Nasdaq AlphaDEX Large Cap Value Index The NASDAQ AlphaDEX US Index Family employs the AlphaDEX stock selection methodology to select stocks from the Nasdaq US Select Index Family and the Nasdaq US Select Style Index Family. The NASDAQ AlphaDEX US Index Family is constructed by ranking the stocks in the Index families mentioned above separately on growth and value factors. More information about the Index can be found at https://indexes.nasdaqomx.com/index/overview/nqdxuslcv 1-YEAR PERFORMANCE Nasdaq AlphaDEX Large Cap Value Total Return Index (NQDXUSLCVT) [-13.08%] 6% 4% 2% 12/17 1/18 2/18 3/18 4/18 5/18 6/18 7/18 8/18 9/18 10/18 11/18 12/18-2% -4% -6% -8% -1-12% -14% QUICK FACTS Securities: 187 Currency: USD History: 03/30/2001 YTD Return: -13.08% INDEX TICKERS Price Return: NQDXUSLCV Total Return: NQDXUSLCVT Net Total Return: NQDXUSLCVN TOP 10 SECURITIES BY WEIGHT TICKER SECURITY WEIGHT DLTR VZ EXC CMCSA NLY BRK.B DOLLAR TREE INC VERIZON COMMUN EXELON CORPORATION COMCAST CORP A ANNALY CAPITAL MANAG BERKSHIRE HATH HLD B 1.17% 1.11% 1.09% 1.02% 1.01% 1.01% KR KROGER CO 1.0 NWL NEWELL BRANDS CMN 0.97% TAP MOLSON COORS CO CL B 0.96% SJM SMUCKERS J M NEW 0.96% INDUSTRY BREAKDOWN INDUSTRY WEIGHT Oil & Gas 4.69% Basic Materials 5.33% Industrials 9.0 Consumer Goods 15.97% Health Care 3.73% Consumer Services 16.49% Telecommunications 3.53% Utilities 13.71% Financials 23.26% Technology 4.29% SECURITIES 8 9 24 28 9 28 4 21 47 9
PERFORMANCE(TR Version) ANNUAL CUMULATIVE ANNUALIZED -13.08% -13.08% -13.08% 19.29% 3.69% 1.83% 22.92% 27.45% 8.42% -8.75% 16.3 3.85% 16.21% 35.15% 6.21% 36.29% 84.19% 10.72% 7 Year 15.42% 7 Year 112.6 7 Year 11.38% 8 Year -0.84% 8 Year 110.82% 8 Year 9.77% 9 Year 23.36% 9 Year 160.07% 9 Year 11.2 10 Year 34.55% 10 Year 249.93% 10 Year 13.34% ANNUALIZED VOLATILITY(TR Version) ANNUAL 14.73% 8.01% 16.58% 15.87% 10.77% 11.65% 7 Year 15.23% 8 Year 25.46% 9 Year 17.85% 10 Year 34.65% CUMULATIVE 14.73% 11.88% 13.64% 14.25% 13.62% 13.31% 7 Year 13.6 8 Year 15.55% 9 Year 15.82% 10 Year 18.56% PERFORMANCE(TR Version) CALENDER YEAR 2018-13.08% 2017 19.29% 2016 22.92% 2015-8.75% 2014 16.21% 2013 36.29% 2012 15.42% 2011-0.84% 2010 23.36% 2009 34.55%
12/08 3/09 6/09 9/09 12/09 3/10 6/10 9/10 12/10 3/11 6/11 9/11 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 12/14 3/15 6/15 9/15 12/15 3/16 6/16 9/16 12/16 3/17 6/17 9/17 12/17 3/18 6/18 9/18 12/18 12/15 1/16 2/16 3/16 4/16 5/16 6/16 7/16 8/16 9/16 10/16 11/16 12/16 1/17 2/17 3/17 4/17 5/17 6/17 7/17 8/17 9/17 10/17 11/17 12/17 1/18 2/18 3/18 4/18 5/18 6/18 7/18 8/18 9/18 10/18 11/18 12/18 3-YEAR PERFORMANCE Nasdaq AlphaDEX Large Cap Value Total Return Index (NQDXUSLCVT) [27.45%] 6 5 4 3 2 1-1 5-YEAR PERFORMANCE Nasdaq AlphaDEX Large Cap Value Total Return Index (NQDXUSLCVT) [35.15%] 7 6 5 4 3 2 1-1 10-YEAR PERFORMANCE Nasdaq AlphaDEX Large Cap Value Total Return Index (NQDXUSLCVT) [249.93%] 35 30 25 20 15 10 5-5
