through: Dec 02, 2016

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2015 2014 2013

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $1,605 +0.2%
+16.2%
-1.2% +25.5% +70.5%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $22 -0.7%
-12.2%
+9.1% -0.4% +33.2%
DOG -1x ProShares Short Dow 30 $307 +0.2%
-13.0%
-2.9% -10.8% -24.1%
EFZ -1x ProShares Short MSCI EAFE Index $85 -0.2%
-1.8%
-3.0% +3.9% -20.0%
EUM -1x ProShares Short MSCI Emerging Markets $235 +0.1%
-14.3%
+11.9% +0.1% -1.4%
MYY -1x ProShares Short S&P MidCap 400 $20 -1.7%
-17.6%
-0.8% -11.3% -27.1%
PSQ -1x Proshares Short QQQ $310 -0.1%
-6.8%
-12.2% -18.5% -28.6%
REK -1x Proshares Short DJ Real Estate $19 -1.1%
-5.1%
-4.4% -24.1% -5.2%
RWM -1x ProShares Short Russell 2000 $412 +0.1%
-18.3%
+0.5% -8.5% -30.6%
SEF -1x Proshares Short DJ U.S. Financials $31 +0.5%
-14.2%
-3.8% -14.9% -27.4%
SH -1x ProShares Short S&P 500 Index $2,005 -0.1%
-10.3%
-4.2% -13.7% -25.9%
SJB -1x ProShares Short iBoxx High-Yield $187 -0.5%
-12.3%
+2.4% -4.6% -8.8%
TBF -1x ProShares Short 20+ Year Treasury $741 -0.6%
-3.3%
-1.7% -23.5% +11.9%
TBX -1x ProShares Short 7-10 Yr Treasury $30 -0.2%
-1.8%
-3.2% -10.1% +4.6%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $420 +0.8%
-41.8%
+13.9% +66.8% +159.6%
DDM +2x ProShares Leveraged Long Dow 30 $254 -0.2%
+23.6%
-3.3% +17.9% +64.7%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $170 +0.4%
+43.9%
-44.0% -21.9% +53.2%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $55 +1.1%
+39.1%
-4.6% +30.1% +63.6%
EET +2x ProShares Lev Long MSCI Emerg Mkts $25 -0.2%
+13.3%
-33.4% -11.0% -11.4%
EFO +2x ProShares Lev Long MSCI EAFE $10 +0.8%
-7.7%
-6.4% -14.5% +42.6%
EZJ +2x ProShares Leveraged Long Japan $11 +0.0%
+1.5%
+14.5% -15.3% +50.1%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $286 -0.5%
+39.9%
-21.0% +36.3% -2.7%
MVV +2x ProShares Leveraged Long S&P Midcap $129 +0.4%
+33.8%
-7.6% +16.0% +71.4%
QLD +2x ProShares Leveraged Long Nasdaq-100 $877 +0.3%
+4.6%
+14.7% +37.6% +82.1%
ROM +2x ProShares Leveraged Long DJ Technology $114 +0.8%
+16.0%
+3.6% +38.9% +56.9%
RXL +2x ProShares Ultra Health Care $67 +0.2%
-11.0%
+7.5% +53.1% +94.0%
SAA +2x ProShares Lev S&P SmallCap 600 $23 +1.0%
+40.4%
-5.6% +7.7% +94.1%
UPW +2x ProShares Ultra Utilities $12 +2.4%
+18.7%
-12.5% +60.0% +30.0%
UWM +2x ProShares Leveraged Long Russell 2000 $201 -0.1%
+32.2%
-12.3% +6.4% +87.0%
UYG +2x ProShares Leveraged Long DJ Financials $755 -0.9%
+22.6%
-4.1% +27.4% +74.2%
UYM +2x ProShares Leveraged Long Materials $56 +0.0%
+37.6%
-27.1% +2.9% +38.6%
XPP +2x ProShares Lev Long FTSE China $39 -0.6%
+7.5%
-30.2% +19.6% -7.2%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $34 -0.2%
-46.4%
+34.7% +8.4% -41.5%
DXD -2x Proshares Leveraged Short Dow 30 $239 +0.3%
-24.9%
-7.4% -20.6% -42.6%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $45 +0.2%
-29.6%
+20.6% -1.7% -5.0%
EFU -2x ProShares Leveraged Short MSCI EAFE $7 +0.0%
-7.0%
-7.8% +6.9% -36.6%
EPV -2x ProShares Leveraged Short MSCI Europe $53 -0.7%
-3.4%
-7.8% +5.2% -42.2%
FXP -2x ProShares Lev Short FTSE China 25 $47 +1.3%
-26.4%
-0.8% -30.8% -13.1%
MZZ -2x ProShares Leveraged Short S&P Midcap $16 +0.3%
-32.9%
-3.0% -21.8% -47.2%
QID -2x ProShares Leveraged Short QQQ $355 -0.2%
-14.8%
-24.7% -34.2% -49.4%
REW -2x ProShares Lev Short DJ Technology $4 -0.9%
