through: Nov 26, 2014

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. #
Symbol ETF Assets * 1-Day Rtn Year-To-Date Return 2013 2012 2011

U.S. Equity

EWRI Guggenheim Russell 1000 Equal Weight $93 +0.0%
+11.9%
+36.5% +14.5% +0.1%
FAB First Trust AlphaDEX Multi Cap VAlue $184 -0.3%
+7.4%
+37.3% +16.8% +0.4%
FNDA Schwab Fundamental U.S. Small Cap $113 +0.2%
+7.1%
N/A N/A N/A
FNDB Schwab Fundamental Broad Market $159 +0.1%
+12.1%
N/A N/A N/A
FNK First Trust AlphaDEX Mid Cap Value $68 -0.5%
+5.9%
+38.5% +16.6% N/A
FYT First Trust AlphaDEX Small Cap Value $61 -0.2%
+2.0%
+43.3% +17.2% N/A
VIOG Vanguard S&P 500 Small Cap Growth $62 +0.3%
+2.3%
+42.8% +13.5% +3.6%
VIOV Vanguard S&P Small Cap 600 Value $85 +0.2%
+5.6%
+39.5% +17.6% -2.1%
XMLV PowerShares S&P MidCap Low Volatility $45 +0.3%
+16.0%
N/A N/A N/A
XTN SPDR S&P Transportation ETF $329 +0.0%
+29.4%
+52.0% +20.4% N/A

International Equity

CGW Guggenheim S&P Global Water $344 +0.6%
+5.3%
+26.3% +21.1% -7.8%
DFJ WisdomTree Japan Small Cap Dividend $299 +0.2%
-3.1%
+19.5% +7.4% -3.7%
FNDF Schwab Fundamental Intl Large Company $169 +0.3%
-1.4%
N/A N/A N/A
GVAL Cambria Global Value ETF $55 +0.4%
-11.1%
N/A N/A N/A

Emerging Markets Equity

ASHR Deutsche X-Trackers CSI 300 China A Shares $416 -0.3%
+20.0%
N/A N/A N/A

Corporate/Credit Bonds

FLRN SPDR Barclays Invest Grade Floating Rate $395 -0.1%
+0.2%
+0.8% +2.9% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

GAL SPDR SSGA Global Allocation $121 +0.0%
+6.3%
+12.8% N/A N/A
MLPX Global X MLP & Energy Infrastructure ETF $184 +0.8%
+24.3%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products

RUSL +3x Direxion Lev Long Russia Bull $176 -3.0%
-72.1%
-15.7% +18.5% N/A
UGAZ +3x VelocityShares Lev Long Natural Gas $535 -5.3%
-29.5%
-2.2% 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 Oct-2014