MONTHLY PERFORMANCE(TR Version) Dec 2018-10.69% Aug 2015-5.33% Apr 2012-2.12% Nov 2018 2.32% Jul 2015-1.25% Mar 2012 1.3 Oct 2018 Sep 2018-5.76% -0.54% Jun 2015 May 2015-3.07% -0.43% Feb 2012 Jan 2012 5.42% 5.7 Aug 2018 1.13% Apr 2015 2.59% Dec 2011-0.51% Jul 2018 3.44% Mar 2015-2.2 Nov 2011-1.59% Jun 2018 0.39% Feb 2015 5.64% Oct 2011 12.67% May 2018-0.55% Jan 2015-4.19% Sep 2011-7.81% Apr 2018 0.12% Dec 2014 1.06% Aug 2011-6.33% Mar 2018-1.24% Nov 2014 2.16% Jul 2011-3.93% Feb 2018-4.82% Oct 2014 1.91% Jun 2011-2.15% Jan 2018 Dec 2017 3.27% 1.89% Sep 2014 Aug 2014-2.84% 4.15% May 2011 Apr 2011-0.98% 3.37% Nov 2017 Oct 2017 4.74% 0.69% Jul 2014 Jun 2014-2.14% 2.37% Mar 2011 Feb 2011 0.81% 3.77% Sep 2017 2.87% May 2014 1.85% Jan 2011 3.42% Aug 2017-1.9 Apr 2014 1.8 Dec 2010 6.99% Jul 2017 1.57% Mar 2014 2.88% Nov 2010-0.33% Jun 2017 1.64% Feb 2014 5.37% Oct 2010 4.16% May 2017 0.06% Jan 2014-3.07% Sep 2010 10.06% Apr 2017 0.71% Dec 2013 2.59% Aug 2010-3.67% Mar 2017-0.61% Nov 2013 2.44% Jul 2010 6.85% Feb 2017 4.5 Oct 2013 4.43% Jun 2010-4.76% Jan 2017 1.8 Sep 2013 2.95% May 2010-6.71% Dec 2016 2.27% Aug 2013-2.56% Apr 2010 2.16% Nov 2016 7.72% Jul 2013 5.43% Mar 2010 6.16% Oct 2016 Sep 2016 0.58% 0.02% Jun 2013 May 2013-1.09% 2.7 Feb 2010 Jan 2010 3.48% -1.66% Aug 2016 Jul 2016 Jun 2016 May 2016 Apr 2016 Mar 2016 1.87% 5.25% -1.77% 0.61% 0.47% 8.56% Apr 2013 Mar 2013 Feb 2013 Jan 2013 Dec 2012 Nov 2012 2.35% 4.16% 0.83% 7.53% 3.43% -0.3 Dec 2009 Nov 2009 Oct 2009 Sep 2009 Aug 2009 Jul 2009 3.19% 5.12% -2.62% 4.56% 4.36% 8.95% Feb 2016 Jan 2016 Dec 2015 Nov 2015 Oct 2015 Sep 2015 1.99% -5.92% -3.73% 0.37% 7.21% -3.85% Oct 2012 Sep 2012 Aug 2012 Jul 2012 Jun 2012 May 2012 0.12% 2.51% 3.26% 0.04% 3.77% -7.91% Jun 2009 May 2009 Apr 2009 Mar 2009 Feb 2009 Jan 2009-0.75% 6.8 17.19% 9.5-12.52% -9.95%
QUARTERLY PERFORMANCE(TR Version) Q4 2018-13.89% Q3 2018 4.03% Q2 2018-0.04% Q1 2018-2.93% Q4 2017 7.46% Q3 2017 2.49% Q2 2017 2.43% Q1 2017 5.74% Q4 2016 10.81% Q3 2016 7.24% Q2 2016-0.7 Q1 2016 4.17% Q4 2015 3.6 Q3 2015-10.12% Q2 2015-0.99% Q1 2015-1.02% Q4 2014 5.22% Q3 2014-0.98% Q2 2014 6.15% Q1 2014 5.07% Q4 2013 9.75% Q3 2013 5.77% Q2 2013 3.98% Q1 2013 12.92% Q4 2012 3.25% Q3 2012 5.89% Q2 2012-6.47% Q1 2012 12.88% Q4 2011 10.32% Q3 2011-17.05% Q2 2011 0.15% Q1 2011 8.19% Q4 2010 11.07% Q3 2010 13.27% Q2 2010-9.24% Q1 2010 8.03% Q4 2009 5.63% Q3 2009 18.89% Q2 2009 24.21% Q1 2009-13.75%
All Information as of 12/31/2018. Sources: Nasdaq Global Indexes Research. Bloomberg. FactSet. DISCLAIMER Nasdaq is a registered trademark of Nasdaq, Inc. The information contained above is provided for informational and educational purposes only, and nothing contained herein should be construed as investment advice, either on behalf of a particular security or an overall investment strategy. Neither Nasdaq, Inc. nor any of its affiliates makes any recommendation to buy or sell any security or any representation about the financial condition of any company. Statements regarding Nasdaq-listed companies or Nasdaq proprietary indexes are not guarantees of future performance. Actual results may differ materially from those expressed or implied. Past performance is not indicative of future results. Investors should undertake their own due diligence and carefully evaluate companies before investing. ADVICE FROM A SECURITIES PROFESSIONAL IS STRONGLY ADVISED. NASDAQ GLOBAL INDEXES NASDAQ LICENSING INDEX DATA SALES 1.212.231.5836 1.212.401.8987 1.212.231.1588 GLOBALINDEXES@NASDAQ.COM NASDAQLICENSING@NASDAQ.COM GISCUSTOMERSERVICE@NASDAQ.COM CORPORATE HEADQUARTERS ONE LIBERTY PLAZA 165 BROADWAY NEW YORK, NY 10006 WORLDWIDE OFFICES ARMENIA CANADA CHINA DENMARK ESTONIA FINLAND FRANCE GERMANY HONG KONG S.A.R. CHINA ICELAND INDIA ITALY JAPAN LATVIA LITHUANIA NORWAY NETHERLANDS PHILIPPINES SINGAPORE SPAIN STOCKHOLM UNITED ARAB EMIRATES UNITED KINGDOM 2017. Nasdaq, Inc. All Rights Reserved.