The Capital Strength Index The Capital Strength Index seeks to provide exposure to well-capitalized companies with strong market positions that have the potential to provide their stockholders with a greater degree of stability and performance over time. The companies are screened so that the index constituents generally have strong balance sheets, a high degree of liquidity, the ability to generate earnings growth, and a record of financial strength and profit growth. The Index is composed of 50 stocks selected objectively based on cash on hand, debt ratios and volatility. The index components are equally weighted at each quarterly rebalance. More information about the Index can be found at https://indexes.nasdaqomx.com/index/overview/nqcapst 1-YEAR PERFORMANCE 2 18% 16% 14% 12% 1 The Capital Strength Total Return Index (NQCAPSTT) [14.18%] QUICK FACTS Securities: 50 Currency: USD History: 01/19/2007 YTD Return: 1.14% 8% 6% 4% 2% 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 INDEX TICKERS Price Return: NQCAPST Total Return: NQCAPSTT Net Total Return: N/A TOP 10 SECURITIES BY WEIGHT TICKER SECURITY WEIGHT WCG NKE TJX EXPD AAPL MA WELLCARE HEALTHPLANS NIKE INC CL B T J X COS INC EXPEDITORS INTL APPLE INC. MASTERCARD INC 2.45% 2.4 2.3 2.27% 2.22% 2.21% HD HOME DEPOT INC 2.19% COST COSTCO WHOLESALE 2.15% IR INGERSOLL RAND LTD A 2.14% ACN ACCENTURE PLC 2.14% INDUSTRY BREAKDOWN INDUSTRY WEIGHT Oil & Gas 4.05% Basic Materials 1.9 Industrials 28.7 Consumer Goods 10.51% Health Care 12.62% Consumer Services 16.21% Telecommunications 0.0 Utilities 0.0 Financials 20.2 Technology 5.82% SECURITIES 2 1 15 5 6 8 0 0 10 3
PERFORMANCE(TR Version) ANNUAL CUMULATIVE ANNUALIZED 14.18% 14.18% 14.18% 16.56% 33.09% 15.37% 8.01% 43.76% 12.86% 9.91% 58.01% 12.12% 23.87% 95.71% 14.37% 21.32% 137.43% 15.5 7 Year 10.61% 7 Year 162.62% 7 Year 14.79% 8 Year 32.43% 8 Year 247.8 8 Year 16.86% 9 Year 15.29% 9 Year 300.99% 9 Year 16.68% 10 Year -17.61% 10 Year 230.37% 10 Year 12.69% ANNUALIZED VOLATILITY(TR Version) ANNUAL 12.46% 7.87% 15.5 11.56% 9.65% 11.1 7 Year 19.09% 8 Year 11.8 9 Year 14.69% 10 Year 37.98% CUMULATIVE 12.46% 10.41% 12.35% 12.15% 11.69% 11.6 7 Year 12.94% 8 Year 12.8 9 Year 13.02% 10 Year 17.24% PERFORMANCE(TR Version) CALENDER YEAR 2018 1.14% 2017 27.28% 2016 9.31% 2015 2.31% 2014 16.25% 2013 37.43% 2012 14.57% 2011 11.2 2010 11.51% 2009 31.77%
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 12/17 3/18 6/18 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 10/17 11/17 12/17 1/18 2/18 3/18 4/18 5/18 6/18 3-YEAR PERFORMANCE The Capital Strength Total Return Index (NQCAPSTT) [43.76%] 6 5 4 3 2 1-1 5-YEAR PERFORMANCE The Capital Strength Total Return Index (NQCAPSTT) [95.71%] 12 10 8 6 4 2 10-YEAR PERFORMANCE The Capital Strength Total Return Index (NQCAPSTT) [230.37%] 30 25 20 15 10 5-5