-24.5%
-16.2% -36.7% -41.5%
SDS -2x ProShares Leveraged Short S&P 500 $1,842 -0.1%
-20.4%
-9.6% -25.7% -45.2%
SKF -2x ProShares Lev Short DJ Financials $45 +0.9%
-28.2%
-8.6% -28.0% -48.1%
TWM -2x ProShares Leveraged Short Russell 2000 $157 +0.0%
-35.0%
-0.8% -17.7% -52.5%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $275 +2.4%
+31.7%
-28.8% -39.6% -64.3%
BDCL +2x ETRACS Leveraged WF Business Develop $239 -0.4%
+37.8%
-11.3% -16.0% +32.6%
BDD +2x Leveraged Long DB Base Metals ETN $4 +0.0%
+67.6%
-45.5% -10.5% -22.4%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $185 +0.9%
+26.2%
-20.2% +4.5% N/A
DAG +2x Leveraged DB Agriculture Double Long $8 -2.8%
+6.1%
-37.1% -28.4% -38.4%
DGP +2x PowerShares DB Gold Double Long ETN $108 +0.8%
+15.9%
-22.8% -6.4% -51.8%
DYY +2x Powershares Lev Long DB Commodity $1 -6.3%
+17.0%
-18.1% -42.3% -27.1%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $43 +1.1%
+0.3%
-7.9% +60.4% -26.8%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $1,073 +2.8%
-10.6%
-75.8% -67.8% +9.9%
UGL +2x ProShares Leveraged Long Gold $94 +0.9%
+17.1%
-22.6% -6.9% -51.6%
ULE +2x ProShares Leveraged Long Euro Currency $12 +0.2%
-6.9%
-21.7% -23.8% +6.8%
URE +2x ProShares Lev Long DJ Real Estate $178 +2.1%
+0.8%
-0.2% +57.9% -0.7%
UST +2x ProShares Lev Long 7-10 Yr Tsy $31 +0.9%
+0.7%
+1.9% +17.7% -12.5%
YCL +2x Proshares Leveraged Long Yen Currency $6 +0.7%
+7.5%
-3.2% -24.1% -34.2%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $43 -1.0%
-26.2%
+17.3% -1.7% +72.0%
EUO -2x ProShares Lev Short Euro Currency $366 +0.0%
+3.4%
+18.1% +26.7% -10.3%
GLL -2x ProShares Leveraged Short Gold $69 -0.6%
-24.6%
+15.6% -3.2% +65.4%
KOLD -2x ProShares UltraShort BBG Natural Gas $2 +4.1%
-38.2%
+70.3% +18.3% -31.8%
PST -2x ProShares Lev Short 7-10yr Treasury $148 -0.7%
-3.1%
-6.2% -18.3% +9.8%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $126 -2.7%
-49.8%
+74.6% +142.3% -21.9%
SRS -2x ProShares Short DJ Real Estate $39 -2.1%
-12.2%
-12.0% -41.0% -11.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $2,224 -1.2%
-7.4%
-5.0% -41.4% +24.8%
YCS -2x Proshares Leveraged Short Yen Currency $315 -0.8%
-13.8%
-1.6% +25.9% +39.7%
ZSL -2x ProShares Leveraged Short Silver $24 -2.3%
-44.5%
+8.1% +32.4% +80.1%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $175 +0.8%
-20.0%
+7.4% +80.0% +164.8%
DRN +3x Direxion Lev MSCI Real Estate $74 +3.0%
-1.9%
-4.2% +108.2% -2.2%
EDC +3x Direxion Lev MSCI Emerging Markets $209 -0.3%
+12.9%
-49.8% -20.1% -21.2%
ERX +3x Direxion Lev Rus 1000 Energy $573 +0.7%
+65.5%
-61.3% -32.7% +85.4%
FAS +3x Direxion Lev Rus 1000 Financials $1,171 -1.3%
+27.9%
-8.6% +40.8% +125.9%
GASL +3x Direxion Daily Natural Gas Bull $72 +0.0%
-18.6%
-97.1% -87.4% +69.2%
JNUG +3x Direxion Leveraged Junior Gold Miners $558 +10.8%
+135.4%
-74.5% -83.8% N/A
LABU +3x DRXN S&P Biotech Bull 3x Shares $256 +3.2%
-57.1%
N/A N/A N/A
MIDU +3x Direxion Leveraged MidCap S&P 400 $56 +0.4%
+49.4%
-15.1% +22.6% +121.7%
NUGT +3x Direxion Leveraged Long Gold Miners $1,169 +10.2%
+75.5%
-78.2% -59.3% -95.0%
RETL +3x Direxion Leveraged Retail Sector Bull $46 -0.2%
+10.5%
+44.3% +32.7% +137.6%
RUSL +3x Direxion Lev Long Russia Bull $170 +2.3%
+79.5%
-32.5% -91.1% -15.7%
SOXL +3x Direxion Philadelphia Semiconductor $133 +3.9%
+84.2%
-20.6% +95.3% +156.7%
