through: Dec 10, 2018

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2017 2016 2015

Primary Leveraged ETFs

SH -1x ProShares Short S&P 500 Index $1,639 -0.2%
+0.2%
-17.4% -12.5% -4.2%
SSO +2x ProShares Leveraged Long S&P 500 $2,472 +0.3%
-5.1%
+44.4% +21.5% -1.2%
TQQQ +3x ProShares Leveraged NASDAQ-100 $4,353 +3.1%
-3.2%
+118.1% +11.4% +17.2%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $11 +0.3%
+7.9%
-11.4% -10.2% +9.1%
DOG -1x ProShares Short Dow 30 $224 -0.1%
-0.8%
-21.5% -15.8% -2.9%
EFZ -1x ProShares Short MSCI EAFE Index $44 +0.9%
+14.5%
-20.2% -4.6% -3.0%
EUM -1x ProShares Short MSCI Emerging Markets $238 +1.0%
+15.2%
-28.1% -15.3% +11.9%
MYY -1x ProShares Short S&P MidCap 400 $18 +0.9%
+6.5%
-14.6% -19.3% -0.8%
PSQ -1x Proshares Short QQQ $421 -1.0%
-6.8%
-24.8% -9.4% -12.2%
REK -1x Proshares Short DJ Real Estate $9 +0.7%
-3.0%
-9.3% -9.5% -4.4%
RWM -1x ProShares Short Russell 2000 $245 +0.3%
+4.9%
-13.6% -21.2% +0.5%
SEF -1x Proshares Short DJ U.S. Financials $25 +1.0%
+5.1%
-17.1% -17.2% -3.8%
SJB -1x ProShares Short iBoxx High-Yield $125 -0.1%
+0.8%
-6.2% -14.0% +2.4%
TBF -1x ProShares Short 20+ Year Treasury $508 -0.5%
+5.6%
-8.5% -3.4% -1.7%
TBX -1x ProShares Short 7-10 Yr Treasury $42 -0.1%
+2.5%
-2.6% -1.5% -3.2%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $316 +0.4%
-11.9%
+40.5% -44.2% +13.9%
DDM +2x ProShares Leveraged Long Dow 30 $398 +0.2%
-4.6%
+59.6% +31.6% -3.3%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $92 -3.4%
-26.9%
-7.4% +47.7% -44.0%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $41 -0.1%
-4.5%
+30.5% +44.8% -4.6%
EET +2x ProShares Lev Long MSCI Emerg Mkts $24 -2.2%
-34.1%
+82.4% +14.5% -33.4%
EFO +2x ProShares Lev Long MSCI EAFE $7 -2.4%
-28.0%
+51.8% -2.9% -6.4%
EZJ +2x ProShares Leveraged Long Japan $6 -2.5%
-25.0%
+49.1% -0.8% +14.5%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $443 -1.6%
+0.3%
+36.9% +47.1% -21.0%
MVV +2x ProShares Leveraged Long S&P Midcap $120 -1.3%
-15.6%
+30.8% +39.6% -7.6%
QLD +2x ProShares Leveraged Long Nasdaq-100 $1,834 +2.1%
+2.9%
+70.3% +10.2% +14.7%
ROM +2x ProShares Leveraged Long DJ Technology $299 +2.9%
-0.1%
+81.1% +23.5% +3.6%
RXL +2x ProShares Ultra Health Care $151 +0.7%
+16.6%
+46.9% -8.8% +7.5%
SAA +2x ProShares Lev S&P SmallCap 600 $28 -1.5%
-11.9%
+23.9% +51.1% -5.6%
UPW +2x ProShares Ultra Utilities $16 +0.1%
+16.8%
+22.6% +29.2% -12.5%
UWM +2x ProShares Leveraged Long Russell 2000 $181 -0.6%
-14.7%
+26.9% +41.3% -12.3%
UYG +2x ProShares Leveraged Long DJ Financials $811 -2.0%
-14.8%
+39.3% +31.4% -4.1%
