ETF Master Cutline Report: As of 12/18/2015

Transcription

1 ETF Master Cutline Report: As of 12/18/2015 Ticker ETF Name Orientation %M/A 4 wk 8 wk 12 wk YTD PNQI PowerShares Nasdaq Internet Technology 7.13% % 4.64% 14.93% 19.45% % PGJ PowerShares Gldn Dragon China 6.84% % 13.23% 31.68% 18.96% % FDN 1st Trust DJ Internet Index Specialty-Technology 5.67% % 0.57% 9.55% 20.52% % REZ ishares FTSE NAREIT Residential Specialty-Real Estate 4.44% % 0.68% 6.04% 5.84% % RHS Rydex S&P Equ. Wt. Large Blend 4.03% % -0.28% 6.10% 8.80% % ICF Cohen & Steers Realty Specialty-Real Estate 2.54% % -0.80% 6.32% 0.97% % IGM Goldman Sachs Tech. Index Specialty-Technology 2.41% % -2.06% 8.25% 7.20% % RTH Retail HOLDRs Large Blend 1.93% % 2.09% 4.68% 8.93% % PSL PowerShares Dyn. Consum. Stapls Large Blend 1.87% % -1.51% 1.52% 10.13% % SOCL Global X Social Media ETF Specialty-Technology 1.84% % 4.15% 14.38% 9.93% % EWK ishares Belgium Index Europe Stock 1.63% % 3.13% 7.09% 10.00% % FTY ishares FTSE NAREIT RE 50 Specialty-Real Estate 1.58% % -0.94% 5.98% -1.42% % IGV Goldman Sachs Software Specialty-Technology 1.51% % -0.97% 5.72% 10.05% % USD ProShares Ultra Semiconductors Specialty-Technology 1.38% % -3.60% 28.37% % % UUP PowerShares DB US Dollar Bullish World Bond 1.36% % 1.30% 2.19% 6.93% % MUB ishares S&P National Muni Bobd Muni National Interm. 1.22% % 0.94% 1.33% 0.19% % XLP Consumer Staples Select Consumer Staples 0.83% % -2.76% 3.92% 1.75% % FDL 1st Trust Morningstar Div. Lead's Large Value 0.81% % -2.25% 6.58% -1.96% % PUI PowerShares Dyn. Utilities Specialty-Utilities 0.77% % -3.42% 2.27% -7.04% % QQQ Nasdaq 100 Trust Shares Large Growth 0.76% % -2.62% 6.71% 6.37% % DFJ Wisdom Tree Japan SmCap Div. Japan Stock 0.71% % -0.79% 6.20% 15.75% % SPLV PowerShares S&P 500 Low Volat. Large Value 0.69% % -1.64% 4.77% -0.45% % FRI 1st Trust S&P REIT Index Specialty-Real Estate 0.62% % -2.06% 4.80% -1.98% % TLT ishares Lehman 20+ Treas. Bd Long Government 0.61% % 0.02% 1.39% -2.14% % RWR Wilshire REIT Fund Specialty-Real Estate 0.52% % -2.62% 4.51% -1.44% % IYK Dow Jones US Cons. Non-Cycl. Large Blend 0.51% % -2.99% 3.59% 2.28% % VNQ Vanguard REIT Index Specialty-Real Estate 0.41% % -2.03% 5.03% -2.37% % IHI ishares DJ US Medical Devices Specialty-Health 0.40% % 3.66% 6.55% 6.70% % PGF PowerShares Fin. Preferred Portf. Specialty-Financial 0.33% % -0.32% 0.87% 1.10% % PSCT PowerShares S&P SmCap Tech Technology 0.26% % 0.00% 6.85% 3.39% % FXY CurrencyShares Japanese Yes World Bond 0.13% % 0.00% -0.68% -1.64% % TLH ishares Lehman Yr Treasury Long Government 0.13% % -0.67% -0.16% 0.41% % VDC Vanguard Consumer Staples Large Blend 0.05% % -2.47% 3.88% 1.45% % PWB PowerShares Dyn. Large Cap Gr. Large Growth 0.03% % -1.09% 3.49% 5.37% % ITF ishares S&P/Topix 150 Index Japan Stock 0.00% % 0.00% 0.00% % % SMB Market Vectors AMT-Free Sht Muni Muni National Short -0.02% % -0.34% -0.06% -0.40% % SHV ishares Lehman Short Treasury Bd Short-Term Bond -0.06% % -0.08% -0.11% -0.05% % JSC streettracks Russ. SmCap Japan Japan Stock -0.11% % -1.33% 7.72% 11.74% % IEF ishares Lehman 7-10 Yr Treasury Long Government -0.13% % -0.98% -0.41% 0.42% % XLK Technology Select Specialty-Technology -0.17% % -3.79% 5.93% 1.98% % Page 1 of 9

