KEY ETF REPORT BY ASSET CLASS (US LISTED)

Transcription

1 23/04/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 24/04/2015 < Current Date 12:44 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 DTD PERFORMERS Lean Hogs LHM5 LIVESTOCK FUTURES! % 3.3% -14.4% -15.1% / 36.0% 25.1(27.6) na Bullish 0.6% Bearish -13.2% Taiwan EWT COUNTRY EQUITY FUNDS! % 5.1% 9.5% 12.5% % 19(19.7) 13.71(1.75%) Bullish 4.2% Bullish 5.2% % (3.4%) $4.1 Gold Mines GDX PRECIOUS METALS! % 8.4% 7.6% -18.5% % 34(35.7) na Bullish 1.0% Bearish -8.8% % (16.1%) $6.3 Live Cattle LCM5 LIVESTOCK FUTURES! % -2.2% -3.8% 10.6% / 22.0% 15.8(18.1) na Bullish 0.9% Bearish -0.9% Latin America ILF EMERGING MARKETS EQUITY FU % 10.5% 1.9% -14.3% % 19.1(27.3) 21.19(2.27%) Bullish 6.1% Bearish -7.6% % (1.4%) $0.7 EM East. Europe ESR EMERGING MARKETS EQUITY FU! % 14.8% 26.0% -12.9% % / 13.54(2.17%) Bullish 10.5% Bullish 0.4% % (1.2%) $0.0 Palladium PAM5 METALS FUTURES % 4.9% -3.5% -2.1% / 23.3% 22(19.8) na Bearish -1.5% Bearish -5.2% CHF (CHFUSD) FXF CURRENCIES (vs. USD)! % 1.8% 4.0% -7.9% % 12.7(12.5) na Bullish 1.0% Bearish -1.1% % -17 0(0.4%) $0.2 Palladium PALL PRECIOUS METALS % 4.4% -3.9% -3.0% % / na Bearish -1.6% Bearish -5.3% % -31 0(0.3%) $0.4 Zinc LXK5 METALS FUTURES % 7.6% 2.4% 6.2% % / na Bullish 6.3% Bullish 0.7% South Africa EZA COUNTRY EQUITY FUNDS % 5.1% 8.7% 5.9% % 22.1(28) 13.16(2.02%) Bullish 3.6% Bullish 4.0% % (2.2%) $0.5 Canada EWC COUNTRY EQUITY FUNDS % 7.9% 1.6% -2.2% % 15.1(21.1) 18.65(2.11%) Bullish 5.3% Bearish -0.9% % (0.6%) $2.6 BOTTOM 25 DTD PERFORMERS Home Builders XHB US EQUITY SECTOR FUNDS! % -4.1% 3.6% 12.7% % 17.2(20.9) 21.32(0.54%) Bearish -2.3% Bullish 6.9% % (8.9%) $1.8 Thailand THD COUNTRY EQUITY FUNDS % 4.0% 6.6% 9.0% % 35.2(38.7) 13.36(2.19%) Bullish 1.7% Bullish 1.5% % (3.8%) $0.5 PIMCO Tot Ret Fnd PTTR US FIXED INCOME MUTUAL FUNDS % -0.3% 1.6% 2.9% 0.8 / / Bullish 0.1% Bullish 1.0% % 0 $117.4 Germany EWG COUNTRY EQUITY FUNDS! % -0.7% 8.1% -5.6% % 17.9(23.2) 16.19(2.13%) Bearish -0.2% Bullish 3.6% % 2, (1%) $7.2 Vietnam VNM COUNTRY EQUITY FUNDS! % 8.1% -5.0% -9.1% % / 17.12(2.79%) Bearish -0.1% Bearish -10.8% % 0 0.8(3.1%) $0.4 Banks KBE US EQUITY SECTOR FUNDS % 1.6% 1.5% 2.9% % 13.1(17.2) 16.24(1.59%) Bullish 1.6% Bullish 4.2% % (1.3%) $2.5 Industrials XLI US EQUITY SECTOR FUNDS % 1.4% 0.0% 6.5% % 12(16.3) 23.27(1.91%) Bearish -0.2% Bullish 2.7% % -1, (9.9%) $7.9 ST High Yield SJNK US FIXED INCOME CORP % 0.4% 1.4% -5.1% % 4.9(4.9) 2.08(6.88%) Bullish 0.3% Bearish -1.1% % (0.4%) $4.6 Muni-Bnd (Inv. Grd) MUB US FIXED INCOME CORP % -0.6% -0.4% 2.0% % 4.4(4.7) 4.93(2.53%) Bearish -0.2% Bullish 0.0% % (1.1%) $ Y US High Yield HYS US FIXED INCOME CORP % 0.7% 1.3% -3.6% % 3.7(5.2) 1.75(6.41%) Bullish 0.3% Bearish -0.5% % (0.7%) $3.0 US High Yield Corp HYG US FIXED INCOME CORP % 0.6% 1.8% -3.3% % 6.6(9) 3.71(5.97%) Bullish 0.3% Bearish -0.4% ,350 8% 3,005 4(2%) $17.6 AUDNZD OCEAN FX % 0.6% -2.3% -5.3% % 9(8.9) na Bearish -0.4% Bearish -4.8% This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.1

2 23/04/2015 < Last closing Date TOP/BOTTOM PERFORMERS MTD (in $bn) 24/04/2015 < Current Date 12:44 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 MTD PERFORMERS EM East. Europe ESR EMERGING MARKETS EQUITY FU! % 14.8% 26.0% -12.9% % / 13.54(2.17%) Bullish 10.5% Bullish 0.4% % (1.2%) $0.0 Lead LLK5 METALS FUTURES % 12.6% 9.9% -6.3% % 16.9(24.8) na Bullish 10.0% Bullish 1.9% BRICS EEB EMERGING MARKETS EQUITY FU % 12.4% 12.7% -1.5% % 19.1(24.1) 16.48(3.2%) Bullish 7.8% Bearish -1.3% % -10 0(0.1%) $0.1 Latin America ILF EMERGING MARKETS EQUITY FU % 10.5% 1.9% -14.3% % 19.1(27.3) 21.19(2.27%) Bullish 6.1% Bearish -7.6% % (1.4%) $0.7 Broad EM EEM EMERGING MARKETS EQUITY FU % 8.9% 11.2% 5.7% % 15.7(19.7) 13.88(2%) Bullish 6.9% Bullish 4.8% ,149 3% -2, (3.7%) $33.3 Broad EM VWO EMERGING MARKETS EQUITY FU % 8.8% 11.1% 8.6% % 15.1(20.7) 13.82(2.49%) Bullish 6.5% Bullish 5.1% % (0.7%) $46.3 Gold Mines GDX PRECIOUS METALS! % 8.4% 7.6% -18.5% % 34(35.7) na Bullish 1.0% Bearish -8.8% % (16.1%) $6.3 Poland EPOL COUNTRY EQUITY FUNDS! % 8.3% 5.2% -15.6% % / 22.47(3.26%) Bullish 6.9% Bearish -3.0% % (0.6%) $0.2 Vietnam VNM COUNTRY EQUITY FUNDS! % 8.1% -5.0% -9.1% % / 17.12(2.79%) Bearish -0.1% Bearish -10.8% % 0 0.8(3.1%) $0.4 Canada EWC COUNTRY EQUITY FUNDS % 7.9% 1.6% -2.2% % 15.1(21.1) 18.65(2.11%) Bullish 5.3% Bearish -0.9% % (0.6%) $2.6 Zinc LXK5 METALS FUTURES % 7.6% 2.4% 6.2% % / na Bullish 6.3% Bullish 0.7% BOTTOM 25 MTD PERFORMERS Silver SLV PRECIOUS METALS % -4.5% 1.0% -18.6% % 26.2(27.5) na Bearish -3.1% Bearish -10.2% % (1.8%) $5.2 Silver_fut SIN5 METALS FUTURES % -4.4% 1.5% -18.9% % 26(27.5) na Bearish -3.1% Bearish -10.5% USDCAD OCEAN FX! % -4.2% 4.5% 10.2% % 9.7(8.6) na Bearish -3.0% Bullish 3.9% Home Builders XHB US EQUITY SECTOR FUNDS! % -4.1% 3.6% 12.7% % 17.2(20.9) 21.32(0.54%) Bearish -2.3% Bullish 6.9% % (8.9%) $1.8 USDKRW OTHER ASIAN FX % -2.5% -0.8% 4.1% % 9.3(7.9) na Bearish -1.9% Bullish 0.6% USDSGD OTHER ASIAN FX % -2.2% 1.2% 6.6% % 6.4(5.5) na Bearish -1.8% Bullish 2.4% Live Cattle LCM5 LIVESTOCK FUTURES! % -2.2% -3.8% 10.6% / 22.0% 15.8(18.1) na Bullish 0.9% Bearish -0.9% USDMYR OTHER ASIAN FX % -2.2% 3.6% 11.0% % 11.1(9.7) na Bearish -0.9% Bullish 5.4% EURNOK OTHER EUROPE, SCANDIS FX % -2.1% -6.0% 2.1% % 11.6(10.2) na Bearish -1.5% Bearish -0.8% AUDCAD OCEAN FX % -2.1% -0.5% -7.4% % 9.4(9.8) na Bearish -2.4% Bearish -3.8% USDCHF OTHER EUROPE, SCANDIS FX! % -1.9% -4.0% 8.3% % 13(12.3) na Bearish -1.2% Bullish 0.6% EURPLN OTHER EUROPE, SCANDIS FX! % -1.8% -6.7% -4.7% % 8(7.4) na Bearish -2.5% Bearish -4.6% US Real Estate IYR US EQUITY SECTOR FUNDS % -1.6% 1.5% 13.0% % 13(17.4) 34.3(3.46%) Bearish -1.3% Bullish 2.6% % (8.3%) $5.3 Copper (ETN!) JJC PRECIOUS METALS! % -1.6% -4.9% -12.7% % 19.1(22.1) na Bullish 0.5% Bearish -8.7% % 0 0(0.9%) $0.1 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.2

3 23/04/2015 < Last closing Date TOP/BOTTOM PERFORMERS YTD (in $bn) 24/04/2015 < Current Date 12:44 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 YTD PERFORMERS EM East. Europe ESR MERGING MARKETS EQUITY FUND! % 14.8% 26.0% -12.9% % / 13.54(2.17%) Bullish 10.5% Bullish 0.4% % (1.2%) $0.0 BRICS EEB MERGING MARKETS EQUITY FUND % 12.4% 12.7% -1.5% % 19.1(24.1) 16.48(3.2%) Bullish 7.8% Bearish -1.3% % -10 0(0.1%) $0.1 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS % 4.2% 12.6% -6.9% % 12.5(19) 19.13(2.61%) Bullish 3.1% Bullish 6.7% % (0.5%) $0.9 Broad EM EEM MERGING MARKETS EQUITY FUND % 8.9% 11.2% 5.7% % 15.7(19.7) 13.88(2%) Bullish 6.9% Bullish 4.8% ,149 3% -2, (3.7%) $33.3 Broad EM VWO MERGING MARKETS EQUITY FUND % 8.8% 11.1% 8.6% % 15.1(20.7) 13.82(2.49%) Bullish 6.5% Bullish 5.1% % (0.7%) $46.3 Italy EWI COUNTRY EQUITY FUNDS % 1.6% 10.6% -15.9% % 22.3(27.9) / Bullish 1.8% Bullish 0.9% % (1.4%) $1.0 EAFE Small Cap SCZ EAFE EQUITY FUNDS % 4.3% 10.5% -0.7% % 13.1(18.7) 24.45(2.36%) Bullish 0.0% Bullish 0.0% % (0.5%) $4.4 