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Stoxx® Developed Markets Total Market Small Index

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Stoxx® Developed Markets Total Market Small Index SIZE INDICES 1 STOXX® DEVELOPED MARKETS TOTAL MARKET SMALL INDEX Stated objective Key facts The EURO STOXX® Small Index provides a broad yet liquid » Liquid gateway to Eurozone small-cap stocks representation of small capitalization companies of 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, » Transparent and rules-based methodology Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The index has a variable number of components and is part of the EURO » Buffer rule applied on parent index level aims at reducing turnover STOXX Size index family. » Weighted by free-float market capitalization » Serves as an underlying for a variety of financial products such as options, futures, and ETFs Descriptive statistics Index Market cap (USD bn.) Components (USD bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Developed Markets Total Market Small Index 2,555.7 2,013.0 1.0 0.8 9.1 0.0 0.5 0.0 17.0 STOXX Developed Markets Total Market Index 44,524.3 38,816.9 8.9 2.3 618.0 0.0 1.6 0.0 3.0 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 Developed Markets Total Market Small Index 1.8 6.7 20.7 45.1 78.3 24.2 10.0 20.3 12.9 11.9 STOXX Developed Markets Total Market Index 2.3 7.1 21.6 56.1 0.0 30.7 10.6 21.1 15.6 0.0 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Developed Markets Total Market Small Index 7.6 8.5 8.5 13.1 14.2 1.2 1.1 2.1 0.9 0.8 STOXX Developed Markets Total Market Index 8.4 8.3 8.4 13.2 0.0 1.0 1.2 2.2 1.1 0.7 Index to benchmark Correlation Tracking error (%) STOXX Developed Markets Total Market Small Index 0.9 0.8 0.8 0.9 0.9 4.0 4.9 4.7 5.7 6.1 Index to benchmark Beta Annualized information ratio STOXX Developed Markets Total Market Small Index 0.8 0.8 0.9 0.9 0.9 0.1 -0.2 -0.2 -0.5 -0.4 1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (USD, gross return), all data as of Aug. 29, 2014 INNOVATIVE. GLOBAL. INDICES. SIZE INDICES 2 STOXX® DEVELOPED MARKETS TOTAL MARKET SMALL 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 Developed Markets Total Market Small Index 27.6 22.6 14.9 17.0 1.5 2.1 0.9 2.3 STOXX Developed Markets Total Market Index 19.0 15.6 16.3 15.3 2.1 2.3 1.3 8.8 Performance and annual returns3 Methodology The EURO STOXX Size indices are sub-sets of the STOXX Europe 600 Size indices, namely the STOXX Europe Large 200, STOXX Europe Mid 200 and STOXX Europe Small 200 indices. The size assignment are based on the free-float market capitalization. The EURO STOXX Small Index is formed by taking all Eurozone listed companies out of the STOXX Europe Small 200 Index. 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 EUR CH0149412782 EDDESGR EDDESGR Index .EDDESGR 20% on a component level for the Europe, Eurozone and Net Return EUR CH0149412808 EDDESR EDDESR Index .EDDESR Cap factor Eastern Europe regions Price EUR CH0149412824 EDDESP EDDESP Index .EDDESP No. of components Variable Gross Return USD CH0149412790 EDDESGV EDDESGV Index .EDDESGV Net Return USD CH0149412816 EDDESV EDDESV Index .EDDESV Review frequency Quarterly (March, June, September, December) Price USD CH0149412832 EDDESL EDDESL Index .EDDESL To learn more about the inception date, currency versions, calculation hours and Complete list available here: www.stoxx.com/data/vendor_codes.html historical values, please see ourdata vendor code sheet. 