through: Jul 27, 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

FVC First Trust Dorsey Wright Dynamic Focus 5 $92 -1.1%
+5.2%
N/A N/A N/A
HTUS Hull Tactical US ETF $46 +0.1%
+4.5%
N/A N/A N/A
IVOV Vanguard S&P Mid-Cap 400 Value $366 -0.4%
+13.8%
-7.0% +12.1% +34.4%
JKL iShares Morningstar Small Cap Value $388 -0.4%
+11.8%
-8.8% +9.9% +35.2%
OUSA Oshares FTSE US Quality Dividend ETF $186 -0.6%
+13.5%
N/A N/A N/A
SIZE iShares MSCI USA Size Factor ETF $211 -0.4%
+8.6%
+1.6% +16.1% N/A
VONE Vanguard Russell 1000 $635 +0.0%
+7.2%
+0.7% +13.3% +33.0%
VONV Vanguard Russell 1000 Value $538 -0.3%
+8.8%
-3.8% +13.2% +32.7%
XRLV PowerShares S&P 500 ex-Rate Senstv Low Vol $132 -0.6%
+10.5%
N/A N/A N/A

International Equity

IDHQ PowerShares S&P Int'l Dvlp High Quality N/A +0.4%
+2.0%
+7.5% -2.4% +16.6%
IQDF FlexShares International Quality Dividend N/A +0.5%
+7.2%
-9.3% -5.9% N/A
JPIN JPMorgan Diversified Factor Return Intl N/A +0.4%
+3.0%
+2.6% N/A N/A
WDIV SPDR S&P Global Dividend Aristocats N/A +0.0%
+14.1%
-7.9% +4.3% N/A

Corporate/Credit Bonds

ANGL VanEck Vectors Fallen Angel High Yld Bond N/A +0.2%
+19.5%
-1.4% +2.7% +7.2%
SNLN Highland iBoxx Senior Loan ETF N/A -0.1%
+5.7%
-2.0% +0.5% +3.9%

Quasi-Equity: REITs, Preferreds, MLPs etc

YYY YieldShares High Income ETF $88 +0.3%
+15.4%
-9.1% +1.4% +11.4%

Commodities

COMT iShares Commodities Select Strategy ETF $290 -0.9%
+10.2%
-30.4% N/A N/A

Derivatives - Leveraged and Volatility Products

JNUG +3x Direxion Leveraged Junior Gold Miners $278 +16.4%
+721.7%
-74.5% -83.8% N/A
KOLD -2x ProShares UltraShort BBG Natural Gas $12 +1.6%
-14.2%
+70.3% +18.3% -31.8%
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 May-2016