through: Jun 27, 2017

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2016 2015 2014

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $1,861 -1.5%
+17.3%
+21.5% -1.2% +25.5%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $15 -0.3%
-7.7%
-10.2% +9.1% -0.4%
DOG -1x ProShares Short Dow 30 $261 +0.5%
-8.2%
-15.8% -2.9% -10.8%
EFZ -1x ProShares Short MSCI EAFE Index $33 -0.1%
-13.4%
-4.6% -3.0% +3.9%
EUM -1x ProShares Short MSCI Emerging Markets $159 +1.1%
-16.5%
-15.3% +11.9% +0.1%
MYY -1x ProShares Short S&P MidCap 400 $15 +0.8%
-5.7%
-19.3% -0.8% -11.3%
PSQ -1x Proshares Short QQQ $279 +1.8%
-14.8%
-9.4% -12.2% -18.5%
REK -1x Proshares Short DJ Real Estate $15 +0.4%
-6.9%
-9.5% -4.4% -24.1%
RWM -1x ProShares Short Russell 2000 $346 +0.9%
-4.7%
-21.2% +0.5% -8.5%
SEF -1x Proshares Short DJ U.S. Financials $29 -0.4%
-6.0%
-17.2% -3.8% -14.9%
SH -1x ProShares Short S&P 500 Index $2,019 +0.7%
-8.2%
-12.5% -4.2% -13.7%
SJB -1x ProShares Short iBoxx High-Yield $123 +0.3%
-4.1%
-14.0% +2.4% -4.6%
TBF -1x ProShares Short 20+ Year Treasury $675 +1.0%
-7.2%
-3.4% -1.7% -23.5%
TBX -1x ProShares Short 7-10 Yr Treasury $41 +0.3%
-3.6%
-1.5% -3.2% -10.1%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $342 -5.6%
+34.3%
-44.2% +13.9% +66.8%
DDM +2x ProShares Leveraged Long Dow 30 $313 -1.0%
+17.4%
+31.6% -3.3% +17.9%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $128 -0.2%
-28.5%
+47.7% -44.0% -21.9%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $35 -1.1%
+11.7%
+44.8% -4.6% +30.1%
EET +2x ProShares Lev Long MSCI Emerg Mkts $30 -2.0%
+39.7%
+14.5% -33.4% -11.0%
EFO +2x ProShares Lev Long MSCI EAFE $11 +0.5%
+30.4%
-2.9% -6.4% -14.5%
EZJ +2x ProShares Leveraged Long Japan $10 -1.1%
+21.0%
-0.8% +14.5% -15.3%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $375 -2.8%
+33.6%
+47.1% -21.0% +36.3%
MVV +2x ProShares Leveraged Long S&P Midcap $114 -1.8%
+9.0%
+39.6% -7.6% +16.0%
QLD +2x ProShares Leveraged Long Nasdaq-100 $1,258 -3.6%
+35.1%
+10.2% +14.7% +37.6%
ROM +2x ProShares Leveraged Long DJ Technology $229 -3.5%
+36.8%
+23.5% +3.6% +38.9%
RXL +2x ProShares Ultra Health Care $84 -2.5%
+34.4%
-8.8% +7.5% +53.1%
SAA +2x ProShares Lev S&P SmallCap 600 $24 +0.0%
+1.5%
+51.1% -5.6% +7.7%
UPW +2x ProShares Ultra Utilities $16 -2.6%
+21.7%
+29.2% -12.5% +60.0%
UWM +2x ProShares Leveraged Long Russell 2000 $158 -1.8%
+6.3%
+41.2% -12.3% +6.4%
UYG +2x ProShares Leveraged Long DJ Financials $776 +0.5%
+10.0%
+31.4% -4.1% +27.4%
UYM +2x ProShares Leveraged Long Materials $55 -1.0%
+13.5%
+36.5% -27.1% +2.9%
XPP +2x ProShares Lev Long FTSE China $43 -1.9%
+31.9%
-3.7% -30.2% +19.6%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $35 +0.3%
+32.4%
-47.9% +34.7% +8.4%
DXD -2x Proshares Leveraged Short Dow 30 $229 +0.9%
-15.9%
-29.7% -7.4% -20.6%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $32 +2.3%
-30.8%
-31.2% +20.6% -1.7%
EFU -2x ProShares Leveraged Short MSCI EAFE $4 -0.5%
-25.2%
-12.2% -7.8% +6.9%
EPV -2x ProShares Leveraged Short MSCI Europe $32 -0.6%
-29.3%
-12.1% -7.8% +5.2%
FXP -2x ProShares Lev Short FTSE China 25 $44 +2.0%
-26.8%
-18.8% -0.8% -30.8%
MZZ -2x ProShares Leveraged Short S&P Midcap $5 +0.0%
-12.6%
-36.0% -3.0% -21.8%
QID -2x ProShares Leveraged Short QQQ $281 +3.7%
