1.8 0.2 0.4 0.6 -7.3 -35.3 -35.3 -35.3

FTSE 100 1.5 0.1 0.4 0.5 -8.5 -34.2 -34.2 -34.2

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3

Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE All-Share - Equity Investment Trust Index Data as at: 31 August 2021

Top 10 Constituents INFORMATION

Constituent ICB Sector Net MCap (GBPm) Wgt % Index Universe Scottish Mortgage Inv Tst Closed End Investments 19,446 11.51

FTSE All-Share Index F&C Investment Trust Closed End Investments 4,782 2.83

Pershing Square Holdings Closed End Investments 4,229 2.50 Base Date

Polar Capital Technology Trust Closed End Investments 3,487 2.06 1 June 1998 RIT Capital Partners Closed End Investments 3,415 2.02 Base Value Monks Investment Trust Closed End Investments 3,395 2.01 4031.99 HICL Infrastructure Closed End Investments 3,341 1.98

Alliance Trust Closed End Investments 3,283 1.94 Investability Screen

Smithson Investment Trust Closed End Investments 2,914 1.72 Actual free float applied and liquidity

International Public Partnership Closed End Investments 2,796 1.66 screened

Totals 51,088 30.24 Index Calculation

End-of-day Index Characteristics

Attributes FTSE All-Share FTSE 100 FTSE All-Share Index - End-of-Day Distribution Equity Investment Instruments Via FTP and email

Number of constituents 603 101 188 Currency Net MCap (GBPm) 2,454,409 1,933,879 168,941 GBP, EUR Dividend Yield % 2.98 3.28 2.01 Review Dates Constituent Sizes (Net MCap GBPm) Quarterly with annual rebalance in June Average 4,070 19,147 899

Largest 131,690 131,690 19,446

Smallest 30 1,573 57

Median 902 9,706 479

Weight of Largest Constituent (%) 5.37 6.81 11.51

Top 10 Holdings (% Index MCap) 30.96 39.30 30.24

31 August 2021

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE All-Share - Equity Investment Trust Index Data as at: 31 August 2021

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent +1 877 503 6437 the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Asia-Pacific based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the Hong Kong +852 2164 3333 underlying economic data used in the calculation of the index. Tokyo +81 3 4563 6346

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Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.