3 STOXX data from Jan. 31, 2011 to Aug. 28, 2014 (USD, gross return), all data as of Aug. 29, 2014 CONTACT DETAILS STOXX customer support P +41 58 399 5900 Zurich/headquarters: Frankfurt: P +49 69 211 13243 Madrid: P +34 91 369 1229 [email protected] P +41 58 399 5300 Hong Kong: P +852 6307 9316 New York: P +1 212 669 6426 www.stoxx.com London: P +44 207 862 7680 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 . SIZE INDICES 3 STOXX® DEVELOPED MARKETS TOTAL MARKET SMALL INDEX Components4 Company Supersector Country Weight (%) AMERICAN REAL.CAP.PROPS. Real Estate US 0.55 DEUTSCHE WOHNEN Real Estate DE 0.28 EUROBANK ERGASIAS Banks GR 0.26 SUNEDISON Technology US 0.26 TARGA RESOURCES Oil & Gas US 0.26 KATE SPADE & CO Personal & Household Goods US 0.24 Mallinckrodt Health Care US 0.23 SPIRIT AIRLINES Travel & Leisure US 0.23 INTERMUNE Health Care US 0.22 Minebea Co. Ltd. Industrial Goods & Services JP 0.21 POLYONE Chemicals US 0.20 Bank of Queensland Ltd. Banks AU 0.20 NORTHSTAR REALTY FINANCE Real Estate US 0.20 ARRIS GROUP Technology US 0.19 PLAINS GROUP HOLDINGS 'A' Oil & Gas US 0.19 UMPQUA HDG. Banks US 0.19 HISCOX Insurance GB 0.19 SLM Corp. Financial Services US 0.18 NOW INC Oil & Gas US 0.18 COLUMBIA PROPERTY TRUST Real Estate US 0.18 TELEPERFORMANCE Industrial Goods & Services FR 0.18 RLJ LODGING TRUST Real Estate US 0.17 TEAM HEALTH HOLDINGS Health Care US 0.17 SYNOVUS FINL. Banks US 0.17 ENERSYS Industrial Goods & Services US 0.17 LEG IMMOBILIEN Real Estate DE 0.17 AXIALL Chemicals US 0.16 COMMONWEALTH REIT Real Estate US 0.16 PAREXEL INTL. Health Care US 0.16 HOWDEN JOINERY GRP Industrial Goods & Services GB 0.16 WHITECAP RESOURCES Oil & Gas CA 0.16 JAZZTEL Telecommunications ES 0.15 MGIC INVESTMENT Financial Services US 0.15 Essentra PLC Industrial Goods & Services GB 0.15 STARZ 'A' Media US 0.15 NIPPON PROLOGIS REIT Real Estate JP 0.15 BRITVIC Food & Beverage GB 0.15 DIXONS RETAIL Retail GB 0.15 BELLWAY Personal & Household Goods GB 0.15 SYNAPTICS Technology US 0.15 GENEL ENERGY Oil & Gas GB 0.15 PORTFOLIO RECOVERY ASSOCIATES Financial Services US 0.15 FIRST AMERICAN FINANCIAL Insurance US 0.15 BlueScope Steel Ltd. Basic Resources AU 0.15 MOOG 'A' Industrial Goods & Services US 0.15 WEST PHARM.SVS. Health Care US 0.15 AOL Technology US 0.15 Washington Prime Group Real Estate US 0.15 MACQUARIE INFRASTRUCTURE Industrial Goods & Services US 0.15 CURTISS WRIGHT Industrial Goods & Services US 0.14 OFFICE DEPOT Retail US 0.14 RETAIL PROPS.OF AMERICA Cl.A Real Estate US 0.14 Ryohin Keikaku Co. Ltd. Retail JP 0.14 CARRIZO O&G. Oil & Gas US 0.14 DELUXE Industrial Goods & Services US 0.14 MAXIMUS Industrial Goods & Services US 0.14 MACDONALD DETTWILER AND ASSO. Industrial Goods & Services CA 0.14 HOME CAP.GP.'B' Financial Services CA 0.14 JM Real Estate SE 0.14 STANTEC Industrial Goods & Services CA 0.14 BRISTOW GROUP Oil & Gas US 0.14 Tosoh Corp. Chemicals JP 0.14 TYLER TECHNOLOGIES Technology US 0.14 BERENDSEN Industrial Goods & Services GB 0.14 STADA ARZNEIMITTEL Health Care DE 0.14 Ebara Corp. Industrial Goods & Services JP 0.14 LEXMARK INTL. Technology US 0.14 RYMAN HEALTHCARE Health Care NZ 0.14 HOSHIZAKI ELECTRIC Industrial Goods & Services JP 0.14 NCC B Construction & Materials SE 0.14 CIVEO CORP Oil & Gas US 0.14 DECKERS OUTDOOR Personal & Household Goods US 0.14 KNOWLES Industrial Goods & Services US 0.14 4 Based on the last periodic review implementation SIZE INDICES 4 STOXX® DEVELOPED MARKETS TOTAL MARKET SMALL INDEX Components4 Company Supersector Country Weight (%) JUPITER FUND MANAGEMENT Financial Services GB 0.14 Orix JREIT Inc.
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