MONTHLY PERFORMANCE(TR Version) Jun 2018-0.05% Feb 2015 5.5 Oct 2011 7.89% May 2018 2.41% Jan 2015-2.48% Sep 2011-4.62% Apr 2018 Mar 2018-0.88% -2.59% Dec 2014 Nov 2014 0.28% 4.38% Aug 2011 Jul 2011-2.7-3.44% Feb 2018-2.65% Oct 2014 3.54% Jun 2011-0.43% Jan 2018 5.13% Sep 2014-0.04% May 2011 0.6 Dec 2017 0.49% Aug 2014 3.93% Apr 2011 4.27% Nov 2017 3.97% Jul 2014-2.53% Mar 2011 1.07% Oct 2017 3.49% Jun 2014 1.63% Feb 2011 3.29% Sep 2017 1.88% May 2014 1.95% Jan 2011 2.34% Aug 2017 0.79% Apr 2014 0.58% Dec 2010 4.41% Jul 2017 Jun 2017 1.68% -0.73% Mar 2014 Feb 2014 1.12% 4.15% Nov 2010 Oct 2010-1.38% 4.37% May 2017 Apr 2017 2.83% 2.74% Jan 2014 Dec 2013-3.49% 1.58% Sep 2010 Aug 2010 8.83% -3.34% Mar 2017 0.92% Nov 2013 3.7 Jul 2010 4.99% Feb 2017 4.34% Oct 2013 5.38% Jun 2010-2.9 Jan 2017 2.09% Sep 2013 3.56% May 2010-6.45% Dec 2016 1.1 Aug 2013-3.17% Apr 2010-0.38% Nov 2016 3.45% Jul 2013 5.06% Mar 2010 4.68% Oct 2016-2.25% Jun 2013-0.95% Feb 2010 2.12% Sep 2016-0.72% May 2013 2.17% Jan 2010-2.87% Aug 2016-0.24% Apr 2013 2.54% Dec 2009 2.48% Jul 2016 2.11% Mar 2013 4.56% Nov 2009 7.37% Jun 2016 1.01% Feb 2013 3.41% Oct 2009-1.11% May 2016 0.69% Jan 2013 4.75% Sep 2009 4.16% Apr 2016 Mar 2016 0.08% 6.05% Dec 2012 Nov 2012 0.16% 1.56% Aug 2009 Jul 2009 1.98% 6.18% Feb 2016 Jan 2016 Dec 2015 Nov 2015 Oct 2015 Sep 2015 1.02% -3.02% -0.62% 0.13% 7.42% -0.92% Oct 2012 Sep 2012 Aug 2012 Jul 2012 Jun 2012 May 2012-2.22% 1.16% 1.26% 1.32% 3.47% -3.89% Jun 2009 May 2009 Apr 2009 Mar 2009 Feb 2009 Jan 2009 2.4 3.66% 6.54% 8.55% -9.34% -3.52% Aug 2015 Jul 2015 Jun 2015 May 2015 Apr 2015 Mar 2015-6.33% 2.98% -2.13% 2.03% -1.45% -1.08% Apr 2012 Mar 2012 Feb 2012 Jan 2012 Dec 2011 Nov 2011 0.03% 3.89% 2.99% 4.28% 2.2 0.86% Dec 2008 Nov 2008 Oct 2008 Sep 2008 Aug 2008 Jul 2008 2.94% -7.38% -16.0-6.78% 2.07% 0.69%
QUARTERLY PERFORMANCE(TR Version) Q2 2018 1.46% Q1 2018-0.31% Q4 2017 8.13% Q3 2017 4.4 Q2 2017 4.88% Q1 2017 7.5 Q4 2016 2.23% Q3 2016 1.13% Q2 2016 1.78% Q1 2016 3.89% Q4 2015 6.9 Q3 2015-4.43% Q2 2015-1.59% Q1 2015 1.77% Q4 2014 8.38% Q3 2014 1.26% Q2 2014 4.22% Q1 2014 1.64% Q4 2013 11.0 Q3 2013 5.35% Q2 2013 3.77% Q1 2013 13.26% Q4 2012-0.54% Q3 2012 3.78% Q2 2012-0.52% Q1 2012 11.57% Q4 2011 11.22% Q3 2011-10.4 Q2 2011 4.44% Q1 2011 6.84% Q4 2010 7.46% Q3 2010 10.44% Q2 2010-9.5 Q1 2010 3.82% Q4 2009 8.8 Q3 2009 12.78% Q2 2009 13.08% Q1 2009-5.04% Q4 2008-19.91% Q3 2008-4.2
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