www.BrandLoyalties.com

BrandLoyalties^SM Indexes at IndexOne.io

(Proforma Performance Data Covering 01/01/2008 through 09/30/2024)

Index Name	Annualized Return 2008 Through 09/30/2024	Excess Return 2008 Through 09/30/2024	10 Years Annualized Return Through 09/30/2024	5 Years Annualized Return Through 09/30/2024	1 Year Annualized Return Through 09/30/2024	Sharpe Ratio 2008 Through 09/30/2024	Sortino Ratio 2008 Through 09/30/2024	Fact Sheet Download Link
BrandLoyalties US Consumer Value Plus Index	13.82%	6.28%	14.46%	17.99%	11.97%	0.7045	1.7326	Download
BrandLoyalties US Consumer Income Plus Index	12.97%	5.43%	13.58%	17.84%	21.07%	0.6086	1.4675	Download
BrandLoyalties US Consumer Growth Plus Index	14.36%	6.82%	18.07%	19.07%	7.26%	0.7375	1.5276	Download
BrandLoyalties US Consumer Momentum Plus Index	14.04%	6.50%	16.16%	16.71%	12.56%	0.7083	1.4701	Download
BrandLoyalties US Consumer Plus Index	13.87%	6.34%	15.71%	20.45%	19.93%	0.7108	1.8721	Download
BrandLoyalties US Consumer ESG Plus Index	13.35%	5.82%	15.37%	17.57%	6.49%	0.7291	1.4062	Download
BrandLoyalties US Consumer Faith Plus Index	14.89%	7.35%	17.50%	19.13%	8.64%	0.7277	1.5456	Download

BrandLoyalties^SM tracks 6,474 Global Equities (including 2956 US, 2207 Asian and 1311 European) as of 07/19/2026.

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