Nasdaq Chaikin Power US Small Cap Index The Nasdaq Chaikin Power Indexes are rules-based, quantitatively enabled indexes designed to augment existing Index benchmarks based on the Chaikin Investment Strategy implemented through the Chaikin Power Gauge. Each Nasdaq Chaikin Power Index involves the Chaikin Power Gauge overlay on a Nasdaq Index including the US Small Cap. More information about the Index can be found at https://indexes.nasdaqomx.com/index/overview/nquschk 1-YEAR PERFORMANCE 3 25% 2 15% Nasdaq Chaikin Power US Small Cap Total Return Index [27.15%] QUICK FACTS Securities: 229 Currency: USD History: 04/01/2014 YTD Return: 8.25% 1 5% 9/16 10/16 11/16 12/16 1/17 2/17 3/17 4/17 5/17 6/17 7/17 8/17 9/17-5% -1 INDEX TICKERS Price Return: NQUSCHK Total Return: NQUSCHKT Net Total Return: N/A TOP 10 SECURITIES BY WEIGHT INDUSTRY BREAKDOWN TICKER SECURITY WEIGHT INDUSTRY WEIGHT SECURITIES JOUT JOHNSON OUTDOORS I 0.82% Oil & Gas 1.25% 3 OSTK OVERSTOCK.COM; INC. 0.71% Basic Materials 5.3 13 KAI KADANT INC 0.68% Industrials 24.02% 54 IXYS IXYS CORPORATION 0.67% Consumer Goods 11.16% 25 MOD MODINE MFG CO 0.65% Health Care 3.11% 8 ROG ROGERS CP 0.64% Consumer Services 12.14% 29 HOFT HOOKER FURNITURE 0.63% Telecommunications 0.45% 1 MTOR MERITOR INC 0.62% Utilities 0.95% 2 GDOT GREEN DOT CORP 0.61% Financials 29.07% 67 BCOR BLUCORA; INC CMN 0.6 Technology 12.57% 27
PERFORMANCE(TR Version) ANNUAL CUMULATIVE ANNUALIZED 27.15% 27.15% 27.15% 19.32% 51.72% 23.17% 7.49% 6.87% 63.07% 74.28% 17.7 14.9 49.66% 33.21% 160.82% 247.45% 21.13% 23.07% 7 Year -5.82% 7 Year 227.21% 7 Year 18.45% 8 Year 18.04% 8 Year 286.24% 8 Year 18.4 9 Year 6.87% 9 Year 312.8 9 Year 17.06% 10 Year -14.16% 10 Year 254.34% 10 Year 13.49% ANNUALIZED VOLATILITY(TR Version) ANNUAL 15.62% 19.75% 16.75% 16.18% 16.6 27.41% 7 Year 29.58% 8 Year 29.46% 9 Year 54.91% 10 Year 29.53% CUMULATIVE 15.62% 17.82% 17.47% 17.14% 17.04% 19.16% 7 Year 20.86% 8 Year 22.12% 9 Year 27.72% 10 Year 27.91% PERFORMANCE(TR Version) CALENDER YEAR 2017 8.25% 2016 35.37% 2015-0.84% 2014 7.62% 2013 53.77% 2012 24.35% 2011-7.43% 2010 31.89% 2009 60.46% 2008-33.82%
9/07 12/07 3/08 6/08 9/08 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 9/14 10/14 11/14 12/14 1/15 2/15 3/15 4/15 5/15 6/15 7/15 8/15 9/15 10/15 11/15 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 3-YEAR PERFORMANCE Nasdaq Chaikin Power US Small Cap Total Return Index [63.07%] 7 6 5 4 3 2 1 5-YEAR PERFORMANCE Nasdaq Chaikin Power US Small Cap Total Return Index [160.82%] 18 16 14 12 10 8 6 4 2-2 10-YEAR PERFORMANCE Nasdaq Chaikin Power US Small Cap Total Return Index [254.34%] 30 25 20 15 10 5-5 -10