2 XLY Consumer Discretionary Sec. Consumer Discretionary -0.19% % -2.89% 3.52% 7.18% % URE ProShares Ultra Real Estate Specialty-Real Estate -0.19% % -4.47% 8.78% -4.69% % IYR Dow Jones US Real Estate Specialty-Real Estate -0.21% % -1.98% 4.73% -3.18% % KXI ishares S&P Global Consum. Stapl. World Stock -0.28% % -3.53% 3.95% 2.90% % IXN S&P Global Technology Specialty-Technolgy -0.32% % -3.58% 6.89% 2.04% % SHY ishares Lehman 1-3 Year Treasury Short Government -0.32% % -0.53% -0.41% 0.08% % IEI ishares Lehman 3-7 Yr. Tresury Intermediate Governme -0.32% % -1.00% -0.73% 0.67% % XLG Rydex Russell Top 50 Large Blend -0.34% % -2.29% 6.43% 0.39% % IYW Dow Jones US Technology Specialty-Technology -0.44% % -3.68% 6.12% 1.33% % CSJ ishares Lehman 1-3 Yr Credit Bd Short-Term Bond -0.49% % -0.61% -0.41% -0.47% % VGT Vanguard Info Technology Specialty-Technolgy -0.52% % -3.39% 6.16% 2.46% % BSV Vanguard Short Term Bond Short-Term Bond -0.60% % -0.87% -0.66% -0.31% % FXG 1st Trust Consumer Staples Mid-Cap Value -0.76% % -1.40% 2.72% 2.91% % GVI ishares Lehman Interm. Govt/Credit Intermediate-Term Bon -0.79% % -1.09% -0.75% -0.64% % BND Vanguard Total Bond Market Intermediate-Term Bon -0.81% % -1.05% -0.42% -1.47% % MBB ishares Lehman MBS Fix.Rate Bd Intermediate-Term Bon -0.85% % -1.19% -0.87% -0.91% % IVW S&P 500/BARRA Growth Large Growth -0.86% % -2.66% 5.05% 2.34% % AGG ishares Lehman Aggregate Bond Intermediate-Term Bon -0.96% % -1.25% -0.67% -1.58% % RYT Rydex S&P Equal Wt Technology Specialty-Technology -0.96% % -3.70% 6.46% -0.14% % GBF ishares Lehman Gov/Credit Bond Intermediate-Term Bon -0.98% % -1.34% -0.50% -1.90% % JKE Morningstar Large Growth Large Growth -1.00% % -2.72% 4.49% 4.68% % BIV Vanguard Intermed. Term Bond Intermediate-Term Bon -1.08% % -1.65% -0.82% -1.19% % IDU Dow Jones US Utilities Specialty-Utilities -1.10% % -3.48% 0.84% -9.17% % FVD 1st Trust Value Line Div. Fd Large Value -1.10% % -3.05% 3.70% -2.56% % OEF S&P 100 Index Large Growth -1.28% % -2.95% 5.64% -0.99% % IYC Dow Jones US Consumer Large Blend -1.29% % -2.38% 2.50% 3.71% % UPW ProShares Ultra Utilities Specialty-Utilties -1.30% % -8.03% 0.64% % % CIU ishares Lehman Intermed. Credit Intermediate-Term Bon -1.32% % -1.42% -0.78% -1.65% % ONEQ Fidelity Commonwealth Large Growth -1.40% % -2.40% 4.96% 3.89% % FXS CurrencyShares Swedish Krona World Bond -1.40% % -0.76% -2.30% -9.41% % IWF Russell 1000 Growth Large Growth -1.46% % -2.29% 4.21% 2.59% % BWX SPDR Lehman Intl Treasury Bond World Bond -1.49% % -1.66% -0.85% -6.83% % DBV PowerShares DB G10 Currency World Bond -1.50% % -0.47% 4.32% -9.32% % FXE CurrencyShares Euro Trust World Bond -1.78% % -1.37% -3.10% % % IAK ishares DJ US Insurance Index Specialty-Financial -1.82% % -4.38% 2.34% -0.12% % FTC 1st Trust Large Cap Growth Opps Large Growth -1.85% % -1.86% 2.43% 2.45% % QQEW 1st Trust NASDAQ 100 Equal Wt. Large Blend -1.85% % -2.21% 5.57% 0.00% % TIP Lehman TIPS Bond Fd Government Bond -1.87% % -1.29% -0.27% -1.95% % BLV Vanguard Long Term Bond Long-Term Bond -1.92% % -1.77% -0.19% -6.28% % PFI PowerShares Dyn. Financial Portf. Specialty-Financial -1.93% % -2.85% 3.13% -1.50% % RYU Rydex S&P Equal Wt. Utilities Specialty-Utilties -1.98% % -4.65% 0.33% -9.80% % DSI ishares KLD 400 Social Index Large Blend -2.01% % -2.83% 5.00% -2.35% % XLU Utilities Select Sector Specialty-Utilities -2.05% % -4.66% -0.51% -9.97% % LQD ishares iboxx $ Liquid Invest. Gr. Long-Term Bond -2.06% % -2.30% -1.11% -4.14% % Page 2 of 9