Switzerland EWL COUNTRY EQUITY FUNDS % 5.2% 10.2% 0.6% % 14.2(18.4) 23.57(2.25%) Bullish 4.1% Bullish 6.0% % (2.1%) $1.5 EAFE idx EFA EAFE EQUITY FUNDS % 4.4% 10.1% -1.1% % 11.8(16.7) 18.34(3.37%) Bullish 3.2% Bullish 4.3% % 2, (0.9%) $59.9 DM ex North.Am VEA EAFE EQUITY FUNDS % 4.7% 10.1% 0.2% % 11.6(17.2) 17.9(2.74%) Bullish 3.3% Bullish 4.4% % (0.5%) $25.5 Lead LLK5 METALS FUTURES % 12.6% 9.9% -6.3% % 16.9(24.8) na Bullish 10.0% Bullish 1.9% France EWQ COUNTRY EQUITY FUNDS % 4.2% 9.8% -8.7% % 16.2(22.6) 22.26(3.07%) Bullish 2.8% Bullish 3.4% % (1.6%) $0.4 Taiwan EWT COUNTRY EQUITY FUNDS! % 5.1% 9.5% 12.5% % 19(19.7) 13.71(1.75%) Bullish 4.2% Bullish 5.2% % (3.4%) $4.1 BOTTOM 25 YTD PERFORMERS Nickel LNK5 METALS FUTURES % 2.2% -16.7% -30.7% % / na Bearish -7.8% Bearish -27.1% Lean Hogs LHM5 LIVESTOCK FUTURES! % 3.3% -14.4% -15.1% / 36.0% 25.1(27.6) na Bullish 0.6% Bearish -13.2% EURCHF OTHER EUROPE, SCANDIS FX % -1.0% -14.1% -15.3% % 9.6(11.4) na Bearish -2.1% Bearish -11.3% Turkey TUR COUNTRY EQUITY FUNDS % 1.1% -13.6% -8.3% % 30.8(39.2) 9.41(1.88%) Bearish -1.7% Bearish -12.2% % (1.8%) $0.5 EURJPY SDR CONSTITUENT FX % 0.4% -10.7% -8.6% % 10.3(12.4) na Bearish -1.1% Bearish -6.3% REAL (BRLUSD) BZF CURRENCIES (vs. USD) % 6.9% -8.2% -17.5% / 18.1% 31.1(32.3) na Bullish 2.5% Bearish -11.4% % -7 0(2.3%) $0.0 EUR High Yield corp SHYG EUR FIXED INCOME! % -0.4% -7.6% -13.7% % / / Bearish -1.4% Bearish -7.5% % (0.1%) $4.5 EURGBP SDR CONSTITUENT FX! % -0.8% -7.4% -12.7% % 10.5(10.1) na Bearish -1.0% Bearish -7.2% Peru EPV COUNTRY EQUITY FUNDS % 4.6% -6.9% -11.2% % / 20.31(1.78%) Bullish 1.5% Bearish -9.9% % -6 0(0.1%) $0.2 EURPLN OTHER EUROPE, SCANDIS FX! % -1.8% -6.7% -4.7% % 8(7.4) na Bearish -2.5% Bearish -4.6% Platinum PLN5 METALS FUTURES % -0.6% -6.2% / / 16.8% 17.9(17.6) na Bearish -1.7% Bearish -12.1% EURNOK OTHER EUROPE, SCANDIS FX % -2.1% -6.0% 2.1% % 11.6(10.2) na Bearish -1.5% Bearish -0.8% Platinum PPLT PRECIOUS METALS % -0.5% -5.9% -19.5% % / na Bearish -1.8% Bearish -12.1% % 0 0(0.6%) $0.6 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.3

