SPI Low Risk Premium® CHF (Price)

Index Description

The SPI Low Risk Premium® CHF (Price) identifies equity instruments with the lowest risk of the Swiss equity market 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 Low Risk Premium® CHF (Price) 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® Price covers 99% of that market.

Index Performance Annual Index Return¹

600 Year SPI Low Ri SPI 540 2021 26.51% 25.98% 480 2020 2.51% 0.61% 420 360 2019 25.85% 26.51% 300 2018 -13.17% -11.43% 240 2017 20.46% 16.37% 180 2016 1.77% -4.67% 120 2015 10.48% -0.25% 60 2014 10.10% 9.73% 0 2004 2007 2010 2013 2016 2019

SPI Low Risk Premium® CHF (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 Low Ri SPI Return Div. Yield SPI Low Ri 16.97% 8.32% 22.13% 9.58% 8.95% 6.46% 2021 2.38% 2.58% SPI 16.65% 8.68% 22.59% 10.78% 6.01% 3.23% 2020 3.11% 3.19% Volatility 2019 2.89% 3.10% SPI Low Ri 0.59% 0.49% 0.66% 0.55% 0.33% 0.22% 2018 2.85% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 2.79% 3.09% Tracking Err. 2016 3.24% 3.42% SPI Low Ri² 0.28% 0.24% 4.67% 6.30% 5.76% 6.84% 2015 2.82% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Price Turnover 2021 11.75% 0.98% 2020 42.84% 2.87% Maximum Drawdown 2019 30.01% 4.59% High Date Low Date High Value Low Value Drawdown 2018 47.48% 3.05% 15 Years back 2017 28.91% 8.45% SPI Low Ri 04/23/2007 03/09/2009 198 122 -38.59% 2016 90.58% 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 SPI Low Risk Premium® CHF (Price) Components

SPI Low Ri SPI Mcap (Mio CHF)³ Weight Historical Data Since 12/31/2003 01/03/1996 LINDT PS 5,841.95 5% Launch Date 12/31/2003 06/01/1987 NESTLE N 5,824.97 5% Calculation Interval End of day 3 minutes GIVAUDAN N 5,364.79 5% No of Components 30 218 SWISSCOM N 5,255.49 5% Mcap (Mio CHF)³ KUEHNE+NAGEL INT N 5,158.78 5% Index Mcap 106,263.36 1,786,951.98 SWISS PRIME SITE N 5,104.21 5% Largest Mcap 5,841.95 333,446.94 GEBERIT N 4,998.90 5% Smallest Mcap 1,347.25 1.09 EMS-CHEMIE N 4,843.76 5% Average Mcap 3,542.11 8,197.03 TECAN GROUP AG N 4,843.17 5% Median Mcap 3,429.11 611.6 PSP N 4,724.61 4%

³ Market capitalization free-float adjusted Total 51,960.63 49%

Index Sector Weights (in %)

Financials Consumer Goods SPI Low Risk Premium® CHF (Price) Swiss Performance Index SPI® Price 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 Low Ri Price SPILP CH0329197179 .SPILP SPILP INDEX No Total Return SPILPC CH0329197336 .SPILPC SPILPC INDEX No SPI Price SPIX CH0000222353 .SPIX SPIND Yes Total Return SXGE CH0009987501 .SSHI SPI Yes

Index Methodology

The SPI Low Risk Premium® CHF (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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