3 VPU Vanguard Utilities VIPERS Specialty-Utilities -2.06% % -4.33% 0.66% % % UDN PowerShares DB US Dollar Bearish World Bond -2.10% % -1.61% -2.59% -9.85% % VYM Vanguard High Div. Yield Index Large Value -2.11% % -3.01% 5.46% -3.99% % VCR Vanguard Consumer Discretionary Large Growth -2.15% % -2.96% 1.98% 3.92% % PFF ishares S&P Preferred Stock Large Blend -2.18% % -1.84% -1.21% -2.56% % PPA Aerospace & Defense Large Growth -2.22% % -1.17% 5.75% -0.03% % PKB PowerShares Dyn. Build.&Constr. Large Blend -2.28% % -3.22% 0.95% 8.70% % JKD Morningstar Large Core Large Blend -2.34% % -2.61% 5.00% -4.61% % DHS Wisdom Tree High-Yield Equity Large Blend -2.35% % -3.84% 4.27% -5.72% % DIA DIA Diamond EFT Large Value -2.37% % -3.04% 4.99% -3.87% % PEJ PowerShares Dyn. Leisure & Ent. Leisure & Entertainment -2.38% % -5.76% -0.19% 1.68% % DTD Wisdom Tree Total Dividend Large Blend -2.44% % -3.16% 4.51% -4.90% % IAT ishares DJ US Regional Banks Ind. Specialty-Financial -2.49% % -1.40% 2.25% -0.97% % DVY DJ Select Dividend Index Mid-Cap Value -2.49% % -3.88% 2.42% -6.31% % IVV S&P 500 Large Blend -2.50% % -3.09% 4.32% -2.26% % PEY PowerShares Hi Yields Div. Achiev's Mid-Cap Value -2.56% % -5.21% 1.73% -4.30% % KIE streettracks KBW Insurance Specialty-Financial -2.58% % -5.35% -0.44% 1.41% % RXI ishares S&P Global Consum. Discr. World Stock -2.58% % -3.66% 3.54% 4.17% % PZD PowerShares Cleantech Portfolio Small Growth -2.62% % -0.10% 9.21% -0.45% % PBJ PowerShares Dynamic Food/Bever. Large Blend -2.64% % -6.27% -1.58% 4.00% % IYF Dow Jones US Financial Sector Specialty-Financial -2.67% % -2.81% 2.75% -3.38% % FXB CurrencyShares British Pound World Bond -2.79% % -2.69% -1.75% -4.53% % KRE streettracks KBW Region.Banking Specialty-Financial -2.79% % -4.03% 0.53% 1.72% % VTV Vanguard Value Large Value -2.87% % -2.94% 4.53% -4.76% % FAD 1st Trust Multi Cap Growth Mid-Cap Growth -2.88% % -1.80% 1.05% 0.41% % JKF Morningstar Large Value Large Value -2.90% % -3.15% 4.85% -6.18% % VUG Vanguard Growth Large Growth -2.90% % -3.54% 2.98% 0.10% % VIG Vanguard Div. Appreciation Large Blend -2.93% % -3.16% 3.89% -5.63% % SPY SPDRS Large Blend -2.94% % -3.61% 3.72% -2.69% % XLV Health Care Select SPDR Specialty-Health -2.94% % 1.66% 5.38% 3.07% % ITA ishares DJ US Aerospace&Defense Mid-Cap Blend -2.96% % -1.28% 5.36% 0.40% % PSI PowerShares Dyn. Semiconductors Specialty-Technology -2.98% % -2.52% 8.87% -1.22% % IWB Russell 1000 Index Large Blend -3.00% % -3.17% 3.64% -2.46% % VFH Vanguard Financials Specialty-Financial -3.04% % -2.80% 4.89% -3.76% % IYY Dow Jones US Tot. Market Large Blend -3.06% % -3.07% 3.59% -2.76% % DLN Wisdom Tree LargeCap Div. Large Blend -3.10% % -4.04% 3.83% -5.61% % RPG Rydex S&P 500 Pure Growth Large Growth -3.19% % -3.82% 1.25% 0.00% % VOX Vanguard Telecom Serv's Specialty-Commun % % -3.20% 3.45% -2.22% % VV Vanguard LargeCap Large Blend -3.25% % -3.60% 6.23% -2.85% % IWV Russell 3000 Index Large Blend -3.28% % -3.11% 3.44% -2.81% % FXF CurrencyShares Swiss Franc World Bond -3.28% % -1.43% -1.46% -0.79% % FXA CurrencyShares Australian Dollar World Bond -3.31% % -0.55% 2.09% % % EMB ishares Emerging Markets Bond Emerging Market Bond -3.33% % -2.98% -0.76% -3.39% % FXO 1st Trust Financials AlphaDEX Specialty-Financial -3.36% % -3.98% 0.88% -1.59% % Page 3 of 9

4 PFM PowerShares Div. Achievers Large Value -3.36% % -4.11% 3.40% -7.51% % VTI Total Market VIPERs Large Blend -3.40% % -3.21% 6.15% -2.92% % RYH Rydex S&P Equal Weight Health Specialty-Health -3.42% % 2.97% 4.39% 4.80% % EPS Wisdom Tree Earnings 500 Fd Large Blend -3.44% % -3.71% 3.89% -4.90% % VHT Vanguard Health Care Specialty-Health -3.44% % 2.65% 5.02% 4.01% % IYG Dow Jones US Financial Serv's Specialty-Financial -3.45% % -2.42% 2.54% -3.32% % IYH Dow Jones US Healthcare Specialty-Health -3.45% % 2.12% 4.92% 3.16% % KLD ishares KLD Select Social Index Large Blend -3.69% % -4.00% 