S-Network Global Water Index

Transcription

1 S-Network Global Water Index Q3 2018

2 Index Description Equity Benchmark for Globally Traded Stocks Principally Engaged in Water Utilities and Water Technology Industries Inclusion Criteria Constituents Must Be Materially Engaged in Global Water Industry Listed on Recognized Exchange Minimum Capitalization Adjusted for Free Float (>USD 100 Million in Technology, >USD 50 Million in Utility) Minimum Average Daily Trading Volume (>USD 250,000) Weighting Methodology Fixed Number of 60 Constituents Tiered Weighting Methodology Capitalization Weighted, Adjusted for Free Float A Stable and Transparent Construction Methodology is Entirely Rules-Based and Fully Replicable. 2

3 Index Performance

4 Historical Performance 7000 S-Network Global Water TR Indexes vs. Benchmarks (6/24/2002 9/30/2018) Jun-02 Jun-03 Jun-04 Jun-05 Jun-06 Jun-07 Jun-08 Jun-09 Jun-10 Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18 JGIRR JWWRR JWTRR SNG2500T *To ensure fair comparisons, all of the starting index values are normalized to 1,000 as of June 24, The S-Network Global Water Indexes Consistently Correlate With One Another. 4

5 Index Constituents & Fundamentals

6 Market Capitalization Profile Index Fundamentals JGI Index Number of Constituents 60 Total Market Capitalization Largest Market Capitalization Smallest Market Capitalization Average Market Capitalization Median Market Capitalization Billion USD Billion USD Million USD 3.59 Billion USD 2.04 Billion USD 6

7 Country Distributions JGI Index Country Distribution Japan 4.35% Italy 2.99% Korea, Republic of 3.74% Hong Kong 2.80% Singapore 2.77% China 3.06% Others 6.37% United States 48.89% Brazil 5.37% Switzerland 5.73% France 6.85% United Kingdom 7.06% The S-Network Global Water Index (Composite) Offers Broad Global Diversification. 7

8 Sub-Industry Distributions JGI Index Sub-Industry Distribution Industrial Conglomerates 2.39% Others 9.29% Trading Companies & Distributors 2.61% Electronic Equipment & Instruments 3.22% Building Products 7.37% Multi-Utilities 9.84% Water Utilities 39.67% Industrial Machinery 25.62% The S-Network Global Water Index (Composite) Offers Broad Global Diversification. 8

9 Top Ten Constituents JGI Index Company Ticker Country Weight American Water Works Co Inc AWK US United States 6.31% Geberit Ag Reg GEBN SW Switzerland 5.73% Xylem Inc XYL US United States 4.76% Veolia Environnement VIE FP France 4.46% Idex Corp IEX US United States 3.84% Hd Supply Holdings Inc HDS US United States 2.61% Aqua America Inc WTR US United States 2.61% United Utilities Group Plc UU/ LN United Kingdom 2.49% Beijing Enterprises Water Group Ltd. 371 HK China 2.48% Suez Environment Sa SEV FP France 2.39% 9

10 Statistical Profiles

11 Statistical Profile I Total Return Appreciation JGIRR JWWRR JWTRR SNG2500 TR 10 Year % % % % 5 Year 53.46% 47.28% 56.85% 58.63% 3 Year 47.57% 36.42% 59.41% 50.58% 1 Year 1.93% -1.98% 5.93% 10.82% Compound Annual Growth Rate JGIRR JWWRR JWTRR SNG2500 TR 10 Year 8.96% 7.82% 9.80% 9.25% 5 Year 8.94% 8.05% 9.42% 9.67% 3 Year 13.85% 10.91% 16.82% 14.62% 1 Year 1.93% -1.98% 5.93% 10.82% *From 6/30/

12 Statistical Profile II Annualized Monthly Standard Deviation JGIRR JWWRR JWTRR SNG2500 TR 10 Year 15.71% 14.77% 18.47% 15.83% 5 Year 9.96% 10.98% 11.83% 9.81% 3 Year 9.14% 10.38% 11.59% 9.39% 1 Year 8.69% 11.34% 8.98% 8.52% Sharpe Ratio JGIRR JWWRR JWTRR SNG2500 TR 10 Year Year Year Year *From 6/30/2002 *From 12/31/

13 Statistical Profile III Correlation (vs. SNG2500T) JGIRR JWWRR JWTRR 10 Year Year Year Year Beta (vs. SNG2500T) JGIRR JWWRR JWTRR 10 Year Year Year Year *From 6/30/

14 Statistical Profile IV R-Squared (vs. SNG2500T) JGIRR JWWRR JWTRR 10 Year Year Year Year *From 6/30/

15 Index Construction

16 Index Details & Data Distribution Index Values Distributed in Real Time (15 second snapshots) in USD and EUR Total Return Index Calculated Daily in USD and EUR Index Values Distributed via Consolidated Tape Comprehensive Historic Data (including simulated back-tests from 06/30/2002) 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 Broad data distribution via third party vendors S&P/Bloomberg/Yahoo, etc. S-Network contribution page on Bloomberg: SNET Complete data availability and index transparency facilitate more effective benchmarking and investment analytics. 16