through: Dec 17, 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 $95 +1.7%
+7.4%
+36.5% +14.5% +0.1%
FAB First Trust AlphaDEX Multi Cap VAlue $185 +2.2%
+4.3%
+37.3% +16.8% +0.4%
FNDA Schwab Fundamental U.S. Small Cap $121 +2.2%
+4.8%
N/A N/A N/A
FNDB Schwab Fundamental Broad Market $164 +1.5%
+8.9%
N/A N/A N/A
FNK First Trust AlphaDEX Mid Cap Value $69 +1.8%
+2.2%
+38.5% +16.6% N/A
FYT First Trust AlphaDEX Small Cap Value $61 +2.2%
+0.1%
+43.3% +17.2% N/A
NOBL ProShares S&P 500 Dividend Aristocrats $440 +1.9%
+13.3%
N/A N/A N/A
VIOG Vanguard S&P 500 Small Cap Growth $62 +2.9%
+0.8%
+42.8% +13.5% +3.6%
XMLV PowerShares S&P MidCap Low Volatility $54 +1.6%
+16.1%
N/A N/A N/A
XTN SPDR S&P Transportation ETF $475 +1.3%
+27.3%
+52.0% +20.4% N/A

International Equity

CGW Guggenheim S&P Global Water $352 +1.2%
+1.2%
+26.3% +21.1% -7.8%
DFJ WisdomTree Japan Small Cap Dividend $281 +1.7%
-3.5%
+19.5% +7.4% -3.7%
FNDF Schwab Fundamental Intl Large Company $177 +1.1%
-7.2%
N/A N/A N/A
GVAL Cambria Global Value ETF $57 +2.1%
-18.7%
N/A N/A N/A

Emerging Markets Equity

ASHR Deutsche X-Trackers CSI 300 China A Shares $650 +3.2%
+45.6%
N/A N/A N/A

Corporate/Credit Bonds

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

Quasi-Equity: REITs, Preferreds, MLPs etc

GAL SPDR SSGA Global Allocation $124 +1.2%
+4.1%
+12.8% N/A N/A
MLPX Global X MLP & Energy Infrastructure ETF $180 +4.5%
+11.4%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products

RUSL +3x Direxion Lev Long Russia Bull $137 +32.0%
-89.1%
-15.7% +18.5% N/A
UGAZ +3x VelocityShares Lev Long Natural Gas $459 +3.7%
-59.4%
-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 Nov-2014