S-Network ITG Agriculture Index

Transcription

1 S-Network ITG Agriculture Index Q3 2017

2 S-Network ITG Agriculture Index: Index Description Diversified Portfolio of 30 Agriculture Stocks Equity Index Designed to Serve as an Equity Benchmark for Companies Principally Engaged in the Global Agriculture Industry Comprised of Four Main Agricultural Sectors Seeds, Chemicals and Fertilizers Equipment Commodity Agricultural Products Livestock Contains Stocks Traded on Recognized Exchanges in the Americas, Europe, Middle East, Africa, and Asia/Pacific 2

3 Constituents and Performance

4 S-Network ITG Agriculture Index: Top 10 Constituents Company Ticker Country Weight MONSANTO CO MON US United States 12.68% DEERE & CO DE US United States 9.68% ARCHER DANIELS MIDLAND CO ADM US United States 5.76% TYSON FOODS INC TSN US United States 4.91% POTASH CORPORATION OF SASKATCHEWAN INC SOCIEDAD QUIMICA Y MINERA DE CHILE SA POT US Canada 3.89% SQM US Chile 3.73% CF INDUSTRIES HOLDINGS INC CF US United States 3.68% K&S AG SDF GR Germany 3.67% AGCO CORP AGCO US United States 3.67% MOSAIC CO MOS US United States 3.67% Source: Bloomberg, as of 9/30/2017 4

5 Market Capitalization Profile and Country Breakdown Market Capitalization Profile Number of Constituents 30 Total Market Capitalization Billion USD Largest Market Capitalization Billion USD Smallest Market Capitalization Million USD Average Market Capitalization Billion USD United Kingdom 3.54% Germany 3.67% Chile 3.73% Australia 5.91% Singapore 3.20% Norway 3.36% Country Distribution Israel 2.20% Mexico 2.96% Russian Federation 2.04% Switzerland 0.83% United States 54.66% Median Market Capitalization 7.89 Billion USD Malaysia 6.44% Canada 7.46% Source: Bloomberg, as of 9/30/2017 AGRI offers broad global diversification and is dominated by major agricultural exporters. 5

6 Sector Emphasis S-Network ITG Agriculture Index: Sector Distribution Packaged Foods & Meats 12.33% Diversified Chemicals 3.33% Oil & Gas Refining & Marketing 0.76% Agricultural & Farm Machinery 17.84% Fertilizers & Agricultural Chemicals 44.48% Agricultural Products 21.26% Source: S-Network, as of 9/30/2017 AGRI provides significant exposure to key agricultural inputs, including seeds, traits, chemicals, and fertilizers. 6

7 S-Network ITG Agriculture Index: Historical Performance 8,000 S-Network ITG Agriculture Total Return Index vs. Benchmarks (12/31/2001 9/30/2017) 7,000 6,000 5,000 4,000 3,000 2,000 1,000 0 Dec-01 Dec-02 Dec-03 Dec-04 Dec-05 Dec-06 Dec-07 Dec-08 Dec-09 Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15 Dec-16 Source: Bloomberg, as of 9/30/17 7

8 S-Network ITG Agriculture Index: Construction Methodology Universe Development and Maintenance 155 Stocks from Around the World Updated Quarterly for Corporate Actions + IPOs Inclusion Criteria No Investment Restrictions No Operational Impediments Listed on Exchange with Last Closing Price Minimum Market Capitalization (>USD 300 million) Minimum Free Float (>USD 200 million) Minimum Average Daily Trading Volume (>USD 1 million) Weighting Within Sectors Capitalization Weighted, Adjusted for Free Float Capping Procedures Applied (25/5/45 RIC Rules) A stable and transparent construction methodology is entirely rules-based and fully replicable. 8

9 Statistical Profiles

10 S-Network ITG Agriculture Index: Statistical Profile I Total Return Appreciation Since Inception* % % % % 9.84% 10 Year 55.82% 62.62% 28.04% % % 5 Year 22.49% 71.01% 52.46% 96.04% % 3 Year 18.90% 28.30% 18.10% 36.36% % 1 Year 22.15% 20.15% 20.61% 19.24% % Compound Annual Growth Rate Since Inception* 13.30% 8.05% 7.35% 7.39% 0.60% 10 Year 4.54% 4.98% 2.50% 7.59% -3.85% 5 Year 4.14% 11.33% 8.80% 14.41% % 3 Year 5.94% 8.66% 5.70% 10.89% -6.17% 1 Year 22.15% 20.15% 20.61% 19.24% % *From 12/31/2001 Source: Bloomberg, as of 9/30/

11 S-Network ITG Agriculture Index: Statistical Profile II Annualized Monthly Standard Deviation Since Inception* 21.13% 15.32% 16.67% 13.86% 21.08% 10 Year 23.27% 16.87% 18.49% 14.95% 23.29% 5 Year 11.61% 10.08% 11.33% 9.62% 16.14% 3 Year 11.75% 10.73% 11.96% 10.17% 16.51% 1 Year 7.94% 5.40% 6.80% 5.33% 11.50% Sharpe Ratio Since Inception* Year Year Year Year *From 12/31/2001 Source: Bloomberg, as of 9/30/

12 S-Network ITG Agriculture Index: Statistical Profile III Correlation Matrix (5 Year/Monthly) AGRITG SNG2500T SND1000T SN500T BCOMAGTR Beta Matrix (5 Year/Monthly) AGRITG SNG2500T SND1000T SN500T BCOMAGTR *From 12/31/2001 Source: Bloomberg, as of 9/30/

13 S-Network ITG Agriculture Index: Statistical Profile IV R-Squared Matrix (5 Year/Monthly) AGRITG SNG2500T SND1000T SN500T BCOMAGTR *From 12/31/2001 Source: Bloomberg, as of 9/30/

14 Index Details & Data Distribution Price Index Calculated in Real Time (15 second snapshots) in USD Total Return Index Calculated Daily in USD Index Values Distributed via Consolidated Tape Comprehensive Historic Data (including simulated back-tests from 01/01/2002) Daily Prices for Price-Only + TR Indexes in USD + EURO Quarterly Portfolio Snapshots (Historic Constituents and Weights) Extensive Analytic support Quarterly Reports ( Index Insights ) Industry Overviews Extensive Statistical Data Comprehensive web site Broad data distribution via third party vendors Bloomberg, Yahoo, Marketwatch, etc. S-Network contribution page on Bloomberg: SNET Complete data availability and index transparency facilitate more effective benchmarking and investment analytics. 14