4 23/04/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1Y (in $bn) 24/04/2015 < Current Date 12:44 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y PERFORMERS Health Care XLV US EQUITY SECTOR FUNDS % 2.9% 9.1% 28.9% % 12.5(16.3) 22.64(1.23%) Bullish 2.7% Bullish 9.6% % 1, (3.1%) $14.2 Nasdaq100 QQQ US BROAD EQUITY FUNDS! % 3.3% 5.6% 25.7% % 11.8(16.6) 21.48(1.02%) Bullish 1.8% Bullish 6.8% ,532-4% -2, (5.8%) $39.7 Retailers XRT US EQUITY SECTOR FUNDS % -0.2% 5.0% 21.2% % 14.8(18.7) 28.33(0.91%) Bullish 1.4% Bullish 8.9% % (12.5%) $1.3 Cons. Discret. XLY US EQUITY SECTOR FUNDS % 1.6% 6.2% 19.3% % 12.8(16.7) 23.26(1.29%) Bullish 1.2% Bullish 8.2% % (2.4%) $10.9 Technology XLK US EQUITY SECTOR FUNDS % 3.2% 3.4% 19.0% % 11.4(15.6) 19.31(1.72%) Bullish 1.2% Bullish 4.8% % (2%) $12.8 USDJPY SDR CONSTITUENT FX! % -0.5% -0.2% 16.9% % 9(8.8) na Bearish -0.2% Bullish 4.8% Transportation IYT US TRANSPORTATION % 1.8% -2.8% 15.1% % 13.6(18.1) 22.14(0.79%) Bearish -0.2% Bullish 2.2% % (2.5%) $1.3 USDZAR BRICS FX % 0.2% 5.0% 14.4% % 18.5(15.1) na Bullish 1.7% Bullish 6.7% S&PMidCap400 IJH US MID CAP EQUITY FUNDS % 1.1% 6.2% 13.1% % 10.3(16.8) 24.83(1.29%) Bullish 1.6% Bullish 6.5% % (0.4%) $26.0 US Real Estate IYR US EQUITY SECTOR FUNDS % -1.6% 1.5% 13.0% % 13(17.4) 34.3(3.46%) Bearish -1.3% Bullish 2.6% % (8.3%) $5.3 Russel1000 IWB US BROAD EQUITY FUNDS % 2.3% 3.4% 12.9% % 9.7(15.2) 22.68(1.69%) Bullish 1.2% Bullish 4.6% % (0.6%) $11.4 BOTTOM 25 1Y PERFORMERS Commodities DBC COMMODITIES % 5.5% -2.4% -32.1% % 17.5(19.9) na Bullish 2.3% Bearish -16.1% % (0.4%) $3.0 Nickel LNK5 METALS FUTURES % 2.2% -16.7% -30.7% % / na Bearish -7.8% Bearish -27.1% Element Rogers RJI COMMODITIES % 5.5% -2.7% -29.2% % 20.1(20.1) na Bullish 2.0% Bearish -13.3% CCI index CCI COMMODITIES % 1.7% -5.1% -25.3% % / na Bearish 0.0% Bearish -10.7% Platinum PPLT PRECIOUS METALS % -0.5% -5.9% -19.5% % / na Bearish -1.8% Bearish -12.1% % 0 0(0.6%) $0.6 Silver_fut SIN5 METALS FUTURES % -4.4% 1.5% -18.9% % 26(27.5) na Bearish -3.1% Bearish -10.5% This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.4

5 23/04/2015 < Last closing Date TOP/BOTTOM PERFORMERS SR_1Y (in $bn) 24/04/2015 < Current Date 12:44 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y SHARPE RATIO PERFORMERS USDJPY SDR CONSTITUENT FX! % -0.5% -0.2% 16.9% % 9(8.8) na Bearish -0.2% Bullish 4.8% Health Care XLV US EQUITY SECTOR FUNDS % 2.9% 9.1% 28.9% % 12.5(16.3) 22.64(1.23%) Bullish 2.7% Bullish 9.6% % 1, (3.1%) $14.2 Nasdaq100 QQQ US BROAD EQUITY FUNDS! % 