SPXL +3x Direxion Leveraged S&P 500 $503 +0.1%
+21.5%
-5.5% +37.5% +118.4%
TECL +3x DirexionTechnology Bull $169 +1.0%
+22.5%
+4.7% +52.5% +87.4%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $64 +2.1%
-1.9%
-13.7% +97.3% -39.0%
TNA +3x Direxion Leveraged Russell 2000 $612 +0.0%
+44.4%
-21.5% +5.2% +146.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $1,053 +0.4%
+3.0%
+17.2% +57.1% +139.7%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $7 +0.0%
+2.4%
+2.1% +25.6% -18.4%
UDOW +3x ProShares Leveraged Dow 30 $124 -0.4%
+34.3%
-8.6% +26.0% +107.1%
UGAZ +3x VelocityShares Lev Long Natural Gas $437 -5.6%
-37.1%
-87.7% -81.4% -2.2%
UGLD +3x VelocityShares Leveraged Long Gold $73 +1.4%
+22.1%
-34.3% -12.8% -69.3%
UPRO +3x ProShares Leveraged S&P 500 $709 +0.2%
+22.2%
-5.2% +38.0% +118.5%
URTY +3x ProShares Ultrapro Russell 2000 $120 -0.2%
+44.8%
-21.0% +5.9% +147.9%
UWTI +3x VelocityShares Long Crude ETN $1,226 +3.8%
-34.9%
-91.9% -84.2% +7.6%
YINN +3x Direxion Leveraged FTSE China $168 -2.0%
-0.3%
-50.4% +19.1% +61.0%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $91 +5.9%
-64.1%
+55.7% -9.0% -57.1%
DUST -3x Direxion Daily Gold Miners Bear $271 -10.5%
-93.9%
-33.0% -44.0% +179.6%
DWTI -3x VelocityShares Leveraged Inverse Crude $208 -4.0%
-75.4%
+70.5% +260.9% -32.2%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $120 +0.3%
-44.1%
+25.2% -5.8% -11.7%
ERY -3x Direxion S&P Leveraged Short Energy $50 -0.7%
-66.1%
+39.6% +4.4% -57.1%
FAZ -3x Direxion Lev Rus 1000 Financials $278 +1.1%
-41.3%
-18.7% -41.1% -64.4%
SDOW -3x ProShares Leveraged Short Dow 30 $237 +0.4%
-36.3%
-13.8% -30.3% -56.9%
SPXS -3x Direxion Leveraged Short S&P 500 $480 +0.0%
-31.2%
-17.9% -38.0% -60.7%
SPXU -3x ProShares Leveraged Short S&P 500 $772 -0.1%
-30.7%
-16.6% -36.9% -60.1%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $588 -0.4%
-23.9%
-37.5% -48.0% -64.6%
SRTY -3x ProShares Lev Short Russell 2000 $101 +0.1%
-49.9%
-5.1% -28.1% -68.1%
TECS -3x Direxion Technology Bear $18 -0.9%
-35.9%
-31.1% -46.1% -55.2%
TMV -3x Direxion Lev Short 20-Yr Treasury $482 -2.1%
-14.0%
-11.8% -56.4% +34.1%
TZA -3x Direxion Leveraged Russell 2000 $564 +0.1%
-50.5%
-6.3% -29.3% -68.6%
YANG -3x Direxion Daily FTSE China Bear $58 +1.9%
-41.0%
-13.0% -45.7% -59.8%

Volatility Products

HVPW ALPS Equity High Volatility Put Write ETF $35 -0.8%
+1.2%
-1.5% +0.0% N/A
SVXY -1x Proshares Inverse VIX Short-Term $219 +0.1%
+61.7%
-17.5% -9.4% +106.2%
TVIX +2x VelocityShares Daily VIX Short-Term $249 +0.2%
-92.0%
-77.3% -63.2% -92.0%
UVXY +2x ProShares Leveraged VIX Short-Term $570 +0.1%
-91.9%
-77.5% -62.5% -92.0%
VIXM ProShares S&P 500 VIX Mid-Term Futures $51 +0.2%
-19.9%
-15.5% -17.2% -43.6%
VIXY ProShares S&P 500 VIX Short-Term Futures $179 +0.0%
-63.8%
-36.5% -26.4% -66.5%
VXX S&P 500 VIX Short-Term Futures $1,373 +0.0%
-64.0%
-36.2% -25.9% -66.6%
VXZ S&P 500 VIX Mid-Term Futures $45 +0.3%
-20.0%
-15.1% -16.5% -43.8%
XIV -1x VelocityShares Inverse VIX Short-Term $576 -0.1%
+62.2%
-17.1% -9.4% +107.2%
XVZ iPath S&P 500 Dynamic VIX ETN $15 +0.0%
+5.7%
-9.4% -15.6% -26.7%
XXV -1x iPath Inverse VIX Short-Tm Futures ETN $0 +0.0%
-0.3%
-0.5% -0.5% +1.8%
ZIV -1x VelocityShares Inverse VIX Medium-Term $72 -0.3%
+10.6%
-1.1% +7.9% +62.8%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Nov-2016