UYM +2x ProShares Leveraged Long Materials $45 -0.1%
-32.3%
+51.5% +36.5% -27.1%
XPP +2x ProShares Lev Long FTSE China $28 -0.6%
-28.0%
+80.2% -3.7% -30.2%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $20 +3.4%
+15.3%
-1.1% -47.9% +34.7%
DXD -2x Proshares Leveraged Short Dow 30 $136 -0.2%
-4.7%
-38.6% -29.7% -7.4%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $20 +1.9%
+25.4%
-49.0% -31.2% +20.6%
EFU -2x ProShares Leveraged Short MSCI EAFE $4 +1.7%
+28.6%
-36.9% -12.2% -7.8%
EPV -2x ProShares Leveraged Short MSCI Europe $20 +1.9%
+31.0%
-39.8% -12.1% -7.8%
FXP -2x ProShares Lev Short FTSE China 25 $34 +0.6%
+7.8%
-49.8% -18.8% -0.8%
MZZ -2x ProShares Leveraged Short S&P Midcap $4 +1.5%
+9.9%
-27.7% -36.0% -3.0%
QID -2x ProShares Leveraged Short QQQ $251 -2.1%
-17.4%
-44.0% -19.5% -24.7%
REW -2x ProShares Lev Short DJ Technology $5 -3.6%
-17.2%
-49.1% -29.6% -16.2%
SDS -2x ProShares Leveraged Short S&P 500 $776 -0.4%
-2.8%
-32.0% -24.2% -9.6%
SKF -2x ProShares Lev Short DJ Financials $26 +1.8%
+6.7%
-31.7% -33.3% -8.6%
TWM -2x ProShares Leveraged Short Russell 2000 $70 +0.7%
+5.7%
-26.4% -39.6% -0.8%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $173 -1.7%
-31.0%
+5.5% +18.5% -28.8%
BDCL +2x ETRACS Leveraged WF Business Develop $205 -1.8%
-4.5%
-2.5% +47.2% -11.3%
BDD +2x Leveraged Long DB Base Metals ETN $2 -1.9%
-33.5%
+64.8% +55.9% -45.5%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $221 -1.0%
-14.9%
+26.8% +33.2% -20.2%
DAG +2x Leveraged DB Agriculture Double Long $5 +2.4%
-21.5%
-17.8% +6.4% -37.1%
DGP +2x PowerShares DB Gold Double Long ETN $77 -1.0%
-12.4%
+24.2% +10.9% -22.8%
DYY +2x Powershares Lev Long DB Commodity $1 +3.2%
-39.7%
-2.1% +22.4% -18.1%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $29 +1.0%
-10.9%
+16.1% +0.3% -7.9%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $348 -6.4%
-28.5%
+0.3% -6.9% -75.8%
UGL +2x ProShares Leveraged Long Gold $76 -0.7%
-13.2%
+22.5% +11.7% -22.6%
ULE +2x ProShares Leveraged Long Euro Currency $7 -1.0%
-14.7%
+23.9% -9.2% -21.7%
URE +2x ProShares Lev Long DJ Real Estate $138 -1.2%
+1.3%
+16.6% +10.4% -0.2%
UST +2x ProShares Lev Long 7-10 Yr Tsy $59 +0.1%
-3.8%
+3.2% +0.5% +1.9%
YCL +2x Proshares Leveraged Long Yen Currency $3 -1.3%
-5.5%
+3.5% +1.5% -3.2%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $21 +1.1%
+15.1%
-21.8% -22.7% +17.3%
EUO -2x ProShares Lev Short Euro Currency $163 +1.1%
+16.0%
-21.7% +6.1% +18.1%
GLL -2x ProShares Leveraged Short Gold $20 +0.7%
+11.6%
-23.7% -21.8% +15.6%
KOLD -2x ProShares UltraShort BBG Natural Gas $24 +0.8%
