through: Feb 05, 2016

Recent ETF Additions

Below is a list of the Exchange Traded Funds most recently added to ETFreplay. In order to maintain a clean database that delivers accurate backtest results, we only add ETFs that trade sufficient volume. The closing price of a thinly traded ETF often does not accurately reflect the return of the underlying index. As ETFreplay was primarily built for quantitative analysis, we believe such a discerning approach is necessary. #
ETF Name Assets * 1-Day Rtn Year-To-Date Return 2015 2014 2013

U.S. Equity Index ETFs

CFO Victory CEMP US 500 Enhanced Vol Wtd ETF N/A -1.6%
-7.6%
-1.2% N/A N/A
EWMC Guggenheim S&P 400 MidCap Eql Wgt N/A -1.7%
-9.5%
-5.0% +10.2% +35.0%
EWSC Guggenheim S&P SmallCap Eq Wgt N/A +0.0%
-11.9%
-10.9% +1.2% +43.0%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap N/A -1.7%
-7.9%
N/A N/A N/A
KNOW Direxion All Cap Insider Sentiment $146 -1.9%
-9.3%
+3.7% +19.0% +36.3%
PWB PowerShares Dynamic Large Cap Growth $433 -2.7%
-10.3%
+7.7% +13.6% +37.4%

U.S. Sector ETFs

PEZ PowerShares DWA Cons Cyclicals Momentum $282 -4.2%
-14.6%
-0.8% +8.6% +39.2%
PFI PowerShares DWA Financial Momentum $32 -2.7%
-11.2%
N/A N/A N/A
PSL PowerShares DWA Consumer Staples Momentum $366 -1.5%
-6.3%
+12.9% +16.7% +34.6%
PTF PowerShares DWA Technology Momentum $258 -6.0%
-17.4%
+3.4% +8.9% +35.8%
PYZ PowerShares DWA Basic Materials Momentum $56 -1.5%
-9.8%
-5.8% +4.0% +27.4%
QABA First Trust NASDAQ ABA Community Bank $224 -2.1%
-12.8%
+7.6% +2.8% +43.5%
XHE SPDR S&P Health Care Equip $51 -3.3%
-13.5%
+10.0% +16.0% +39.5%

Quasi-Equity: REITs, Preferreds, MLPs etc

FPE First Trust Preferred Securities Income $584 -0.3%
-1.4%
+6.1% +11.7% N/A
KBWY PowerShares KBW Premium Yield Equity REIT $105 -1.0%
-5.3%
-8.2% +23.7% +10.7%
RIGS Riverfront Strategic Income ETF $456 -0.1%
-1.0%
+0.9% +2.5% N/A
XMPT Market Vectors CEF Municipal Inc $60 +0.2%
+2.3%
+8.5% +18.1% -12.5%

Derivatives - Leveraged and Volatility Products

DWTI -3x VelocityShares 3x Inverse Crude $219 +6.9%
+42.5%
+70.5% +260.9% -32.2%
LABU +3x DRXN S&P Biotech Bull 3x Shares $142 -11.3%
-70.2%
N/A N/A N/A
All returns are Total Return: calculated using market prices and include any dividends

# Though these ETFs have been judged to meet the minimum criteria for inclusion, users should, as always, be skeptical of results that are derived during the early (illiquid) life of a given ETF.

* Total Net Assets (million) as of end Dec-2015