SPI Momentum Premium® CHF (Total Return)

Index Description

The SPI Momentum Premium® CHF (Total Return) identifies equity instruments of the Swiss equity market following a systematic trend based on a statistical pattern. The index is a variable component index with a limit of 30 shares. Its components are weighted by an equal contribution to risk and their weight is limited to 8%. On December 31, 2003 the SPI Momentum Premium® CHF (Total Return) was standardised at 100 points. As of today the index represents more than 5% of the freefloat market capitalization of the entire Swiss equity market. Its benchmark Swiss Performance Index SPI® Total Return covers 99% of that market.

Index Performance Annual Index Return¹

1000 Year SPI Moment SPI 900 2021 45.53% 30.89% 800 700 2020 5.92% 3.82% 600 2019 32.75% 30.40% 500 2018 -14.41% -8.59% 400 300 2017 32.71% 19.98% 200 2016 9.70% -1.41% 100 2015 11.52% 2.68% 0 2004 2007 2010 2013 2016 2019 2014 10.60% 13.00% SPI Momentum Premium® CHF (Total Return) Swiss Performance Index SPI® Total Return

Risk and Return Profile Dividend Yield & Turnover

YTD 3 Mths 1 Yr¹ 3 Yrs¹ 7 Yrs¹ 15 Yrs¹ SPI Moment SPI Return Div. Yield SPI Moment 28.42% 7.88% 43.95% 14.67% 14.25% 10.35% 2021 1.74% 2.58% SPI 19.66% 8.72% 25.98% 14.08% 9.28% 6.32% 2020 3.13% 3.19% Volatility 2019 2.97% 3.10% SPI Moment 0.87% 0.71% 0.90% 0.65% 0.38% 0.28% 2018 2.40% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 2.34% 3.09% Tracking Err. 2016 2.58% 3.42% SPI Moment² 0.51% 0.43% 7.92% 7.39% 6.51% 7.27% 2015 2.94% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Total Return Turnover 2021 46.49% 3.24% 2020 118.86% 5.72% Maximum Drawdown 2019 88.08% 7.66% High Date Low Date High Value Low Value Drawdown 2018 121.37% 6.19% 15 Years back 2017 105.89% 11.06% SPI Moment 07/16/2007 03/09/2009 248 125 -49.65% 2016 132.49% 6.36% SPI 06/01/2007 03/09/2009 7,747 3,622 -53.25% 2015 - 6.26%

All data retrieved as of 08/31/2021 Index Characteristics Top 10 SPI Momentum Premium® CHF (Total Return) Components SPI Moment SPI Historical Data Since 12/31/2003 - Mcap (Mio CHF)³ Weight Launch Date 12/31/2003 06/01/1987 KUEHNE+NAGEL INT N 8,445.45 8% Calculation Interval 3 minutes 3 minutes SONOVA N 7,221.97 7% No of Components 30 218 PARTNERS GROUP N 6,689.81 6% Mcap (Mio CHF)³ SIKA N 6,350.63 6% Index Mcap 105,979.13 1,786,951.98 LOGITECH N 5,296.59 5% Largest Mcap 8,445.45 333,446.94 VAT GROUP N 5,253.36 5% Smallest Mcap 1,173.24 1.09 TECAN GROUP AG N 5,014.87 5% Average Mcap 3,532.64 8,197.03 STRAUMANN N 5,005.59 5% Median Mcap 3,097.12 611.6 ABB LTD N 4,995.95 5% CLARIANT N 3,861.71 4% ³ Market capitalization free-float adjusted Total 58,135.92 55%

Index Sector Weights (in %)

Financials Consumer Goods SPI Momentum Premium® CHF (Total Return) Swiss Performance Index SPI® Total Return Industrials Healthcare

Technology Oil and Gas 0 5 10 15 20 25 30 35 40

Basic Materials Utilities

Consumer Services Telecommunications

Index Information

Symbol ISIN Refinitiv RIC Bloomberg Ticker BMR Compliance SPI Moment Total Return SPIMPC CH0329197302 .SPIMPC SPIMPC INDEX No Price SPIMP CH0329197146 .SPIMP SPIMP INDEX No SPI Total Return SXGE CH0009987501 .SSHI SPI Yes Price SPIX CH0000222353 .SPIX SPIND Yes

Index Methodology

The SPI Momentum Premium® CHF (Total Return) 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.

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