COMPOSITE MACRO ETF WEEKLY ANALYTICS (5/08/2016)

FOR A DEEPER DIVE INTO ETF PERFORMANCE AND RELATIVE VALUE SUBSCRIBE TO THE ETF INTERNAL ANALYTICS PACKAGE HERE

LAYOUT (Organized by Time Period):

Composite ETF Cumulative Returns Momentum Bar plot

Composite ETF Cumulative Returns Line plot (best vs worst vs benchmark)

Composite ETF Risk-Adjusted Returns Scatter plot (Std vs Mean)

Composite ETF Risk-Adjusted Return Correlations Heatmap (Clusterplot)

Implied Cost of Capital Estimates

Composite ETF Cumulative Return Tables

Notable Trends and Observations

COMPOSITE ETF COMPONENTS:

LAST 252 TRADING DAYS

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LAST 126 TRADING DAYS

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LAST 63 TRADING DAYS

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LAST 21 TRADING DAYS

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LAST 10 TRADING DAYS

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Implied Cost of Capital Estimates:

To learn more about the Implied Cost of Capital see here.

ALL ETF ICC ESTIMATES BY CATEGORY

CATEGORY AVERAGE ICC ESTIMATES

CUMULATIVE RETURN TABLES:

NOTABLE OBSERVATIONS AND TRENDS:

• None this week.