Low Volatility - U.S.

Symbol
S&P 500
SPLV
0.47%
-2.54%
2.46%
0.41%
6.15%
63.97
64.25
57.17
65.99
S&P 400
XMLV
0.49%
-2.59%
3.31%
4.95%
0.83%
54.69
55.03
47.35
56.59
S&P 600
XSLV
0.44%
-2.94%
-2.81%
5.77%
-8.06%
42.82
43.04
37.69
44.72
Russell 1000
LGLV
0.36%
-3.26%
3.90%
8.12%
13.36%
150.32
150.94
129.77
156.01
Russell 2000
SMLV
-0.13%
-4.21%
-4.62%
6.14%
-6.44%
107.27
107.85
93.39
114.45
Broad
USMV
0.43%
-2.75%
4.17%
10.11%
12.75%
80.94
81.31
70.38
83.74

Fundamentally Weighted - U.S.

Symbol
Small/Mid Cap
PRFZ
0.64%
-4.30%
0.27%
17.30%
2.63%
37.49
37.71
30.29
39.52
Large Cap
PRF
0.46%
-2.86%
6.16%
17.72%
17.60%
37.22
37.42
30.29
38.55
Total Market
FNDB
0.35%
-3.26%
4.91%
17.06%
19.39%
63.94
64.18
52.39
66.32

Equal Weighted - U.S.

Symbol
Nasdaq 100
QQEW
0.49%
-3.66%
1.63%
21.01%
10.38%
118.82
119.55
96.39
124.84
S&P 500
RSP
0.70%
-3.43%
3.65%
12.69%
9.51%
162.82
163.69
133.34
169.80
Russell 1000
EQAL
0.75%
-3.38%
1.20%
9.44%
-1.28%
44.42
44.71
37.35
46.21
Russell 200
EQWL
0.56%
-2.75%
5.39%
17.21%
17.74%
91.90
92.32
74.80
95.23
Russell Mid Cap
GRPM
0.41%
-3.35%
18.15%
34.73%
23.75%
115.63
116.40
81.87
121.50

Momentum - U.S.

Symbol
Small Cap
DWAS
1.03%
-5.91%
2.09%
18.97%
-1.01%
85.05
85.92
68.44
91.98
Broad
PDP
0.22%
-4.36%
10.50%
25.52%
7.05%
94.08
94.66
72.68
99.60
S&P 500
SPMO
-0.04%
-3.98%
17.61%
37.28%
37.07%
76.49
77.32
52.81
81.25
S&P 1500
MMTM
-0.04%
-3.17%
10.17%
28.87%
24.94%
222.16
222.85
168.26
230.64

Additional Factors - U.S.

Symbol
Quality - Large Cap
SPHQ
-0.02%
-1.74%
9.78%
23.40%
28.56%
59.03
59.45
46.73
60.77
Quality - Broad
QUAL
-0.05%
-3.27%
8.04%
25.98%
23.64%
158.08
159.35
122.22
166.24
High Beta - Large Cap
SPHB
0.71%
-4.56%
1.63%
24.56%
13.55%
83.25
83.99
63.15
88.09
Reverse Weighted
YPS-DEFUNCT-577530
0.10%
-
-
-
-
22.29
22.35
-

Low Volatility - Global/International

Symbol
Developed Markets
IDLV
0.58%
-1.96%
-2.31%
-2.65%
-10.65%
27.47
27.59
25.24
28.60
Emerging Markets
EELV
1.58%
-0.46%
-1.08%
0.98%
-4.11%
23.50
23.79
21.78
24.48
Global Markets
ACWV
0.56%
-2.12%
2.68%
3.42%
1.37%
102.67
103.14
92.81
105.40

Fundamental - Global/International

Symbol
Developed Markets
PXF
0.46%
-0.91%
3.81%
8.61%
2.82%
49.09
49.38
41.50
50.11
Developed Markets - Small/Mid Cap
PDN
1.15%
-1.16%
0.06%
3.04%
-15.14%
32.36
32.56
27.68
33.14
Emerging Markets
PXH
1.21%
3.13%
5.08%
8.49%
-13.15%
19.96
20.21
17.12
20.21

Quality - Global/International

Symbol
Developed Markets
IQLT
0.26%
-2.95%
2.48%
6.12%
-0.10%
38.37
38.55
32.28
39.97
Emerging Markets
GEM
0.97%
1.23%
3.37%
6.57%
-22.20%
31.54
31.73
27.54
31.90
Global Markets
QWLD
0.17%
-2.61%
6.05%
14.85%
14.94%
116.52
116.90
97.69
120.15
Global Dividends
IQDF
0.75%
0.54%
4.09%
6.68%
-9.25%
24.06
24.32
20.49
24.41

High Beta - Global/International

Symbol
Developed Markets
IDMO
0.70%
-3.97%
9.63%
21.59%
18.04%
40.21
40.42
31.46
42.26
Emerging Markets
EEMO
5.72%
1.87%
8.33%
22.32%
-17.53%
16.21
16.37
13.02
16.42

Momentum - Global/International

Symbol
Developed Markets
PIZ
0.09%
-2.41%
5.89%
10.12%
-8.39%
33.58
33.63
27.16
34.73
Emerging Markets
PIE
0.90%
2.21%
8.13%
16.47%
-18.21%
21.18
21.30
17.35
21.81

Today column is in real-time. Otherwise as of previous close.