KEY ETF REPORT BY ASSET CLASS (US LISTED)

Transcription

1 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 11/05/2015 < Current Date 10:49 PM 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 Cocoa CCN5 SOFT FUTURES! % 2.1% 4.0% 3.5% % 20(19.1) na Bullish 5.5% Bullish 2.0% AUDNZD OCEAN FX! % 3.5% 2.6% -1.0% % 8.7(8.7) na Bullish 4.1% Bullish 0.3% GBPUSD SDR CONSTITUENT FX! % 1.5% 0.1% -7.6% % 8.5(9.5) na Bullish 3.8% Bearish -0.3% USDSGD OTHER ASIAN FX % 1.0% 0.9% 6.9% % 7(6.1) na Bearish -1.6% Bullish 1.7% Peru EPV COUNTRY EQUITY FUNDS % 0.9% -3.4% -10.8% % / 19.94(1.72%) Bullish 4.8% Bearish -4.8% % -6 0(0.3%) $0.2 USDTHB OTHER ASIAN FX % 2.2% 2.5% 3.4% % 8.2(7.1) na Bullish 3.1% Bullish 3.4% Banks KBE US EQUITY SECTOR FUNDS! % 2.0% 3.1% 9.0% % 12.7(17.4) 0.01(1.57%) Bullish 2.5% Bullish 5.4% % (1.4%) $2.6 USDCHF OTHER EUROPE, SCANDIS FX % 0.2% -6.0% 5.2% % 12.2(11.8) na Bearish -3.2% Bearish -1.8% USDKRW OTHER ASIAN FX % 1.8% 0.0% 6.5% % 10.2(8.6) na Bearish -0.5% Bullish 1.1% Gold Mines GDX PRECIOUS METALS % -0.4% 8.9% -15.6% % 32.5(34.6) na Bullish 3.1% Bearish -5.5% % (7.9%) $6.2 USDCAD OCEAN FX % 0.2% 4.1% 11.0% % 9.6(8.3) na Bearish -2.7% Bullish 2.9% India EPI COUNTRY EQUITY FUNDS % 2.0% -1.2% 10.3% % 20.2(24.7) 17.82(0.72%) Bearish -5.0% Bearish -4.4% % (4.8%) $2.3 BOTTOM 25 DTD PERFORMERS Palladium PAM5 METALS FUTURES % 0.6% -2.2% -2.5% / 23.8% 18.8(20.7) na Bullish 0.3% Bearish -2.8% Y US Treas. TLT US FIXED INCOME GOVT! % -5.1% -5.1% 7.5% % 14.6(15.6) 17.69(3%) Bearish -7.3% Bearish -3.4% % (25.9%) $5.5 Brazil EWZ COUNTRY EQUITY FUNDS % 0.4% -0.5% -25.1% % 26.8(31.3) 26.39(3.79%) Bullish 7.7% Bearish -10.1% % (13.7%) $3.4 Thailand THD COUNTRY EQUITY FUNDS % -2.6% -0.9% 5.7% % 29.9(39.3) 11.74(2.35%) Bearish -4.9% Bearish -5.9% % (2.1%) $0.4 Palladium PALL PRECIOUS METALS! % 0.7% -2.2% -3.0% % / na Bullish 0.3% Bearish -2.7% % -31 0(0.4%) $0.4 Lead LLK5 METALS FUTURES % -4.4% 8.7% -4.6% % / na Bullish 6.0% Bullish 1.2% Energy XLE US EQUITY SECTOR FUNDS % -3.0% 1.3% -14.4% % 16.5(20.5) 27.73(2.42%) Bullish 1.4% Bearish -5.0% % 2, (8.1%) $14.6 Poland EPOL COUNTRY EQUITY FUNDS! % -0.1% 6.6% -12.2% % / 22.15(3.22%) Bullish 6.1% Bearish -0.8% % 9 0.8(8.7%) $0.2 Australia EWA COUNTRY EQUITY FUNDS! % -3.4% 1.6% -15.1% % 18.2(24.7) 16.07(4.83%) Bearish -3.7% Bearish -6.8% % (1.8%) $1.6 South Africa EZA COUNTRY EQUITY FUNDS! % -3.9% 4.8% -0.7% % 20.7(26.3) 12.79(2.09%) Bearish -0.4% Bullish 0.4% % (5.1%) $0.5 Reit VNQ US EQUITY SECTOR FUNDS! % -0.1% -2.1% 6.8% % 14.9(19.1) 41.34(3.75%) Bearish -4.3% Bearish -1.1% % (1.5%) $26.7 Latin America ILF EMERGING MARKETS EQUITY FUNDS % 0.7% 1.9% -16.4% % 18(23.2) 21.61(2.27%) Bullish 5.2% Bearish -6.2% % (2.2%) $0.8 US Real