2.94% -5.19% % ITB ishares DJ US Home Construction Large Blend -3.70% % -4.98% -3.00% 2.47% % EXT Wisdom Tree Total Earnings Fd Large Blend -3.71% % -2.85% 3.55% -5.43% % EWJ ishares Japan Index Japan Stock -3.75% % -3.36% 4.13% 7.56% % XLF Financial Select Sector Specialty-Financial -3.80% % -3.48% 2.15% -5.78% % GEX Market Vectors-Global Alt. Energy Specialty-Utilties -3.81% % 2.96% 10.37% 1.72% % DFE Wisdom Tree Europe SmCap Div. Europe Stock -3.88% % -2.36% 2.17% 7.07% % DON Wisdom Tree MidCap Div. Mid-Cap Blend -3.88% % -3.76% 1.62% -4.90% % JXI ishares S&P Global Utilities Specialty-Utilities -3.91% % -5.72% 0.69% % % IXJ S&P Global Healthcare Specialty-Health -3.97% % 0.83% 3.23% 3.30% % KBE streettracks KBW Bank ETF Specialty-Financial -3.98% % -3.80% 0.21% -0.36% % IYZ Down Jones US Telecom Specialty-Commun % % -5.65% 1.69% -3.55% % IJT S&P SmallCap 600/BARRA Small Growth -4.01% % -3.09% 0.21% 0.81% % PTF Powershares Dyn Technology Specialty-Technology -4.01% % -3.93% 1.17% 3.23% % FXU 1st Trust Utilities AlphaDEX Specialty-Utilities -4.03% % -6.06% -1.61% % % IYJ Dow Jones US Industrial Large Blend -4.05% % -4.26% 4.44% -5.47% % PWC Powershares Dynamic Mkt Large Blend -4.06% % -4.18% 0.66% -2.82% % PBW WilderHill Clean Energy Specialty-Natural Res % % 6.25% 13.88% -9.68% % IOO S&P Global 100 World Stock -4.16% % -4.65% 4.59% -4.95% % EWO ishares Austria Index Europe Stock -4.16% % -5.09% 4.67% 1.91% % PDP PowerShares DWA Tech. Leaders Mid-Cap Blend -4.19% % -2.62% -0.05% -0.27% % RYF Rydex S&P Equal Weight Financ. Specialty-Financial -4.19% % -4.12% 1.57% -5.99% % JPP streettracks Russell Prime Japan Japan Stock -4.20% % -4.07% 3.96% 7.31% % DLS Wisdom Tree Intern. SmallCap Div. *None -4.22% % -2.89% 3.46% 2.85% % PZI Zacks Micro Cap Micro Cap -4.22% % -3.02% 1.75% -6.73% % IAI ishares DJ Broker-Dealers Index Specialty-Financial -4.26% % -0.07% 3.18% -4.95% % IVE S&P 500/BARRA Value Large Value -4.33% % -3.68% 3.32% -7.07% % EZY Wisdom Tree Low P/E Fund Large Blend -4.46% % -3.51% 0.11% -3.84% % XLI Industrial Select Sector Large Blend -4.49% % -5.34% 3.87% -8.54% % PXQ PowerShares Dyn. Networking Specialty-Technology -4.53% % -3.83% 1.92% -1.43% % EFG ishares MSCI EAFE Growth Index *None -4.56% % -3.77% 4.06% 0.96% % IHE ishares DJ US Pharmaceuticals Specialty-Health -4.57% % 6.83% 4.77% 6.46% % BBH Merrill Lynch Biotech Specialty-Health -4.61% % 2.07% 6.48% 6.99% % JKI Morningstar MidValue Mid-Cap Value -4.69% % -3.82% 1.35% -6.18% % VIS Vanguard Industrials Large Blend -4.73% % -4.56% 4.15% -7.26% % IWD Russell 1000 Value Large Value -4.76% % -4.24% 2.99% -7.69% % PRN PowerShares Dyn. Industrials Mid-Cap Blend -4.77% % -2.06% 3.41% -7.76% % Page 4 of 9

5 EXI ishares S&P Global Industrials World Stock -4.79% % -4.73% 4.44% -5.25% % IBB Nasdaq Biotechnology Specialty-Health -4.97% % 4.81% 6.85% 9.28% % DXJ Wisdom Tree Japan Total Dividend Japan Stock -5.02% % -3.49% 4.58% 6.76% % IJK S&P MidCap 400/BARRA Mid-Cap Growth -5.08% % -3.05% -0.50% -0.38% % FXL 1st Trust Technology AlphaDEX Specialty-Technology -5.12% % -3.63% 3.56% -4.67% % EWY ishares S. Korea Index Pacific Asia/excl. Japan -5.19% % -6.68% 6.39% -7.61% % PRF PowerShares FTSE RAFI US 1000 Large Blend -5.20% % -4.81% 2.00% -6.96% % IJR S&P Sm.Cap 600 Small Blend -5.20% % -3.89% 0.30% -4.45% % IXP S&P Global Telecommunications Specialty-Commun % % -4.48% 1.27% -3.18% % NLR Market Vect's Glob. Nuclear Energy Specialty-Natural Res % % -6.60% -1.74% % % IGN Goldman Sachs Networking Specialty-Technology -5.26% % -6.07% -0.11% -2.91% % IWP