INDEX INSIGHTS Contact Information Joseph LaCorte, CFA S-Network Global Indexes Inc. (646) 467-7927 [email protected] International Sector Dividend Dogs Total Return Index Index Performance. The S-Network International Sector Dividend Dogs Total Return Index (TICKER: IDOGXTR) increased +3.50% from 3117.43 to 3226.65 in the quarter ended March 2015. This compares to an increase in the MSCI EAFE Total Return Index (TICKER: GDDUEAFE) of +5.00%. As of March 31, 2015, the dividend yield for the S-Network International Sector Dividend Dogs Index was +5.69%, compared with +6.04% at the end of the previous quarter. The MSCI EAFE Index had a +2.98% dividend yield as of March 31, 2015, compared with +3.36% at the end of the previous quarter. The best performing stocks were Eisai Co (TICKER: 4523 JT), which rose +81.94%; Takeda Pharmaceutical Co Ltd (TICKER: 4502 JT), which rose +19.57%; and UPM-Kymmene Oyj (TICKER: UPM1V FH), which rose +17.40%. The worst performing stocks were Fortescue Metals Group Ltd (TICKER: FMG AU), which declined -33.26%; SJM Holdings Ltd (TICKER: 880 HK), which declined -17.95%; and GDF Suez (TICKER: GSZ FP), which declined -16.02%. The S-Network International Sector Dividend Dogs Total Return Index decreased -5.91% in the past 12 months. This compares to a -0.48% decrease in the MSCI EAFE TR Index. Licensed ETF ALPS International Sector Dividend Dogs ETF TICKER: IDOG This is not an offer to purchase or sell shares of the above listed funds. All purchases or sales of shares must be pursuant to a current private offering memorandum for the relevant fund or funds. Index Description. IDOGX is a portfolio of fifty stocks derived from the S-Network Developed Markets (ex-Americas) Index (S-Net DMI). The IDOGX methodology selects the five stocks in each of the ten GICS sectors that make up the S-Net DMI which offer the highest dividend yields as of the last trading day of November. The stocks selected for inclusion in the portfolio are equally weighted. IDOGX divides into the following ten GICS sectors: consumer discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials, telecommunication services and utilities. Inclusion Criteria. The selection criteria for the S-Net DMI include requirements for sector inclusion, country qualifications, primary exchange listing, minimum market capitalization, minimum average daily trading volume, share price and other factors. All constituents of IDOGX must be constituents of the S-NET DMI. Individual securities to be included in IDOGX are selected based on a ranking system within each sector that selects the five stocks in each sector with the highest dividend yield as of the last trading day of November. Dividend yield is computed based on the regular cash dividends paid by the company over the previous twelve month period, divided by the share price. Weighting Methodology. All stocks selected for inclusion in IDOGX are equally weighted. Share weights are based on prices as of the close of trading on the second Friday of the rebalancing month. If there are less than 5 eligible securities represented in any GICS sector as of the snapshot date the index will include only those securities which qualify. All constituents are equally weighted as of the record date. Rebalancings. IDOGX is rebalanced quarterly, at the close of trading on the third Friday of the last month of each calendar quarter. Index Data. Index values are disseminated in US dollars via the Chicago Mercantile Exchange on both a price only and total return basis. Information about the index, including rule book, company descriptions and historic data, can be found at: www.sectordividenddogs.com TICKERS: International Sector Dividend Dogs Index (USD): IDOGX International Sector Dividend Dogs Total Return Index (USD) IDOGXTR March 2015 Values for the price only index (IDOGX) are distributed throughout the day at fifteen-second intervals. Values for the total return index (IDOGXTR) are distributed once daily following the close of trading on US stock markets on each trading day. Daily values are available from December 31, 1999. Leading Movers Company Name Ticker Opening Closing Change EISAI CO 4523 JT 39.11 71.15 81.94% TAKEDA PHARMACEUTICAL CO LTD 4502 JT 41.83 50.01 19.57% UPM-KYMMENE OYJ UPM1V FH 16.56 19.44 17.40% PEARSON PSON LN 18.54 21.54 16.16% PSM GY 42.34 49.03 15.80% PROSIEBENSAT MEDIA AG Q1 2015 Performance IDOGXTR Index 1120 1060 Lagging Movers Company Name Ticker Opening Closing Change FORTESCUE METALS GROUP LTD FMG AU 2.24 1.49 -33.26% SJM HOLDINGS LTD 880 HK 1.59 1.31 -17.95% GDF SUEZ GSZ FP 23.51 19.74 -16.02% WOODSIDE PETROLEUM LTD WPL AU 31.04 26.30 -15.27% CENTRICA CNA LN 4.35 3.76 -13.61% 1000 940 12/31/14 1/31/15 2/28/15 3/31/15 S-Network International Sector Dividend Dogs Total Return IndexSM vs. Benchmarks (03/31/10 IDOGXTR Index Inquire about our custom institutional Benchmarking services GDDUEAFE Index SPGTDOUN Index