FTSE Renaissance Global IPO
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1 FTSE Russell Factsheet FTSE Renaissance Global IPO Index Series Data as at: 31 January 2019 bmktitle1 FTSE and Renaissance Capital International LLC have developed the FTSE Renaissance Global IPO Index Series to give investors exposure to the investable global IPO market. Qualified IPOs are added to the indices at the end of their first trading day and removed after approximately two years, when they become seasoned equities. The indices reflect the true investability of their constituents by using a free float-adjusted weighting approach, and include all institutionally-investable IPOs in developed and emerging markets of operating companies that list with an initial investable market capitalization of at least USD 100 million. 5-Year Performance - Total Return (USD) Jan-2014 Jan-2015 Jan-2016 Jan-2017 Jan-2018 Jan-2019 FTSE Renaissance Global IPO FTSE Renaissance Emerging Markets IPO Performance and Volatility - Total Return Data as at month end FTSE All-World FTSE Emerging Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Renaissance Global IPO FTSE All-World FTSE Renaissance Emerging Markets IPO FTSE Emerging * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (USD) FTSE Renaissance Global IPO FTSE All-World FTSE Renaissance Emerging Markets IPO FTSE Emerging FEATURES Coverage All institutionally-investable IPOs in developed and emerging markets of operating companies with an initial investable market capitalization of at least USD 100 million. Objective The indices are designed for the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are free-float weighted to ensure that only the investable opportunity set is included within the indices. Some indices within the series are capped to avoid overconcentration. Liquidity Stocks are screened to ensure that the index is tradable. Transparency The indices use a transparent, rules-based construction process. Index Rules are freely available on the FTSE website. Availability The indices are calculated based on price and total return methodologies, both real time and end-of-day. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. 1 of 5
2 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Renaissance Global IPO FTSE All-World FTSE Renaissance Emerging Markets IPO FTSE Emerging Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - FTSE Renaissance Global IPO Index Constituent Country ICB Sector Net MCap (USDm) Wgt % SoftBank Japan Mobile Telecommunications 19, VICI Properties USA Real Estate Investment Trusts 8, SPOTIFY TECHNOLOGY SA USA Media 7, China Tower (H) China Technology Hardware & Equipment 7, Altice USA USA Media 7, Okta USA Software & Computer Services 7, Invitation Homes USA Real Estate Investment Trusts 6, SG Holdings Japan Industrial Transportation 5, Siemens Healthineers Germany Health Care Equipment & Services 5, IRB Brasil Resseguros SA Brazil Nonlife Insurance 4, Totals 79, Top 10 Constituents - FTSE Renaissance Emerging Markets IPO Index Constituent Country ICB Sector Net MCap (USDm) Wgt % China Tower (H) China Technology Hardware & Equipment 7, IRB Brasil Resseguros SA Brazil Nonlife Insurance 4, WuXi Biologics (P Chip) China Pharmaceuticals & Biotechnology 4, Meituan Dianping (P Chip) China General Retailers 3, Petrobras Distribuidora SA Brazil Oil & Gas Producers 2, INFORMATION Index Universe All qualified underwritten public equity offerings of operating companies trading globally Index Launch 27 September 2011 Base Date 30 December 2005 Base Value Global Emerging Investability Screen Actual free float applied and liquidity screened Index Calculation Real-time and end-of-day index available End-of-Day Distribution Via FTP and Currency USD, GBP, EUR, JPY Review Dates Quarterly in March, June, September & December History 31 December 2005 Xiaomi (P Chip) China Technology Hardware & Equipment 2, Avenue Supermarts India Food & Drug Retailers 2, ICICI Lombard General Insurance India Nonlife Insurance 1, Atacadao SA Brazil Food & Drug Retailers 1, Guotai Junan Securities (H) China Financial Services 1, Totals 32, ICB Industry Breakdown FTSE Renaissance Global IPO FTSE Renaissance Emerging Markets IPO ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % 0001 Oil & Gas 19 13, , Basic Materials 16 6, , Industrials 60 44, , Consumer Goods 44 29, , Health Care 62 33, , Consumer Services 75 74, , Telecommunications 3 20, Utilities 10 4, , Financials 96 82, , Technology 47 59, , Totals , , of 5
3 Country Breakdown - FTSE Renaissance Global IPO Index Country No. of Cons Net MCap (USDm) Wgt % Australia 8 3, Austria 1 1, Belgium Brazil 12 13, British Virgin Islands Canada 11 2, Chile China 65 48, Denmark Finland 4 1, France 4 2, Germany 13 17, Hong Kong 7 2, India 28 13, Ireland 2 4, Italy 6 4, Japan 19 31, Korea 9 8, Malaysia 3 1, Mexico 4 2, Netherlands 5 5, New Zealand Norway 4 1, Philippines Poland 2 1, Qatar Russia Singapore 3 2, South Africa 2 1, Spain 7 5, Sweden 5 1, Switzerland 9 7, Thailand 7 5, Turkey 4 1, UAE 2 1, UK 16 10, USA , Totals , of 5
4 31 January 2019 Country Breakdown - FTSE Renaissance Emerging Markets IPO Index Country No. of Cons Net MCap (USDm) Wgt % Brazil 12 13, Chile China 45 36, India 28 13, Malaysia 3 1, Mexico 4 2, Philippines Qatar Russia South Africa 2 1, Thailand 7 5, Turkey 4 1, UAE 2 1, Totals , Index Characteristics Attributes FTSE Renaissance Global IPO FTSE Renaissance Emerging Markets IPO Number of constituents Net MCap (USDm) 368,493 80,348 Dividend Yield % Constituent Sizes (Net MCap USDm) Average Largest 19,790 7,499 Smallest Median Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) of 5
5 bmkimage2 bmkimage 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 TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. Renaissance IPO Index is a trade mark of Renaissance Capital LLC ( Renaissance ) ( Partner ). All rights in and to the FTSE Renaissance Global IPO Index Series ( Index ) vest in FTSE and/or its relevant Partner(s). All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Renaissance Global IPO Index Series or the fitness or suitability of the FTSE Renaissance Global IPO Index Series for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) North America Asia-Pacific Hong Kong Tokyo Sydney +61 (0) of 5
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