Russell MidCap Growth Mid-Cap Growth -5.27% % -3.04% 0.54% -2.80% % DEF Guggenheim Defensive Equity Large Blend -5.37% % -5.05% -0.14% -6.81% % VPL Vanguard Pacific ETF Japan Stock -5.49% % -4.43% 6.38% -1.21% % FEP 1st Trust Europe AlphaDex Europe Stock -5.52% % -4.27% 2.35% -0.78% % DIM Wisdom Tree Intern. MidCap Div. *None -5.57% % -4.48% 3.26% -1.02% % DBA PowerShares DB Agriculture Fd Specialty-Natural Res % % -3.23% -3.50% % % FBT 1st Trust Biotechnolgy Index Specialty-Health -5.60% % 7.47% 4.59% 7.39% % RSP Rydex S&P Equal Weight Large Blend -5.61% % -4.81% 1.08% -6.55% % DTN Wisdom Tree Div. Top 100 Large Blend -5.61% % -5.77% 2.00% % % JKK Morningstar SmallGrowth Small Growth -5.75% % -1.66% 0.81% -2.06% % JKG Morningstar MidCore Mid-Cap Blend -5.75% % -3.98% 1.10% -4.64% % PWV PowerShares Dyn. Large Value Large Value -5.80% % -4.97% 1.46% -8.92% % CZA Guggenheim Mid-Cap Core Mid-Cap Blend -5.86% % -5.07% -0.36% -4.40% % VOE Vanguard Mid Cap Value Mid-Cap Value -5.86% % -4.72% 0.63% -5.56% % FPX 1st Trust IPOX-100 Index Large Growth -5.88% % -2.79% 0.62% -0.28% % NFO Guggenheim Insider Sentiment Mid-Cap Blend -5.95% % -3.73% 1.23% -6.49% % DES Wisdom Tree SmallCap Div. Small Blend -5.97% % -4.79% 1.26% -9.28% % PBS Dynamic Media Specialty-Communicatio -6.01% % -5.53% 2.46% -3.79% % IWR Russell MidCap Index Fs Mid-Cap Blend -6.07% % -4.25% 0.09% -5.63% % VO Vanguard Mid-Cap Mid-Cap Blend -6.12% % -4.24% -0.03% -4.48% % XBI State Street SPDR BioTech Specialty-Health -6.19% % 5.38% 2.52% 11.23% % SDY SPDR Dividend ETF Large Value -6.28% % -7.30% -0.47% -8.83% % DRW WisdomTree Internat. Real Estate Specialty-Real Estate -6.36% % -5.28% 2.71% -5.68% % PKW PowerShares Buyback Achievers Large Blend -6.38% % -4.63% 1.06% -7.03% % PEZ PowerShares Dyn. Consum. Discr. Mid-Cap Blend -6.40% % -5.44% -6.07% -2.22% % VOT Vanguard Mid-Cap Growth Mid-Cap Growth -6.40% % -3.60% -0.76% -3.42% % IJS S&P SmallCap 600/BARRA Small Value -6.41% % -4.60% 0.44% -9.56% % RFG Rydex S&P MidCap 400 Pure Gr. Mid-Cap Growth -6.43% % -4.43% -3.18% 0.62% % IXG S&P Global Financial Sector Specialty-Financial -6.44% % -4.76% 2.00% -7.03% % EWG ishares Germany Index Europe Stock -6.49% % -4.08% 5.63% -4.82% % IJH S&P MidCap 400 Mid-Cap Blend -6.51% % -4.34% -0.64% -4.99% % RGI Rydex S&P Equ. Wt. Industrials Large Blend -6.57% % -5.33% 1.28% % % DGT DJ Global Titans Large Blend -6.64% % -6.07% 2.45% -7.28% % Page 5 of 9

6 PBD PowerShares Global Clean Energy Specialty-Natural Res % % -3.43% 6.93% -2.17% % JKH Morningstar MidGrowth Mid-Cap Growth -6.77% % -3.49% -0.79% -3.84% % IWO Russell 2000 Growth Small Growth -6.79% % -2.25% 0.28% -3.07% % PPH Pharmaceuticals HOLDRs Specialty-Health -6.80% % 1.37% 0.41% 0.28% % IWS Russell MidCap Value Mid-Cap Value -6.84% % -5.40% -0.28% -8.57% % MDY MidCap SPDRS Mid-Cap Blend -6.85% % -4.67% -1.01% -5.39% % RCD Rydex S&P Equ. Wt Consum.Discr. Large Blend -6.85% % -5.74% -2.41% -5.93% % PMR PowerShares Dynamic Retail Large Blend -6.86% % -4.85% -3.35% -7.51% % IWC ishares Russell MicroCap Index Small Blend -6.97% % -3.70% 0.03% -6.98% % IWM Russell 2000 Small Blend -7.00% % -3.77% 0.05% -6.80% % PSCI PowerShares S&P SmCap Industr. Industrials -7.01% % -7.00% 1.35% -8.63% % RWX streettracks DJ Wil Intern. RE Specialty-Real Estate -7.03% % -7.54% -0.77% -6.54% % XHB State Street SPDR Home Builders Large Blend -7.05% % -6.81% -5.87% -1.38% % EZU European Monetary Union Index Europe Stock -7.06% % -6.11% 2.19% -3.63% % IAU ishares Comex Gold Specialty-Natural Res % % -8.53% -7.13% % % IWN Russell 2000 Value Small Value -7.08% % -5.20% -0.07% % % PJP Dynamic Pharmaceuticals Pharmaceuticals -7.08% % 3.33% 0.56% 5.76% % GLD streettracks Gold Shares Specialty-Precious Meta -7.08% % -8.48% -7.08% % % ADRA BLDRS Asia 50 ADR Index Diversified Pacific/Asia -7.16% % -4.27% 3.62% -5.44% % PYZ PowerShares Dyn. Basic Materials Specialty-Natural Res % % -5.02% 4.27% -9.28% % EWN ishares Netherlands Index Europe Stock -7.24% % -6.73% 1.07% -1.51% % EVX Mkt Vector Environment. Serv's Mid-Cap Blend -7.27% % -5.72% -0.59% % % VEA Vanguard Europe Pacific Foreign Large Blend -7.27% % -5.83% 3.89% -4.01% % VB Vanguard SmallCap Small Blend -7.34% % -4.20% 2.33% -6.26% % VBR Vanguard SmallCap Value Small Value -7.37% % -5.48% 2.02% -7.68% % VBK Vanguard SmallCap Growth Small Growth -7.39% % -2.72% 2.71% -4.75% % DGL PowerShares DB Gold Fund Specialty-Precious Meta -7.41% % -8.72% -7.29% % % EFA MSCI EAFE ishares Index Fd Foreign Large Blend -7.47% % -5.98% 1.55% -4.09% % EWQ ishares France Index Europe Stock -7.51% % -8.17% 0.08% -2.39% % EWL ishares Switzerland Index Europe Stock -7.54% % -5.22% 1.40% -3.72% % EZM Wisdom Tree Mid-Cap Earnings Mid-Cap Blend -7.65% % -5.60% -1.50% -7.35% % JKJ Morningstar SmallCore Small Blend -7.74% % -4.49% -0.85% -8.14% % IHF ishares DJ US Healthcare Provid's Specialty-Health -7.79% % 0.50% -4.57% 3.12% % PRFZ PowerShares Small-Mid 1500 Small Blend -7.80% % -5.50% -0.64% -8.36% % DBP PowerShares DB Precious Metals Specialty-Precious Meta -7.83% % -9.24% -7.32% % % VXF Extended Mkts VIPERs Mid-Cap Blend -7.88% % -4.36% -1.27% -6.32% % FXC CurrencyShares Canadian Dollar World Bond -7.93% % -5.55% -4.57% % % RZG Rydex S&P SmallCap 600 Pure Gr. Small Growth -7.94% % -6.88% -3.80% -0.47% % EWW ishares Mexico Index Latin America Stock -7.99% % -6.90% 0.65% % % JKL Morningstar Small Value Small Value -8.00% % -5.37% -0.46% % % IJJ S&P MidCap 400/BARRA Mid-Cap Value -8.02% % -5.61% -0.70% -9.62% % VGK Vanguard European Europe Stock -8.20% % -6.36% 2.54% -5.88% % EWH ishares Hong Kong Index Pacific Asia/excl. Japan -8.41% % -6.50% 3.22% -3.36% % PTH PowerShares Dyn. Heath Portf. Specialty-Health -8.44% % 3.17% -2.64% 1.33% % Page 6 of 9

7 IIF Morgan Stanley India Fund India -8.53% % % -5.29% -8.71% % RPV Rydex S&P 500 Pure Value Large Value -8.58% % -6.92% -0.46% % % EWI ishares Italy Index Europe Stock -8.61% % -9.27% -3.38% 0.81% % GWL SPDR S&P World-ex. U.S. Foreign Large Blend -8.62% % -7.34% -0.24% -5.72% % HYG ishares Lehman Hi-Yield Corp. High Yield Bond -8.63% % -7.34% -5.40% % % FXH 1st Trust Health Care AlphaDEX Specialty-Health -8.65% % 1.11% -1.82% -1.79% % FEZ Dow Jones Euro Stoxx 50 Europe Stock -8.66% % -7.47% 1.27% -7.22% % FYX 1st Trust Sm.Cap AlphaDEX Small Blend -8.67% % -5.95% -1.99% % % IEV S&P Europe 350 Index Europe Stock -8.73% % -6.95% 0.25% -6.49% % DEW Wisdom Tree Europe High-Yield Europe Stock -8.75% % -6.41% 1.48% % % REM ishares FTSE NAREIT Mortgage Specialty-Real Estate -8.98% % -4.58% -5.22% % % XRT SPDR Retail Consumer Discretionary -9.02% % -5.00% -5.61% % % VEU Vanguard FTSE All-Word ex-us Foreign Large Blend -9.04% % -7.05% 3.23% -8.02% % FTA 1st Trust Large Cap Value Opps Large Value -9.04% % -6.23% -0.24% % % PBE Dyn. Biotechnology/Genome Biotech & Genome -9.08% % 1.96% 4.62% -1.57% % SLV ishares Silver Trust Specialty-Precious Meta -9.18% % % -6.81% % % PSP PowerShares Private Equity Port. Mid-Cap Blend -9.19% % -7.18% -3.18% -5.83% % XLB Materials Select Sector Specialty-Natural Res % % -6.11% 