DJEPCSDT Index 1800 1400 1000 03/31/10 03/31/11 *Note: This chart is a normalized historical graph Data Source: Bloomberg Data as of March 31, 2015 03/31/12 03/31/13 03/31/14 600 03/31/15 This chart is for illustrative purposes only. Historical information is not indicative of future results; current data may differ from data quoted. Investors cannot invest directly in index. Index returns do not reflect any management fees or brokerage expenses. This material has been prepared and/or issued by S-Network Global Indexes Inc. and/or one of its consultants or affiliates. This document is for information purposes only and it should not be regarded as an offer to sell or as a solicitation of an offer to buy the securities or other instruments mentioned in it. The information, including any third party information, may not be accurate or complete in its entirety, and it should not be relied upon as such. S-Network Global Indexes Inc. and/or its affiliates are not acting in a fiduciary capacity. The products mentioned herein may not be eligible for sale in some states or countries and may not be suitable for all investors. The potential yield created by these products may be adversely affected by exchange rates, interest rates, or other economic and political factors. An investor’s return may be less than the principle invested. S-Network Global Indexes Inc. and/or its affiliates may now, in the past, or in the future make markets, or deal as principle in the securities or derivatives thereof, mentioned in the document. In addition, S-Network Global Indexes Inc., its shareholders, directors, officers, and/or employees and consultants, may from time to time hold a long or short position in these securities. This document may not be reproduced in any manner without the prior written authorization of S-Network Global Indexes Inc. Opinions expressed within reflect the opinions of S-Network Global Indexes Inc. and the author/analyst and are subject to change without notice. ©2015 S-Network Global Indexes Inc., 267 Fifth Avenue, New York, NY 10016. “S-Network International Sector Dividend Dogs Index” is a service mark of S-Network Global Indexes Inc. INDEX INSIGHTS Index Statistical Profile Capitalization Profile Top Ten Constituents Number of Constituents 50 TOTAL MARKET CAPITALIZATION Company 1.99 Trillion USD LARGEST MARKET CAPITALIZATION 130.12 Billion USD Ticker Country Weight EISAI CO 4523 JT JAPAN 2.34% BANCO SANTANDER SA SAN SM SPAIN 2.17% REPSOL SA REP SM SPAIN 2.11% SMALLEST MARKET CAPITALIZATION 4.65 Billion USD AVERAGE MARKET CAPITALIZATION 39.73 Billion USD TELEFONICA SA TEF SM SPAIN 2.11% 23.82 Billion USD MARKS & SPENCER GROUP MKS LN UNITED KINGDOM 2.11% OMV AG OMV AV AUSTRIA 2.08% CANON INC 7751 JT JAPAN 2.08% AMADEUS IT HLDG SA AMS SM SPAIN 2.07% RICOH CO 7752 JT JAPAN 2.07% FERROVIAL SA FER SM SPAIN 2.07% MEDIAN MARKET CAPITALIZATION Total Return Appreciation IDOGXTR 5 Year 41.50% MSCI EAFE TR S&P Intl Div Opp DJ EPAC Sel Div TR 4.96% 38.08% 37.94% 3 Year 26.17% 31.36% 2.71% 22.15% 1 Year -5.91% -0.48% -8.64% -8.03% Compound Annual Growth Rate (CAGR) Beta Matrix** (5 Year/Monthly) IDOGXTR MSCI EAFE TR S&P Intl Div Opp DJ EPAC Sel Div TR IDOGXTR 1.0000 0.9733 1.0912 1.0756 MSCI EAFE TR 0.9785 1.0000 1.0741 1.0670 IDOGXTR MSCI EAFE TR S&P Intl Div Opp DJ EPAC Sel Div TR 5 Year 7.19% 6.64% 0.97% 6.67% S&P Intl Div Opp 0.8604 0.8424 1.0000 0.9406 3 Year 8.06% 9.52% 0.90% 6.90% DJ EPAC Sel Div TR 0.8891 0.8774 0.9862 1.0000 1 Year -5.91% -0.48% -8.64% -8.03% Correlation Matrix** (5 Year/Monthly) IDOGXTR Annualized Standard Deviation (Monthly) 5 Year IDOGXTR MSCI EAFE TR S&P Intl Div Opp DJ EPAC Sel Div TR 16.58% 16.53% 18.67% 18.23% 3 Year 14.20% 13.00% 15.54% 15.14% 1 Year 10.28% 9.27% 12.76% 11.51% MSCI EAFE TR S&P Intl Div Opp IDOGXTR 1.0000 MSCI EAFE TR 0.9759 1.0000 S&P Intl Div Opp 0.9689 0.9512 1.0000 DJ EPAC Sel Div TR 0.9779 0.9675 0.9631 IDOGXTR MSCI EAFE TR S&P Intl Div Opp DJ EPAC Sel Div TR 5 Year 0.4835 0.4538 0.1283 0.4283 3 Year 0.6004 0.7481 0.1190 1 Year -0.5546 -0.0214 -0.6547 IDOGXTR MSCI EAFE TR S&P Intl Div Opp IDOGXTR 1.0000 MSCI EAFE TR 0.9524 1.0000 0.5003 S&P Intl Div Opp 0.9388 0.9048 1.0000 -0.6814 DJ EPAC Sel Div TR 0.9563 0.9361 0.9276 *All data as of March 31, 2015 **Dependent variable shown in Column Headers, Independent shown in Row Headers Sector Distribution Energy 10.21% Consumer Discretionary 9.88% Information Technology 10.16% Financials 10.11% Materials 9.88% Industrials 9.98% Health Care 10.10% Utilities 10.06% Country Distribution Index Composition Telecommunication Services 10.03% 1.0000 R-Square Matrix** (5 Year/Monthly) Sharpe Ratio Consumer Staples 9.59% DJ EPAC Sel Div TR Hong Kong 3.85% Austria 2.08% Others 5.98% United Kingdom 23.71% Norway 3.94% Italy 4.09% Sweden 5.98% Japan 8.32% Australia 21.60% France 9.91% Spain 10.54% DJ EPAC Sel Div TR 1.0000
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