-27.5%
-19.5% -24.7% -34.2%
REW -2x ProShares Lev Short DJ Technology $2 +2.3%
-30.3%
-29.6% -16.2% -36.7%
SDS -2x ProShares Leveraged Short S&P 500 $1,418 +1.4%
-15.8%
-24.2% -9.6% -25.7%
SKF -2x ProShares Lev Short DJ Financials $50 -0.5%
-11.6%
-33.3% -8.6% -28.0%
TWM -2x ProShares Leveraged Short Russell 2000 $174 +1.7%
-9.7%
-39.6% -0.8% -17.7%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $280 +1.5%
+6.6%
+18.5% -28.8% -39.6%
BDCL +2x ETRACS Leveraged WF Business Develop $258 -1.0%
+6.6%
+47.2% -11.3% -16.0%
BDD +2x Leveraged Long DB Base Metals ETN $4 +9.4%
+12.7%
+55.9% -45.5% -10.5%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $275 -0.4%
+17.2%
+33.2% -20.2% +4.5%
DAG +2x Leveraged DB Agriculture Double Long $7 +0.7%
-12.6%
+6.4% -37.1% -28.4%
DGP +2x PowerShares DB Gold Double Long ETN $120 +0.9%
+15.8%
+10.9% -22.8% -6.4%
DYY +2x Powershares Lev Long DB Commodity $1 +0.0%
-25.0%
+22.4% -18.1% -42.3%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $48 -2.2%
+14.3%
+0.3% -7.9% +60.4%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $798 +3.7%
-41.4%
-6.9% -75.8% -67.8%
UGL +2x ProShares Leveraged Long Gold $94 +0.6%
+14.8%
+11.7% -22.6% -6.9%
ULE +2x ProShares Leveraged Long Euro Currency $13 +2.8%
+13.3%
-9.2% -21.7% -23.8%
URE +2x ProShares Lev Long DJ Real Estate $167 -1.1%
+12.4%
+10.4% -0.2% +57.9%
UST +2x ProShares Lev Long 7-10 Yr Tsy $41 -1.1%
+5.5%
+0.5% +1.9% +17.7%
YCL +2x Proshares Leveraged Long Yen Currency $6 -1.6%
+6.4%
+1.5% -3.2% -24.1%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $28 -0.7%
-15.0%
-22.7% +17.3% -1.7%
EUO -2x ProShares Lev Short Euro Currency $256 -3.0%
-13.7%
+6.1% +18.1% +26.7%
GLL -2x ProShares Leveraged Short Gold $33 -0.9%
-16.8%
-21.8% +15.6% -3.2%
KOLD -2x ProShares UltraShort BBG Natural Gas $9 +0.2%
+42.1%
-50.5% +70.3% +18.3%
PST -2x ProShares Lev Short 7-10yr Treasury $125 +1.0%
-6.2%
-2.9% -6.2% -18.3%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $163 -3.6%
+48.8%
-52.6% +74.6% +142.3%
SRS -2x ProShares Short DJ Real Estate $34 +1.2%
-13.2%
-20.4% -12.0% -41.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $2,054 +2.1%
-14.5%
-7.4% -5.0% -41.4%
YCS -2x Proshares Leveraged Short Yen Currency $190 +0.5%
-8.3%
-8.7% -1.6% +25.9%
ZSL -2x ProShares Leveraged Short Silver $21 -1.6%
-12.7%
-40.0% +8.1% +32.4%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $156 -2.9%
+53.4%
-17.5% +7.4% +80.0%
DRN +3x Direxion Lev MSCI Real Estate $70 -2.5%
+7.3%
+13.5% -4.2% +108.2%
EDC +3x Direxion Lev MSCI Emerging Markets $194 -3.5%
+61.6%
+14.8% -49.8% -20.1%
ERX +3x Direxion Lev Rus 1000 Energy $511 -0.5%
-39.0%
+70.3% -61.3% -32.7%
FAS +3x Direxion Lev Rus 1000 Financials $1,360 +0.4%
+16.4%
+40.7% -8.6% +40.8%
GASL +3x Direxion Daily Natural Gas Bull $43 -1.2%
-58.3%
-27.5% -97.1% -87.4%
JNUG +3x Direxion Leveraged Junior Gold Miners $729 -2.4%
-15.1%
+79.7% -74.5% -83.8%
LABU +3x DRXN S&P Biotech Bull 3x Shares $268 -10.5%
+103.0%
-62.9% N/A N/A
MIDU +3x Direxion Leveraged MidCap S&P 400 $59 -2.2%
+13.0%
+58.9% -15.1% +22.6%
NUGT +3x Direxion Leveraged Long Gold Miners $1,515 -3.8%
+3.1%
+57.3% -78.2% -59.3%
RETL +3x Direxion Leveraged Retail Sector Bull $25 +0.4%
-26.6%
-0.9% +44.3% +32.7%