5.15% % % MOO Market Vectors Glob. Agribusiness World Stock -9.31% % -4.99% 2.19% % % DOL Wisdom Tree Intern. LargeCap Div. Foreign Large Blend -9.38% % -7.18% 0.82% -8.39% % DNL Wisdom Tree Japan High-Yield Japan Stock -9.44% % -5.93% 2.17% % % FEU streettracks DJ STOXX 50 Europe Stock -9.46% % -7.66% -0.54% -8.45% % PHO Water Resources Specialty-Natural Res % % -5.91% 1.81% % % PIO PowerShares Global Water Specialty-Natural Res % % -7.19% 1.38% % % IFN India Fund India -9.54% % -9.66% -2.39% % % EPP ishares Pacific ex. Japan Pacific Asia/excl. Japan -9.55% % -6.66% 3.23% % % RTM Rydex S&P Equal Weight Materials Specialty-Natural Res % % -6.80% 2.40% % % DBS PowerShares DB Silver Fund Specialty-Precious Meta -9.63% % % -7.16% % % FNX 1st Trust MidCap AlphaDEX Mid-Cap Blend -9.63% % -6.51% -3.26% % % CWI SPDR MSCI All Country-ex U.S. Foreign Large Blend -9.72% % -8.12% 0.07% -9.09% % EWA ishares Australia Index Foreign Large Blend -9.87% % -6.37% 3.06% % % FXZ 1st Trust Materials AlphaDEX Specialty-Natural Res % % -6.64% 0.11% % % IYM Dow Jones US Basic Mat's Specialty-Natural Res % % -5.80% 5.46% % % VAW Vanguard Materials VIPERS Specialty-Natural Res % % -5.96% 4.38% % % EWT ishares Taiwan Index Pacific Asia/excl. Japan % % -8.07% 1.30% % % JNK Barclays Cap. High Yield Bond High Yield Bond % % -8.22% -6.98% % % DTH Wisdom Tree DEFA High-Yield Foreign Large Blend % % -7.95% -0.16% % % EWD ishares Sweden Index Europe Stock % % -6.56% -0.66% % % EFV MSCI EAFE ishares Value Index Foreign Large Blend % % -8.18% -0.75% -9.43% % EEB Guggenheim BRIC Diversified Emerging M % % -5.16% 5.08% % % IYT Dow Jones Transportation Mid-Cap Blend % % % -6.12% % % RFV Rydex S&P MidCap 400 Pure Val. Mid-Cap Value % % -8.14% -2.75% % % FAB 1st Trust Multi Cap Value Mid-Cap Value % % -7.59% -2.20% % % ADRD BLDRS Develop. Mkts 100 ADR In. Foreign Large Blend % % -9.03% -2.66% -8.70% % Page 7 of 9

8 GXC SPDR S&P China Pacific Asia ex-japan % % -6.65% 7.47% -7.65% % RZV Rydex S&P SmCap 600 Pure Val. Small Value % % -7.87% -1.68% % % EWU ishares United Kingdom Index Europe Stock % % -9.38% -2.55% % % ADRE BLDRS Emerging Mkts 50 ADR In. Diversified Emerging M % % -5.56% 5.45% % % ADRU BLDRS Europe 100 ADR Index Europe Stock % % -9.02% -1.81% % % DOO Wisdom Tree Intern. Div. Top 100 Foreign Large Blend % % -9.12% -1.49% % % IDX MarketVectors Indonesia Pacific Asia/excl. Japan % % -9.16% 14.88% % % CSD Guggenheim Spin-Off Mid-Cap Blend % % -5.05% -1.27% % % KCE streettracks KBW Capital Mkts Specialty-Financial % % -4.63% -1.06% % % EPHE ishares MSCI Philippines Foreign Large Blend % % % -2.49% % % EWM ishares Malaysia Index Pacific Asia/excl. Japan % % -5.95% 5.33% % % EWP ishares Spain Index Europe Stock % % -9.12% 0.14% % % TAN Guggenheim Solar ETF Specialty-Technology % % 2.32% 18.39% -6.74% % GMF SPDR S&P Emerg. Asia Pacific Pacific Asia ex-japan % % -9.57% 1.82% % % XPH SPDR Pharmaceuticals Specialty-Health % % 7.51% 1.00% -6.17% % DBU Wisdom Tree Intern. Utilites Specialty-Utilities % % % -3.38% % % PSCD PowerShares SmCap ConsumDiscr. Consumer Cyclical % % -7.75% -7.43% % % FXR 1st Trust Indust/Producer Industrials % % -8.30% -2.72% % % GII SPDR Macq. Global Infrastruct. 