-70.7%
+72.0% -50.5% +70.3%
PST -2x ProShares Lev Short 7-10yr Treasury $116 -0.1%
+4.4%
-4.5% -2.9% -6.2%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $121 +6.3%
+4.6%
-22.4% -52.6% +74.6%
SRS -2x ProShares Short DJ Real Estate $23 +1.2%
-8.0%
-18.0% -20.4% -12.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $1,554 -0.7%
+9.8%
-17.2% -7.4% -5.0%
YCS -2x Proshares Leveraged Short Yen Currency $67 +1.1%
+4.6%
-6.6% -8.7% -1.6%
ZSL -2x ProShares Leveraged Short Silver $20 +0.9%
+33.3%
-19.0% -40.0% +8.1%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $187 +1.0%
+20.4%
+69.3% -17.5% +7.4%
DRN +3x Direxion Lev MSCI Real Estate $45 -2.1%
-2.0%
+7.6% +13.5% -4.2%
EDC +3x Direxion Lev MSCI Emerging Markets $229 -2.9%
-50.1%
+138.6% +14.8% -49.8%
ERX +3x Direxion Lev Rus 1000 Energy $365 -4.8%
-41.2%
-11.6% +70.3% -61.3%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $43 -2.7%
-44.8%
+91.3% -17.8% -16.4%
FAS +3x Direxion Lev Rus 1000 Financials $1,708 -2.7%
-23.4%
+67.4% +40.7% -8.6%
GASL +3x Direxion Daily Natural Gas Bull $31 -7.4%
-66.9%
-43.0% -27.5% -97.1%
GUSH +3x Direxion Dly S&P Oil & Gas E&P $156 -9.8%
-58.7%
-40.2% +53.1% N/A
INDL +3x Direxion Daily MSCI India Bull 3x ETF $102 -12.3%
-50.0%
+128.0% -16.6% -33.0%
JNUG +3x Direxion Leveraged Junior Gold Miners $583 -2.5%
-59.0%
-20.2% +79.7% -74.5%
LABU +3x DRXN S&P Biotech Bull 3x Shares $678 +3.8%
-41.0%
+149.1% -62.9% N/A
MIDU +3x Direxion Leveraged MidCap S&P 400 $65 -2.1%
-25.5%
+46.9% +58.9% -15.1%
NUGT +3x Direxion Leveraged Long Gold Miners $1,067 -0.6%
-50.7%
+3.7% +57.3% -78.2%
RETL +3x Direxion Leveraged Retail Sector Bull $27 +1.4%
-21.5%
-1.3% -0.9% +44.3%
RUSL +3x Direxion Lev Long Russia Bull $136 -4.5%
-33.1%
+1.0% +126.1% -32.5%
SOXL +3x Direxion Philadelphia Semiconductor $616 +4.2%
-34.5%
+141.7% +123.2% -20.6%
SPXL +3x Direxion Leveraged S&P 500 $1,124 +0.5%
-11.6%
+71.0% +30.0% -5.5%
TECL +3x DirexionTechnology Bull $627 +4.4%
-9.2%
+124.8% +37.1% +4.7%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond N/A +1.3%
-16.8%
+22.7% -2.5% -13.7%
TNA +3x Direxion Leveraged Russell 2000 $950 -1.0%
-25.1%
+39.2% +59.2% -21.5%
TYD +3x Direxion Leveraged 7-10 Yr Treasury N/A +0.8%
-3.5%
+5.6% +0.5% +2.1%
UDOW +3x ProShares Leveraged Dow 30 $535 +0.5%
-10.8%
+99.1% +47.5% -8.6%
UGAZ +3x VelocityShares Lev Long Natural Gas $760 -1.2%
+109.5%
-84.2% -24.3% -87.7%
UGLD +3x VelocityShares Leveraged Long Gold $127 -1.2%
-21.1%
+33.3% +13.4% -34.3%
UPRO +3x ProShares Leveraged S&P 500 $1,516 +0.5%
-11.5%