RUSL +3x Direxion Lev Long Russia Bull $147 -1.4%
-35.8%
+126.1% -32.5% -91.1%
SOXL +3x Direxion Philadelphia Semiconductor $315 -8.1%
+49.0%
+123.2% -20.6% +95.3%
SPXL +3x Direxion Leveraged S&P 500 $566 -2.2%
+26.3%
+30.0% -5.5% +37.5%
TECL +3x DirexionTechnology Bull $292 -4.8%
+47.0%
+37.1% +4.7% +52.5%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $89 -3.3%
+20.9%
-2.5% -13.7% +97.3%
TNA +3x Direxion Leveraged Russell 2000 $720 -2.6%
+8.0%
+59.2% -21.5% +5.2%
TQQQ +3x ProShares Leveraged NASDAQ-100 $1,772 -5.5%
+55.8%
+11.4% +17.2% +57.1%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $5 -1.3%
+9.5%
+0.5% +2.1% +25.6%
UDOW +3x ProShares Leveraged Dow 30 $167 -1.4%
+26.7%
+47.5% -8.6% +26.0%
UGAZ +3x VelocityShares Lev Long Natural Gas $519 -0.8%
-69.3%
-24.3% -87.7% -81.4%
UGLD +3x VelocityShares Leveraged Long Gold $102 +1.1%
+22.2%
+13.4% -34.3% -12.8%
UPRO +3x ProShares Leveraged S&P 500 $880 -2.3%
+26.5%
+30.8% -5.2% +38.0%
URTY +3x ProShares Ultrapro Russell 2000 $113 -2.6%
+7.9%
+60.1% -21.0% +5.9%
YINN +3x Direxion Leveraged FTSE China $160 -2.9%
+47.7%
-15.6% -50.4% +19.1%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $169 +0.6%
+61.3%
-75.8% +55.7% -9.0%
DUST -3x Direxion Daily Gold Miners Bear $275 +3.8%
-37.3%
-94.1% -33.0% -44.0%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $106 +3.5%
-42.9%
-46.3% +25.2% -5.8%
ERY -3x Direxion S&P Leveraged Short Energy $48 +0.4%
+47.2%
-67.5% +39.6% +4.4%
FAZ -3x Direxion Lev Rus 1000 Financials $241 -0.6%
-19.2%
-47.3% -18.7% -41.1%
SDOW -3x ProShares Leveraged Short Dow 30 $202 +1.3%
-23.1%
-42.4% -13.8% -30.3%
SPXS -3x Direxion Leveraged Short S&P 500 $431 +2.4%
-23.1%
-36.2% -17.9% -38.0%
SPXU -3x ProShares Leveraged Short S&P 500 $698 +2.3%
-22.9%
-35.6% -16.6% -36.9%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $496 +5.4%
-38.7%
-30.1% -37.5% -48.0%
SRTY -3x ProShares Lev Short Russell 2000 $111 +2.8%
-15.2%
-55.3% -5.1% -28.1%
TECS -3x Direxion Technology Bear $15 +4.7%
-35.6%
-43.4% -31.1% -46.1%
TMV -3x Direxion Lev Short 20-Yr Treasury $421 +3.2%
-22.0%
-14.3% -11.8% -56.4%
TZA -3x Direxion Leveraged Russell 2000 $708 +2.5%
-15.5%
-55.9% -6.3% -29.3%
YANG -3x Direxion Daily FTSE China Bear $55 +3.0%
-37.7%
-31.8% -13.0% -45.7%

Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $159 -0.3%
+6.1%
N/A N/A N/A
SVXY -1x Proshares Inverse VIX Short-Term $720 -3.5%
+78.2%
+80.3% -17.5% -9.4%
TVIX +2x VelocityShares Daily VIX Short-Term $194 +6.2%
-78.1%
-93.9% -77.3% -63.2%
UVXY +2x ProShares Leveraged VIX Short-Term $387 +6.6%
-78.0%
-93.8% -77.5% -62.5%
VIXM ProShares S&P 500 VIX Mid-Term Futures $31 +1.0%
-34.9%
-21.6% -15.5% -17.2%
VIXY ProShares S&P 500 VIX Short-Term Futures $149 +3.2%
-50.4%
-68.1% -36.5% -26.4%
VXX S&P 500 VIX Short-Term Futures $962 +3.3%
-50.3%
-68.3% -36.2% -25.9%
VXZ S&P 500 VIX Mid-Term Futures $30 +1.0%
-34.8%
-21.8% -15.1% -16.5%
XIV -1x VelocityShares Inverse VIX Short-Term $827 -3.4%
+79.9%
+81.2% -17.1% -9.4%
XVZ iPath S&P 500 Dynamic VIX ETN $17 -0.2%
-12.5%
+7.4% -9.4% -15.6%
XXV -1x iPath Inverse VIX Short-Tm Futures ETN $0 +0.0%
+1.1%
-1.3% -0.5% -0.5%
ZIV -1x VelocityShares Inverse VIX Medium-Term $109 -1.0%
+50.2%
+12.7% -1.1% +7.9%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end May-2017