MONTHLY PERFORMANCE(TR Version) Sep 2017 8.88% May 2014 1.15% Jan 2011-0.29% Aug 2017-2.51% Apr 2014-2.63% Dec 2010 7.21% Jul 2017 Jun 2017 0.06% 3.18% Mar 2014 Feb 2014 2.04% 4.03% Nov 2010 Oct 2010 4.67% 5.34% May 2017-3.7 Jan 2014-6.14% Sep 2010 13.91% Apr 2017 1.67% Dec 2013 1.88% Aug 2010-9.46% Mar 2017 0.64% Nov 2013 6.92% Jul 2010 7.56% Feb 2017 0.83% Oct 2013 2.3 Jun 2010-9.39% Jan 2017-0.57% Sep 2013 6.42% May 2010-7.46% Dec 2016 5.09% Aug 2013-4.09% Apr 2010 6.87% Nov 2016 15.8 Jul 2013 8.39% Mar 2010 9.35% Oct 2016 Sep 2016-3.49% 1.49% Jun 2013 May 2013 0.38% 7.92% Feb 2010 Jan 2010 6.79% -3.88% Aug 2016 Jul 2016 Jun 2016 2.91% 7.05% -0.73% Apr 2013 Mar 2013 Feb 2013 0.82% 4.81% 1.84% Dec 2009 Nov 2009 Oct 2009 9.89% 5.02% -8.32% May 2016 0.35% Jan 2013 7.0 Sep 2009 7.63% Apr 2016 2.38% Dec 2012 5.1 Aug 2009 7.28% Mar 2016 8.5 Nov 2012 3.29% Jul 2009 13.35% Feb 2016 2.2 Oct 2012-0.09% Jun 2009 1.15% Jan 2016-8.84% Sep 2012 4.19% May 2009 8.6 Dec 2015-5.6 Aug 2012 3.12% Apr 2009 28.68% Nov 2015 3.23% Jul 2012-0.55% Mar 2009 10.29% Oct 2015 6.24% Jun 2012 4.85% Feb 2009-16.06% Sep 2015-2.8 May 2012-7.22% Jan 2009-11.46% Aug 2015-4.4 Apr 2012-3.43% Dec 2008 5.42% Jul 2015-1.6 Mar 2012 2.46% Nov 2008-14.35% Jun 2015 1.92% Feb 2012 2.6 Oct 2008-21.95% May 2015 Apr 2015 Mar 2015 Feb 2015 Jan 2015 Dec 2014 1.34% -2.12% 2.25% 6.28% -4.64% 4.31% Jan 2012 Dec 2011 Nov 2011 Oct 2011 Sep 2011 Aug 2011 8.65% 1.17% -0.47% 15.39% -12.41% -11.58% Sep 2008 Aug 2008 Jul 2008 Jun 2008 May 2008 Apr 2008-8.68% 5.32% 3.21% -8.45% 5.99% 2.53% Nov 2014 Oct 2014 Sep 2014 Aug 2014 Jul 2014-0.07% 7.66% -7.15% 6.06% -5.19% Jul 2011 Jun 2011 May 2011 Apr 2011 Mar 2011-3.48% -2.12% -2.07% 1.07% 3.41% Mar 2008 Feb 2008 Jan 2008 Dec 2007 Nov 2007 0.43% -0.71% -4.63% -0.77% -8.83% Jun 2014 4.67% Feb 2011 6.7 Oct 2007 1.03%
QUARTERLY PERFORMANCE(TR Version) Q3 2017 6.22% Q2 2017 1.02% Q1 2017 0.88% Q4 2016 17.45% Q3 2016 11.8 Q2 2016 1.98% Q1 2016 1.09% Q4 2015 3.53% Q3 2015-8.57% Q2 2015 1.09% Q1 2015 3.63% Q4 2014 12.23% Q3 2014-6.64% Q2 2014 3.08% Q1 2014-0.36% Q4 2013 11.44% Q3 2013 10.62% Q2 2013 9.22% Q1 2013 14.2 Q4 2012 8.46% Q3 2012 6.84% Q2 2012-6.06% Q1 2012 14.22% Q4 2011 16.19% Q3 2011-25.25% Q2 2011-3.12% Q1 2011 10.01% Q4 2010 18.21% Q3 2010 10.93% Q2 2010-10.39% Q1 2010 12.24% Q4 2009 5.8 Q3 2009 30.88% Q2 2009 41.36% Q1 2009-18.03% Q4 2008-29.53% Q3 2008-0.73% Q2 2008-0.52% Q1 2008-4.9 Q4 2007-8.6
All Information as of 09/29/2017. 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.