+71.4% +30.8% -5.2%
URTY +3x ProShares Ultrapro Russell 2000 $120 -0.8%
-24.6%
+38.9% +60.1% -21.0%
USLV +3x Long VelocityShares Silver ETN $233 -2.2%
-46.8%
+1.6% +16.5% -48.3%
UWT +3x VelocityShares Long Crude Oil ETN $311 -9.4%
-45.9%
-11.4% N/A N/A
YINN +3x Direxion Leveraged FTSE China $326 -1.6%
-44.5%
+129.8% -15.6% -50.4%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $362 +1.2%
-90.6%
+81.5% -75.8% +55.7%
DUST -3x Direxion Daily Gold Miners Bear $115 +1.0%
+18.8%
-51.0% -94.1% -33.0%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $87 +2.8%
+35.2%
-64.1% -46.3% +25.2%
ERY -3x Direxion S&P Leveraged Short Energy $32 +4.9%
+16.8%
-5.6% -67.5% +39.6%
FAZ -3x Direxion Lev Rus 1000 Financials $135 +2.9%
+4.7%
-46.2% -47.3% -18.7%
JDST -3x Direxion Daily Jr Gold Miners Bear $63 +2.6%
+35.4%
-63.4% -97.6% -52.6%
LABD -3x Direxion Daily S&P Biotech Bear $54 -3.5%
-24.1%
-75.7% -39.0% N/A
SDOW -3x ProShares Leveraged Short Dow 30 $166 -0.3%
-10.6%
-52.3% -42.4% -13.8%
SPXS -3x Direxion Leveraged Short S&P 500 $257 -0.5%
-8.1%
-44.5% -36.2% -17.9%
SPXU -3x ProShares Leveraged Short S&P 500 $419 -0.5%
-7.9%
-44.2% -35.6% -16.6%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $582 -3.2%
-29.8%
-58.7% -30.1% -37.5%
SRTY -3x ProShares Lev Short Russell 2000 $50 +1.0%
+4.0%
-38.3% -55.3% -5.1%
TECS -3x Direxion Technology Bear $32 -4.2%
-27.5%
-60.8% -43.4% -31.1%
TMV -3x Direxion Lev Short 20-Yr Treasury N/A -1.3%
+11.8%
-26.5% -14.3% -11.8%
TYO -3x Direxion daily 7-10 Yr Trs Bear N/A +1.3%
+3.4%
-8.9% -7.3% -11.6%
TZA -3x Direxion Leveraged Russell 2000 $264 +0.9%
+5.3%
-38.2% -55.9% -6.3%
YANG -3x Direxion Daily FTSE China Bear $86 +1.0%
+6.1%
-64.9% -31.8% -13.0%

Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $228 +0.4%
+1.0%
+10.1% N/A N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $411 +0.3%
-91.0%
+181.8% +80.3% -17.5%
TVIX +2x VelocityShares Daily VIX Short-Term $448 -1.1%
-5.2%
-94.2% -93.9% -77.3%
UVXY +1.5x ProShares Leveraged VIX Short-Term $259 -0.3%
+27.6%
-94.2% -93.8% -77.5%
VIXM ProShares S&P 500 VIX Mid-Term Futures $46 +0.2%
+19.4%
-50.0% -21.6% -15.5%
VIXY ProShares S&P 500 VIX Short-Term Futures $111 -0.5%
+42.9%
-72.8% -68.1% -36.5%
VXX S&P 500 VIX Short-Term Futures $833 -0.5%
+43.7%
-72.6% -68.3% -36.2%
VXZ S&P 500 VIX Mid-Term Futures $45 +0.3%
+20.6%
-49.8% -21.8% -15.1%
XVZ iPath S&P 500 Dynamic VIX ETN $8 +0.1%
-12.6%
-17.2% +7.4% -9.4%
ZIV -1x VelocityShares Inverse VIX Medium-Term $104 -0.5%
-28.2%
+90.5% +12.7% -1.1%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Nov-2018