3.3% 5.6% 25.7% % 11.8(16.6) 21.48(1.02%) Bullish 1.8% Bullish 6.8% ,532-4% -2, (5.8%) $39.7 USDMYR OTHER ASIAN FX % -2.2% 3.6% 11.0% % 11.1(9.7) na Bearish -0.9% Bullish 5.4% USDIDR OTHER ASIAN FX % -0.9% 4.6% 11.4% % 12.4(9.5) na Bearish -0.2% Bullish 4.6% Technology XLK US EQUITY SECTOR FUNDS % 3.2% 3.4% 19.0% % 11.4(15.6) 19.31(1.72%) Bullish 1.2% Bullish 4.8% % (2%) $12.8 USDSGD OTHER ASIAN FX % -2.2% 1.2% 6.6% % 6.4(5.5) na Bearish -1.8% Bullish 2.4% Cons. Discret. XLY US EQUITY SECTOR FUNDS % 1.6% 6.2% 19.3% % 12.8(16.7) 23.26(1.29%) Bullish 1.2% Bullish 8.2% % (2.4%) $10.9 Retailers XRT US EQUITY SECTOR FUNDS % -0.2% 5.0% 21.2% % 14.8(18.7) 28.33(0.91%) Bullish 1.4% Bullish 8.9% % (12.5%) $1.3 USDCAD OCEAN FX! % -4.2% 4.5% 10.2% % 9.7(8.6) na Bearish -3.0% Bullish 3.9% Ishares MBS MBB US FIXED INCOME CORP % -0.1% 0.9% 3.5% % 3.7(4.1) 4.44(2.19%) Bullish 0.2% Bullish 1.0% % (0.6%) $6.6 USDZAR BRICS FX % 0.2% 5.0% 14.4% % 18.5(15.1) na Bullish 1.7% Bullish 6.7% Russel1000 IWB US BROAD EQUITY FUNDS % 2.3% 3.4% 12.9% % 9.7(15.2) 22.68(1.69%) Bullish 1.2% Bullish 4.6% % (0.6%) $11.4 BOTTOM 1Y SHARPE RATIO PERFORMERS CCI index CCI COMMODITIES % 1.7% -5.1% -25.3% % / na Bearish 0.0% Bearish -10.7% Commodities DBC COMMODITIES % 5.5% -2.4% -32.1% % 17.5(19.9) na Bullish 2.3% Bearish -16.1% % (0.4%) $3.0 Element Rogers RJI COMMODITIES % 5.5% -2.7% -29.2% % 20.1(20.1) na Bullish 2.0% Bearish -13.3% EURGBP SDR CONSTITUENT FX! % -0.8% -7.4% -12.7% % 10.5(10.1) na Bearish -1.0% Bearish -7.2% EUR High Yield corp SHYG EUR FIXED INCOME! % -0.4% -7.6% -13.7% % / / Bearish -1.4% Bearish -7.5% % (0.1%) $4.5 YEN (JPYUSD) FXY CURRENCIES (vs. USD)! % 0.4% 0.1% -14.6% % 8.6(9.2) na Bullish 0.2% Bearish -6.2% % 4 0.2(14.1%) $0.1 AUDUSD OCEAN FX % 2.3% -4.8% -16.0% % 11.4(13) na Bullish 0.6% Bearish -8.4% AUD (AUDUSD) FXA CURRENCIES (vs. USD) % 2.1% -4.7% -16.3% % 11.4(13.2) na Bullish 0.7% Bearish -9.0% % -70 0(0.8%) $0.2 GBPUSD SDR CONSTITUENT FX! % 1.6% -3.3% -10.4% % 10.2(11.9) na Bullish 0.2% Bearish -4.5% EM JPM Lc Cr Debt EMLC EM FIXED INCOME % 1.1% -3.9% -13.8% % 90.4(24.6) / Bullish 0.2% Bearish -8.8% % (1.3%) $1.1 ST High Yield SJNK US FIXED INCOME CORP % 0.4% 1.4% -5.1% % 4.9(4.9) 2.08(6.88%) Bullish 0.3% Bearish -1.1% % (0.4%) $4.6 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.5