through: Aug 21, 2017

Recent ETF Additions - ETFreplay

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 2016 2015 2014

U.S. Equity Index ETFs

FNY First Trust Mid Cap Growth $95 -0.2%
+8.9%
+9.5% -1.4% +4.9%
FYC First Trust Small Cap Growth AlphaDEX $116 +0.1%
+7.7%
+13.8% +1.2% -1.1%

U.S. Sector ETFs

PSJ PowerShares Dynamic Software ETF $114 +0.0%
+22.9%
+11.6% +6.0% +11.0%

International Equity

BOTZ Global X Robotics & Artfcl Intllgnc ETF $276 -0.1%
+33.5%
N/A N/A N/A
DXJS WisdomTree Japan Hedged SmallCap Eq ETF $136 -0.1%
+11.2%
+8.5% +15.8% +9.1%
EUSC WisdomTree Europe Hedged SmallCap Eq $154 -0.4%
+16.0%
+8.1% N/A N/A
INTF iShares Edge MSCI Multifactor Intl $249 +0.2%
+18.3%
-0.6% N/A N/A
XT iShares Exponential Technologies $1,148 -0.3%
+21.7%
+9.4% N/A N/A

Emerging Markets Equity

ARGT Global X MSCI Argentina ETF $149 -0.2%
+25.6%
+28.0% -2.8% -3.6%
CQQQ Guggenheim China Technology ETF $146 +2.0%
+53.0%
-0.4% +5.7% -0.2%
EEMA iShares MSCI Emerging Markets Asia ETF $430 -2.2%
+29.9%
+5.7% -11.4% +3.3%
EMQQ EMQQ Emerging Markets Internet Ecommerce $225 +1.4%
+54.7%
-3.2% +5.0% N/A
FEMS First Trust Emerging Mkts SC AlphaDEX $211 +0.5%
+34.8%
+14.0% -14.1% -7.0%
INCO Columbia India Consumer ETF $135 -0.6%
+32.2%
+1.0% -0.6% +44.8%
SMIN iShares MSCI India Small Cap ETF $217 -1.0%
+36.4%
+0.5% -0.1% +53.2%

Corporate/Credit Bonds

AGGP IQ Enhanced Core Plus Bond US ETF $263 +0.1%
+3.7%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products

GUSH +3x Direxion Dly S&P Oil & Gas E&P $141 -3.8%
-70.0%
+53.1% N/A N/A
TYO -3x Direxion daily 7-10 Yr Trs Bear $29 -0.1%
-11.9%
-7.3% -11.6% -27.3%
UWT +3x VelocityShares Long Crude Oil ETN $454 -6.9%
-50.4%
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 Jul-2017