through: Aug 24, 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

HTUS Hull Tactical US ETF $65 +0.1%
+4.0%
N/A N/A N/A
IVOV Vanguard S&P Mid-Cap 400 Value $404 -0.7%
+15.0%
-7.0% +12.1% +34.4%
JKL iShares Morningstar Small Cap Value $376 -1.0%
+13.9%
-8.8% +9.9% +35.2%
LVHD Legg Mason Low Vol High Div ETF $58 -0.4%
+15.5%
N/A N/A N/A
OUSA Oshares FTSE US Quality Dividend ETF $213 -0.3%
+12.5%
N/A N/A N/A
SIZE iShares MSCI USA Size Factor ETF $211 -0.5%
+8.8%
+1.6% +16.1% N/A
VONE Vanguard Russell 1000 $634 -0.7%
+7.6%
+0.7% +13.3% +33.0%
VONV Vanguard Russell 1000 Value $575 -0.6%
+9.6%
-3.8% +13.2% +32.7%
XRLV PowerShares S&P 500 ex-Rate Senstv Low Vol $142 -0.4%
+10.6%
N/A N/A N/A

International Equity

IDHQ PowerShares S&P Int'l Dvlp High Quality $24 -0.2%
+2.8%
+7.5% -2.4% +16.6%
IQDF FlexShares International Quality Dividend $433 -0.3%
+9.0%
-9.3% -5.9% N/A
JPIN JPMorgan Diversified Factor Return Intl $356 -0.2%
+5.3%
+2.6% N/A N/A
WDIV SPDR S&P Global Dividend Aristocats $71 -0.4%
+15.7%
-7.9% +4.3% N/A

Corporate/Credit Bonds

ANGL VanEck Vectors Fallen Angel High Yld Bond $205 -0.1%
+22.3%
-1.4% +2.7% +7.2%
SNLN Highland iBoxx Senior Loan ETF $410 -0.1%
+6.0%
-2.0% +0.5% +3.9%

Quasi-Equity: REITs, Preferreds, MLPs etc

YYY YieldShares High Income ETF $92 -0.4%
+17.2%
-9.1% +1.4% +11.4%

Commodities

COMT iShares Commodities Select Strategy ETF $295 -1.9%
+13.7%
-30.4% N/A N/A

Derivatives - Leveraged and Volatility Products

JNUG +3x Direxion Leveraged Junior Gold Miners $423 -23.8%
+514.8%
-74.5% -83.8% N/A
KOLD -2x ProShares UltraShort BBG Natural Gas $3 -2.8%
-22.6%
+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 Jun-2016