100 Specialty-Utilties % % % -6.25% % % EWS ishares Singapore Index Pacific Asia/excl. Japan % % -9.42% 1.96% % % EEM ishares Emerging Mkts Index Diversified Emerging M % % % 0.77% % % TUR ishares Turkey Investment Index Diversified Emerging M % % -9.56% 2.53% % % ECH ishares Chile Index Latin America % % % -2.78% % % CH Chile Fund Chile Stock % % -9.86% -4.48% % % CVY Guggenheim Multi Asset Income Large Blend % % -9.85% -4.24% % % RSX Market Vectors Russia Foreign Large Blend % % % -3.90% 2.80% % GMM SPDR S&P Emerg. Markets Diversified Emerging M % % % 0.14% % % TKF Turkish Investment Fund Turkey % % % -2.14% % % FXI ishares China 25 Index Pacific Asia/excl. Japan % % % 2.58% % % VWO Vanguard Emerging Mkts Diversified Emerg. Mkts % % % 2.13% % % EWC ishares Canada Index Foreign Large Value % % % -6.28% % % MXI ishares S&P Global Materials Specialty-Natural Res % % % -1.03% % % DBB PowerShares DB Base Metals Fd Specialty-Natural Res % % -8.58% -6.75% % % QLD Ultra QQQ ProShares Large Blend % % -5.00% 13.56% % % THD ishares Thailand Diversified Emerging M % % % -7.30% % % GDX Mkt Vector Gold Miners Specialty-Precious Meta % % % -2.50% % % IXC S&P Global Energy Specialty-Natural Res % % % -3.70% % % GUR SPDR S&P Emerging Europe Europe Stock % % % -6.22% % % IYE Dow Jones US Energy Specialty-Natural Res % % % -4.00% % % XLE Energy Select Sector Specialty-Natural Res % % % -5.74% % % DBC DB Commodity Index Specialty-Natural Res % % % % % % EGPT Market Vectors Egypt Foreign Large Blend % % % -6.78% % % VDE Vanguard Energy VIPERS Specialty-Natural Res % % % -4.82% % % IGE Goldman Sachs Natural Res. Specialty-Natural Res % % % -6.09% % % Page 8 of 9

9 DJP ipath DJ-AIG Commodity Index *None % % % % % % ROM ProShares Ultra Technology Specialty-Technology % % -7.90% 11.43% % % ILF ishares S&P 40 Latin America Latin America Stock % % % -2.50% % % OIH Oil Services HOLDRs Specialty-Natural Res % % % -7.26% % % GML SPDR S&P Emerg. Latin America Latin America Stock % % % -3.14% % % PID PowerShares Intl Div. Achievers Foreign Large Value % % % -9.70% % % DEM WisdomTree Emerg. Mkts Hi-Yld E. Diversified Emerging M % % % -5.23% % % UYM ProShares Ultra Basic Materials Specialty-Natural Res % % % 10.85% % % IEZ ishares DJ Oil Equipm.&Service Specialty-Natural Res % % % -7.85% % % EZA ishares South Africa Index N/A % % % % % % GAF SPDR S&P Emerg. Mid.East/Africa Diversified Emerging M % % % % % % PXE PowerShares Dyn. Energy Explor. Energy % % % -8.10% % % IEO ishares DJ Oil & Gas Expl.&Prod. Specialty-Natural Res % % % -8.32% % % PUW PowerShares Progr. Energy Portf. Specialty-Natural Res % % % -6.52% % % UYG ProShares Ultra Financials Specialty-Financial % % -6.36% 4.42% % % PXJ Dynamic Oil & Gas Services Oil & Gas % % % -9.11% % % RXL ProShares Ultra Healthcare Specialty-Health % % 3.60% 9.24% % % GSG ishares GSCI Commodity Index Specialty-Natural Res % % % % % % RYE Rydex S&P Equal Weight Energy Specialty-Natural Res % % % % % % EWZ ishares Brazil Index Latin America Stock % % % -1.94% % % BRF Market Vectors Brazil Small-Cap Diversified Emerging M % % % -0.75% % % FXN 1st Trust Energy AlphaDEX Specialty-Natural Res % % % -8.99% % % DBE PowerShares DB Energy Fund Specialty-Natural Res % % % % % % XES SPDR Oil & Gas Equip./Services Specialty-Natural Res % % % -8.96% % % SLX Mkt Vector Steel ETF Specialty-Natural Res % % % % % % DBO PowerShares DB Oil Fund Specialty-Natural Res % % % % % % XOP SPDR Oil & Gas Exploration Specialty-Natural Res % % % % % % DIG ProShares Ultra Oil & Gas Specialty-Natural Res % % % -9.95% % % XME SPDR Metals & Mining Specialty-Natural Res % % % % % % USO U.S. Oil Fund Specialty-Natural Res % % % % % % MTK Morgan Stanley Technology Specialty-Technology % % -2.23% 7.81% % % XSD StateStreet SPDR Semiconductors Specialty-Technology % % -0.58% 15.79% % % UNG U.S. Natural Gas Fund Specialty-Natural Res % % % % % % Page 9 of 9