Estate IYR US EQUITY SECTOR FUNDS! % -0.3% -2.1% 5.9% % 14.6(18.6) 37.85(3.59%) Bearish -3.9% Bearish -1.2% ,235-28% -1, (22.4%) $4.5 France EWQ COUNTRY EQUITY FUNDS % 0.0% 10.1% -9.1% % 17.3(22.4) 22.64(3.06%) Bullish 2.2% Bullish 3.9% % (1.5%) $0.4 Eurostoxx50 FEZ EUROPE BROAD EQUITY FUNDS! % 0.5% 8.0% -8.2% % 17.5(22.8) 18.01(3.36%) Bullish 1.6% Bullish 2.6% % (1.7%) $5.0 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 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS MTD (in $bn) 11/05/2015 < Current Date 10:49 PM 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 Lean Hogs LHM5 LIVESTOCK FUTURES % 3.7% -7.8% -11.3% / 14.8% 19.8(21.7) na Bullish 7.3% Bearish -4.2% AUDNZD OCEAN FX! % 3.5% 2.6% -1.0% % 8.7(8.7) na Bullish 4.1% Bullish 0.3% Home Builders XHB US EQUITY SECTOR FUNDS % 2.8% 4.2% 14.8% % 16.7(19.8) 21.07(0.53%) Bearish -1.0% Bullish 6.7% % (8.2%) $1.6 Financials XLF US EQUITY SECTOR FUNDS % 2.2% -0.2% 12.5% % 12.1(14.8) 16.3(1.64%) Bullish 1.5% Bullish 3.5% % -3, (4.5%) $17.9 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS % 2.2% 17.1% -2.7% % 12.2(18.2) 19.44(2.51%) Bullish 5.4% Bullish 10.2% % (0.9%) $1.0 USDTHB OTHER ASIAN FX % 2.2% 2.5% 3.4% % 8.2(7.1) na Bullish 3.1% Bullish 3.4% Cocoa CCN5 SOFT FUTURES! % 2.1% 4.0% 3.5% % 20(19.1) na Bullish 5.5% Bullish 2.0% EUR Fin Sector EUFN OTHER % 2.1% 10.0% -5.6% % 21(26.5) 16.12(3.04%) Bullish 4.1% Bullish 4.9% % (1.5%) $0.4 Banks KBE US EQUITY SECTOR FUNDS! % 2.0% 3.1% 9.0% % 12.7(17.4) 0.01(1.57%) Bullish 2.5% Bullish 5.4% % (1.4%) $2.6 India EPI COUNTRY EQUITY FUNDS % 2.0% -1.2% 10.3% % 20.2(24.7) 17.82(0.72%) Bearish -5.0% Bearish -4.4% % (4.8%) $2.3 BOTTOM 25 MTD PERFORMERS 20+Y US Treas. TLT US FIXED INCOME GOVT! % -5.1% -5.1% 7.5% % 14.6(15.6) 17.69(3%) Bearish -7.3% Bearish -3.4% % (25.9%) $5.5 Lead LLK5 METALS FUTURES % -4.4% 8.7% -4.6% % / na Bullish 6.0% Bullish 1.2% South Africa EZA COUNTRY EQUITY FUNDS! % -3.9% 4.8% -0.7% % 20.7(26.3) 12.79(2.09%) Bearish -0.4% Bullish 0.4% % (5.1%) $0.5 Australia EWA COUNTRY EQUITY FUNDS! % -3.4% 1.6% -15.1% % 18.2(24.7) 16.07(4.83%) Bearish -3.7% Bearish -6.8% % (1.8%) $1.6 South Korea EWY COUNTRY EQUITY FUNDS! % -3.1% 7.2% -5.4% % 15.6(16.3) 13.86(1.11%) Bullish 0.7% Bullish 0.1% % (3.3%) $4.3 Energy XLE US EQUITY SECTOR FUNDS % -3.0% 1.3% -14.4% % 16.5(20.5) 27.73(2.42%) Bullish 1.4% Bearish -5.0% % 2, (8.1%) $14.6 Telecoms IYZ US EQUITY SECTOR FUNDS % -2.8% 2.1% 0.8% % 17.1(20.7) 90.04(2.22%) Bearish -3.1% Bearish -0.7% % (1.2%) $0.7 Thailand THD COUNTRY EQUITY FUNDS % -2.6% -0.9% 5.7% % 29.9(39.3) 11.74(2.35%) Bearish -4.9% Bearish -5.9% % (2.1%) $0.4 US TIPS TIP US FIXED INCOME GOVT! % -1.9% 0.2% -1.5% % 5.8(6.2) 8.22(0.42%) Bearish -1.3% Bearish -1.2% % 1, (0.5%) $13.7 AMLP(Pipeline op) AMLP OTHER % -1.9% -3.7% -6.2% % 12.2(12.2) 30.5(6.78%) Bullish 0.7% Bearish -5.4% $9.3 USD Inv. Grd Corp LQD US FIXED INCOME CORP! % -1.8% -1.3% -0.5% % 5.4(7.7) 8.65(3.98%) Bearish -2.6% Bearish -1.8% % 2, (2.9%) $ Y US Treas. IEF US FIXED INCOME GOVT! % -1.7% -0.3% 2.9% % 6.1(6.7) 7.73(2.15%) Bearish -1.9% Bearish -0.4% % (1.6%) $6.5 S&P US Preferred PFF US PREFERRED SHARES % -1.6% -0.3% -0.5% % 6.5(6.5) / Bearish -1.5% Bearish -0.9% % 1, (1%) $13.1 EM JPM Lc Cr Debt EMLC EM FIXED INCOME! % -1.5% -4.4% -16.2% % 11.5(14.6) / Bearish 0.0% Bearish -8.2% % (0.8%) $1.2 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 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS YTD (in $bn) 11/05/2015 < Current Date 10:49 PM 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 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS % 2.2% 17.1% -2.7% % 12.2(18.2) 19.44(2.51%) Bullish 5.4% Bullish 10.2% % (0.9%) $1.0 Italy EWI COUNTRY EQUITY FUNDS! % 1.3% 13.8% -11.2% % 22.4(29.5) / Bullish 3.5% Bullish 4.2% % 97 2(2.8%) $1.1 EAFE Small Cap SCZ EAFE EQUITY FUNDS! % 1.7% 12.4% 0.9% % 13.8(17.4) 24.72(2.32%) Bullish 0.0% Bullish 0.0% % (0.8%) $4.6 Social Media SOCL OTHER % 0.0% 12.2% 20.3% % 19.5(25.7) 51.09(0.04%) Bullish 2.8% Bullish 5.0% % -22 0(0.5%) $0.1 BRICS EEB MERGING MARKETS EQUITY FUND % -0.4% 10.7% -5.4% % 18.5(23.3) 19.53(3.26%) Bullish 4.6% Bearish -2.2% % -12 0(0.1%) $0.1 Switzerland EWL COUNTRY EQUITY FUNDS % 1.6% 10.7% 0.5% % 14.7(18) 23.89(2.24%) Bullish 3.3% Bullish 6.3% % (0.8%) $1.2 EAFE idx EFA EAFE EQUITY FUNDS % 0.8% 10.2% -1.7% % 11.6(15.8) 18.05(3.37%) Bullish 2.2% Bullish 4.5% % 2, (3.3%) $60.9 France EWQ COUNTRY EQUITY FUNDS % 0.0% 10.1% -9.1% % 17.3(22.4) 22.64(3.06%) Bullish 2.2% Bullish 3.9% % (1.5%) $0.4 EUR Fin Sector EUFN OTHER % 2.1% 10.0% -5.6% % 21(26.5) 16.12(3.04%) Bullish 4.1% Bullish 4.9% % (1.5%) $0.4 DM ex North.Am VEA EAFE EQUITY FUNDS % 0.6% 9.8% -0.6% % 11.7(15.9) 17.81(2.75%) Bullish 2.0% Bullish 4.2% % 1, (0.4%) $27.5 Germany EWG COUNTRY EQUITY FUNDS % 1.3% 9.5% -4.2% % 17.7(21.9) 16.19(2.1%) Bullish 0.5% Bullish 5.0% % 2, (1.8%) $7.2 European Shares VGK EUROPE BROAD EQUITY FUNDS! % 1.5% 9.4% -4.8% % 15.7(20.5) 20(3.24%) Bullish 3.1% Bullish 4.3% % 2, (2%) $13.8 MSCI EMU EZU EUROPE BROAD EQUITY FUNDS % 0.7% 9.4% -6.9% % 17.5(22) 20.07(2.71%) Bullish 1.8% Bullish 3.9% % 2,370 7(2.6%) $10.7 BOTTOM 25 YTD PERFORMERS EURCHF OTHER EUROPE, SCANDIS FX % -0.4% -13.4% -14.7% % 8.9(10.7) na Bearish -0.5% Bearish -9.4% Turkey TUR COUNTRY EQUITY FUNDS % 0.7% -13.0% -14.4% % 30.7(38.3) 9.64(1.87%) Bullish 1.1% Bearish -10.1% % (4.7%) $0.5 REAL (BRLUSD) BZF CURRENCIES (vs. USD) % -0.4% -8.9% -19.4% / 19.3% 