FTSE Russell Factsheet FTSE 250 Index Data as at: 31 August 2021 bmkTitle1 The FTSE 250 Index represents mid cap stocks traded on the London Stock Exchange (LSE), FEATURES which pass screening for size and liquidity. FTSE 250 Index constituents are traded on the LSE's SETS and SETSmm trading systems. Objective The index is designed for use in the creation 10-Year Performance - Total Return (GBP) of index tracking funds, derivatives and as a 350 performance benchmark. 300 Investability 250 Stocks are selected and weighted to ensure 200 that the index is investable. 150 Liquidity 100 Stocks are screened to ensure that the index 50 Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 is tradable. Data as at month end Transparency FTSE 250 FTSE 100 FTSE 350 FTSE SmallCap FTSE All-Share The index uses a transparent, rules-based construction process. Index methodologies are freely available on the FTSE Russell Performance and Volatility - Total Return website. Index (GBP) Return % Return pa %* Volatility %** Availability 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE 250 6.8 16.6 19.3 38.2 25.2 54.3 7.8 9.1 14.6 25.5 16.9 The index is calculated based on price and FTSE 100 2.5 12.4 13.3 23.6 7.5 27.5 2.4 5.0 15.0 19.7 13.6 total return methodologies, both real time FTSE 350 3.3 13.1 14.3 26.1 10.4 31.9 3.4 5.7 14.6 20.2 13.9 intra-second and end-of-day. FTSE SmallCap 5.7 19.2 24.7 52.9 42.3 79.9 12.5 12.5 11.0 22.5 16.1 Industry Classification Benchmark 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 (ICB) * Compound annual returns measured over 3 and 5 years respectively Index constituents are categorised in ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data accordance with the Industry Classification Year-on-Year Performance - Total Return Benchmark (ICB), the global standard for industry sector analysis. Index % (GBP) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 FTSE 250 -10.1 26.1 32.3 3.7 11.2 6.7 17.8 -13.3 28.9 -4.6 FTSE 100 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3 -11.5 FTSE 350 -3.2 12.0 20.5 1.2 0.7 16.8 12.9 -9.5 19.2 -10.3 FTSE SmallCap -12.5 27.8 32.8 0.9 9.2 14.3 18.2 -9.5 18.8 7.1 FTSE All-Share -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2 -9.8 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 250 Index Data as at: 31 August 2021 Return/Risk Ratio and Drawdown - Total Return INFORMATION Index (GBP) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-Share Index FTSE 250 2.5 0.3 0.5 0.8 -5.6 -41.7 -41.7 -41.7 FTSE 100 1.5 0.1 0.4 0.5 -8.5 -34.2 -34.2 -34.2 Index Launch FTSE 350 1.7 0.2 0.4 0.6 -7.6 -35.2 -35.2 -35.2 12 October 1992 FTSE SmallCap 4.6 0.5 0.8 0.9 -3.9 -39.8 -39.8 -39.8 Investability Screen FTSE All-Share 1.8 0.2 0.4 0.6 -7.3 -35.3 -35.3 -35.3 Actual free float applied and liquidity Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table screened Drawdown - based on daily data Index Calculation Top 10 Constituents Real-time and end-of-day index available Constituent ICB Sector Net MCap (GBPm) Wgt % End-of-Day Distribution Meggitt Aerospace and Defense 6,457 1.48 Via FTP and email Morrison (Wm) Supermarkets Personal Care Drug and Grocery Stores 6,440 1.48 Dechra Pharmaceuticals Pharmaceuticals and Biotechnology 5,493 1.26 Currency Howden Joinery Group Retailers 5,386 1.23 GBP and EUR Electrocomponents Industrial Support Services 4,996 1.15 Review Dates IMI Electronic and Electrical Equipment 4,878 1.12 Quarterly in March, June, September, F&C Investment Trust Closed End Investments 4,782 1.10 December Spectris Electronic and Electrical Equipment 4,534 1.04 History Future Media 4,351 1.00 Bellway Household Goods and Home Construction 4,342 1.00 Available from 31 December 1985 Totals 51,660 11.84 ICB Industry Breakdown FTSE 250 FTSE All-Share ICB Code ICB Industry No. of Net MCap (GBPm) Wgt % No. of Net MCap (GBPm) Wgt % Cons Cons 10 Technology 11 14,600 3.35 21 50,302 2.05 15 Telecommunications 4 4,457 1.02 7 53,791 2.19 20 Health Care 9 18,690 4.28 14 239,296 9.75 30 Financials 94 156,711 35.93 252 551,973 22.49 35 Real Estate 21 39,578 9.07 56 80,496 3.28 40 Consumer Discretionary 42 78,982 18.11 90 303,766 12.38 45 Consumer Staples 10 21,232 4.87 27 367,168 14.96 50 Industrials 38 75,063 17.21 87 327,286 13.33 55 Basic Materials 10 12,497 2.87 25 229,454 9.35 60 Energy 6 4,980 1.14 14 176,897 7.21 65 Utilities 5 9,404 2.16 10 73,980 3.01 Totals 250 436,194 100.00 603 2,454,409 100.00 Index Characteristics Attributes FTSE 250 Number of constituents 250 Net MCap (GBPm) 436,194 Dividend Yield % 1.77 Constituent Sizes (Net MCap GBPm) Average 1,745 Largest 6,457 Smallest 174 Median 1,409 Weight of Largest Constituent (%) 1.48 Top 10 Holdings (% Index MCap) 11.84 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 250 Index Data as at: 31 August 2021 bmkImage1 bmkImage2 bmkImage3 © 2021 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8) Beyond Ratings S.A.S. (“BR”). All rights reserved. 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