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Utilizing BrandLoyalties^SM Metrics: 'Smart Beta' Indices

Examples of BrandLoyalties^SM Metrics in 'Smart Beta' Indices (Proforma Performance)

(Proforma Performance Data Covering 01/01/2008 through 04/26/2024)

Index Description	Index Group	3 Months Return Through EOQ 03/31/2024	Year to Date Return Through EOQ 03/31/2024	12 Months Return Through EOQ 03/31/2024	36 Months Annualized Return Through EOQ 03/31/2024	60 Months Annualized Return Through EOQ 03/31/2024	Annualized Return 2008 Through EOQ 03/31/2024	Excess Return 2008 Through EOQ 03/31/2024	Index History Download Link	Fact Sheet Download Link
Large Caps Index	Capitalization Tranches	6.75%	6.75%	24.79%	3.52%	14.60%	15.05%	4.85%	Index History	Index Fact Sheet
Mid and Large Caps Index	Capitalization Tranches	5.15%	5.15%	103.59%	29.07%	35.60%	20.33%	10.32%	Index History	Index Fact Sheet
Consumer Discretionary Index	Broad Consumer Indices	7.74%	7.74%	26.02%	3.82%	19.83%	14.51%	4.50%	Index History	Index Fact Sheet
Consumer Staples Index	Broad Consumer Indices	2.05%	2.05%	4.76%	1.29%	14.01%	11.12%	1.11%	Index History	Index Fact Sheet
Consumer Goods Index	Broad Consumer Indices	4.74%	4.74%	17.94%	5.00%	20.03%	15.52%	5.51%	Index History	Index Fact Sheet
Consumer Services Index	Broad Consumer Indices	1.88%	1.88%	44.33%	3.64%	15.24%	12.76%	2.75%	Index History	Index Fact Sheet
Retail Index	Consumer Sector Indices	10.52%	10.52%	32.41%	11.60%	26.76%	17.58%	7.57%	Index History	Index Fact Sheet
Apparel Index	Consumer Sector Indices	10.08%	10.08%	16.45%	6.07%	24.71%	16.60%	6.59%	Index History	Index Fact Sheet
Food Index	Consumer Sector Indices	5.93%	5.93%	-3.03%	0.18%	10.35%	9.36%	-0.65%	Index History	Index Fact Sheet
Dining Index	Consumer Sector Indices	7.59%	7.59%	18.78%	8.29%	22.92%	14.94%	4.93%	Index History	Index Fact Sheet
Hospitality Index	Consumer Sector Indices	3.91%	3.91%	12.82%	8.36%	23.35%	14.51%	4.50%	Index History	Index Fact Sheet
Travel Index	Consumer Sector Indices	1.82%	1.82%	14.67%	2.90%	18.54%	14.07%	4.06%	Index History	Index Fact Sheet
Technology Index	Consumer Sector Indices	-1.35%	-1.35%	28.98%	2.22%	17.87%	13.26%	3.25%	Index History	Index Fact Sheet
Lifestyle Index	Consumer Sector Indices	5.87%	5.87%	16.65%	0.64%	17.50%	13.77%	3.76%	Index History	Index Fact Sheet
Guilty Pleasures Index	Consumer Sector Indices	1.63%	1.63%	50.01%	13.75%	25.56%	19.65%	9.64%	Index History	Index Fact Sheet
i-Biz Index	Consumer Sector Indices	1.71%	1.71%	27.27%	-9.29%	9.14%	16.11%	6.10%	Index History	Index Fact Sheet
Revenue Prediction Index	Consumer Sector Indices	2.43%	2.43%	12.82%	0.09%	19.45%	13.84%	3.83%	Index History	Index Fact Sheet

Note: Please download the respective Fact Sheets for a full explanation of each index's composition, the methodologies used to calcuate the above performance numbers, index specific performance charts, index components, benchmarks used and additional performance metrics. Index values started at 10.00 on 1/1/2008.
Additional information is available by downloading and reviewing our Data Usage Example PDF.

Indices Utilizing BrandLoyalties^SM Metrics at Index One

Index Description	Link to Index Page
BrandLoyalties US Consumer Goods and Services Index	Index Overview Page
BrandLoyalties US Consumer Discretionary Index	Index Overview Page
BrandLoyalties US ESG Consumer Goods and Services Index	Index Overview Page
BrandLoyalties US Shariah Compliant Consumer Goods and Services Index	Index Overview Page

BrandLoyalties^SM tracks 6,869 Global Equities (including 3250 US, 2283 Asian and 1336 European) as of 04/27/2024.

Note: You can download our list of the equities with sufficient luminousity for inclusion in our daily metric series here.