23.7(27.1) na Bullish 2.5% Bearish -10.8% % -7 0(1.6%) $0.0 Lean Hogs LHM5 LIVESTOCK FUTURES % 3.7% -7.8% -11.3% / 14.8% 19.8(21.7) na Bullish 7.3% Bearish -4.2% EURUSD SDR CONSTITUENT FX % -0.6% -7.8% -18.9% % 10.6(12.3) na Bullish 2.5% Bearish -7.5% EURJPY SDR CONSTITUENT FX % 0.0% -7.5% -4.6% % 10.3(11.9) na Bullish 2.7% Bearish -2.5% Utilities XLU US EQUITY SECTOR FUNDS % -1.1% -7.4% 3.5% % 15.5(19.2) 17.45(3.48%) Bearish -1.4% Bearish -2.2% % (10.1%) $6.2 EURNOK OTHER EUROPE, SCANDIS FX! % -0.2% -6.4% 3.6% % 10.1(8.8) na Bearish -1.5% Bearish -1.3% USDCHF OTHER EUROPE, SCANDIS FX % 0.2% -6.0% 5.2% % 12.2(11.8) na Bearish -3.2% Bearish -1.8% 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.3

4 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1Y (in $bn) 11/05/2015 < Current Date 10:49 PM 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 Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.6% 4.9% 24.7% % 12.2(16.9) 21.82(1.03%) Bullish 0.7% Bullish 5.4% ,166-1,224-3% -3,891 33(9.3%) $38.4 Social Media SOCL OTHER % 0.0% 12.2% 20.3% % 19.5(25.7) 51.09(0.04%) Bullish 2.8% Bullish 5.0% % -22 0(0.5%) $0.1 Cons. Discret. XLY US EQUITY SECTOR FUNDS % 1.3% 5.7% 19.5% % 12.2(16.4) 22.3(1.29%) Bullish 0.4% Bullish 7.1% % (4%) $10.7 Technology XLK US EQUITY SECTOR FUNDS % 0.5% 3.5% 17.8% % 11.6(15.6) 19.69(1.72%) Bullish 1.3% Bullish 4.4% % (3.2%) $13.1 Home Builders XHB US EQUITY SECTOR FUNDS % 2.8% 4.2% 14.8% % 16.7(19.8) 21.07(0.53%) Bearish -1.0% Bullish 6.7% % (8.2%) $1.6 Zinc LXK5 METALS FUTURES % 0.1% 7.9% 14.5% % / na Bullish 9.0% Bullish 5.8% Transportation IYT US TRANSPORTATION % 1.9% -4.4% 13.5% % 14.5(17.5) 19.08(0.8%) Bearish -0.9% Bullish 0.3% % (3.5%) $1.2 Financials XLF US EQUITY SECTOR FUNDS % 2.2% -0.2% 12.5% % 12.1(14.8) 16.3(1.64%) Bullish 1.5% Bullish 3.5% % -3, (4.5%) $17.9 Russel1000 IWB US BROAD EQUITY FUNDS % 1.0% 2.9% 12.2% % 9.7(15) 21.35(1.69%) Bullish 0.7% Bullish 3.8% % (0.9%) $11.5 All US Stocks VTI US BROAD EQUITY FUNDS % 1.0% 2.8% 12.2% % 9.2(16) 22.57(1.79%) Bullish 0.5% Bullish 3.7% % 4, (0.3%) $55.9 BOTTOM 25 1Y PERFORMERS Oil USO COMMODITIES % -0.6% 0.1% -44.0% % 31.7(36.1) na Bullish 9.1% Bearish -25.1% % 1, (13.3%) $2.7 Crude Oil (WTI) CLM5 ENERGY FUTURES % -0.6% 6.5% -34.7% % 34.6(37.5) na Bullish 8.8% Bearish -15.9% Commodities DBC COMMODITIES % -0.8% -1.7% -30.5% % 16.9(19.9) na Bullish 2.8% Bearish -12.8% % (0.9%) $3.2 Element Rogers RJI COMMODITIES % -0.5% -1.1% -27.3% % 20.5(20.5) na Bullish 3.3% Bearish -9.5% Brazil EWZ COUNTRY EQUITY FUNDS % 0.4% -0.5% -25.1% % 26.8(31.3) 26.39(3.79%) Bullish 7.7% Bearish -10.1% % (13.7%) $3.4 CCI index CCI COMMODITIES % 0.3% -3.8% -22.7% % / na Bullish 1.7% Bearish -7.8% REAL (BRLUSD) BZF CURRENCIES (vs. USD) % -0.4% -8.9% -19.4% / 19.3% 23.7(27.1) na Bullish 2.5% Bearish -10.8% % -7 0(1.6%) $0.0 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 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS SR_1Y (in $bn) 11/05/2015 < Current Date 10:49 PM 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 Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.6% 4.9% 24.7% % 12.2(16.9) 21.82(1.03%) Bullish 0.7% Bullish 5.4% ,166-1,224-3% -3,891 33(9.3%) $38.4 USDMYR OTHER ASIAN FX % 1.1% 3.0% 11.2% % 11.4(9.7) na Bearish -1.3% Bullish 4.2% Cons. Discret. XLY US EQUITY SECTOR FUNDS % 1.3% 5.7% 19.5% % 12.2(16.4) 22.3(1.29%) Bullish 0.4% Bullish 7.1% % (4%) $10.7 USDSGD OTHER ASIAN FX % 1.0% 0.9% 6.9% % 7(6.1) na Bearish -1.6% Bullish 1.7% USDCAD OCEAN FX % 0.2% 4.1% 11.0% % 9.6(8.3) na Bearish -2.7% Bullish 2.9% Technology XLK US EQUITY SECTOR FUNDS % 0.5% 3.5% 17.8% % 11.6(15.6) 19.69(1.72%) Bullish 1.3% Bullish 4.4% % (3.2%) $13.1 Russel1000 IWB US BROAD EQUITY FUNDS % 1.0% 2.9% 12.2% % 9.7(15) 21.35(1.69%) Bullish 0.7% Bullish 3.8% % (0.9%) $11.5 SP500 SPY US BROAD EQUITY FUNDS % 1.0% 2.5% 12.0% % 9.8(14.9) 20.84(1.87%) Bullish 0.8% Bullish 3.6% ,591-3% -43, (18.6%) $177.0 USDINR BRICS FX % 0.7% 1.3% 6.3% % 9.5(7.4) na Bullish 1.9% Bullish 3.3% SP500 VOO US BROAD EQUITY FUNDS % 1.0% 2.5% 12.0% % 9.1(17.5) 20.01(1.91%) Bullish 0.8% Bullish 3.6% % 3, (0.8%) $31.4 BOTTOM 1Y SHARPE RATIO PERFORMERS CCI index CCI COMMODITIES % 0.3% -3.8% -22.7% % / na Bullish 1.7% Bearish -7.8% Commodities DBC COMMODITIES % -0.8% -1.7% -30.5% % 16.9(19.9) na Bullish 2.8% Bearish -12.8% % (0.9%) $3.2 EURUSD SDR CONSTITUENT FX % -0.6% -7.8% -18.9% % 10.6(12.3) na Bullish 2.5% Bearish -7.5% Element Rogers RJI COMMODITIES % -0.5% -1.1% -27.3% % 20.5(20.5) na Bullish 3.3% Bearish -9.5% YEN (JPYUSD) FXY CURRENCIES (vs. USD)! % -0.6% -0.4% -15.6% % 8.3(8.8) na Bearish -0.2% Bearish -5.6% % -20 0(3.7%) $0.1 EM JPM Lc Cr Debt EMLC EM FIXED INCOME! % -1.5% -4.4% -16.2% % 11.5(14.6) / Bearish 0.0% Bearish -8.2% % (0.8%) $1.2 AUDUSD OCEAN FX % -0.1% -3.4% -15.7% % 11.2(12.8) na Bullish 1.7% Bearish -5.8% AUD (AUDUSD) FXA CURRENCIES (vs. USD) % -0.3% -3.3% -15.6% % 11.3(13.1) na Bullish 1.8% Bearish -6.2% % (2.1%) $0.2 ST High Yield SJNK US FIXED INCOME CORP % -0.3% 1.1% -5.2% % 5.4(5.4) 2.14(6.8%) Bullish 0.0% Bearish -1.1% % (0.4%) $4.5 Oil USO COMMODITIES % -0.6% 0.1% -44.0% % 31.7(36.1) na Bullish 9.1% Bearish -25.1% % 1, (13.3%) $2.7 CAD (CADUSD) FXC CURRENCIES (vs. USD) % -0.4% -4.0% -10.0% % 8.5(9.6) na Bullish 2.5% Bearish -3.7% % 13 0(1.7%) $0.2 Crude Oil (WTI) CLM5 ENERGY FUTURES % -0.6% 6.5% -34.7% % 34.6(37.5) na Bullish 8.8% Bearish -15.9% 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