S-Network Global Water Index Presentation.… · The S-Network Global Water Indexes Consistently Correlate With One Another. *To ensure fair comparisons, all of the starting index

S-Network Global Water Index

Q1 2019

© 2018 S-Network Global Indexes, 267 Fifth Avenue, New York, NY 10016.

Index Description

Equity Benchmark for Globally Traded Stocks Principally Engaged in Water Utilities and

Water Technology Industries

Inclusion Criteria

Constituents Must Be “Materially” Engaged in Global Water Industry

Listed on Recognized Exchange

Minimum Capitalization Adjusted for Free Float (>USD 100 Million in Technology, >USD 50 Million in Utility)

Minimum Average Daily Trading Volume (>USD 250,000)

Weighting Methodology

Fixed Number of 60 Constituents

Tiered Weighting Methodology

Capitalization Weighted, Adjusted for Free Float

2

A Stable and Transparent Construction Methodology is Entirely Rules-Based

and Fully Replicable.


Index Performance


Historical Performance

4

The S-Network Global Water Indexes Consistently Correlate With One Another.

Source: S-Network, as of 3/31/2019 *To ensure fair comparisons, all of the starting index values are normalized to 1,000 as of June 24, 2002.


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1000

2000

3000

4000

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6000

7000

Jun-02 Jun-03 Jun-04 Jun-05 Jun-06 Jun-07 Jun-08 Jun-09 Jun-10 Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18

S-Network Global Water TR Indexes vs. Benchmarks (6/24/2002–3/31/2019)

JGI JWWRR JWTRR SNG2500T

Index Constituents & Fundamentals


Market Capitalization Profile

6

Number of Constituents 60

Total Market Capitalization 224.83 Billion USD

Largest Market Capitalization 18.82 Billion USD

Smallest Market Capitalization 78.58 Million USD

Average Market Capitalization 3.75 Billion USD

Median Market Capitalization 1.92 Billion USD

Source: S-Network, as of 3/31/2019

Index Fundamentals

JGI Index


Country Distributions

7

The S-Network Global Water Index (Composite) Offers Broad Global Diversification.



United States 49.55%

United Kingdom 6.73%

France 6.63%

Brazil 5.45%

Switzerland 5.23%

Japan 4.54%

Korea, Republic of 3.63%

Italy 3.06%

Hong Kong 2.98%

Chile 2.64%

China 2.19%

Others 7.36%

JGI Country Distribution

Sub-Industry Distributions

8

The S-Network Global Water Index (Composite) Offers Broad Global Diversification.



Water Utilities 39.80%

Industrial Machinery 27.63%

Multi-Utilities 9.69% Building Products

6.68%

Electronic Equipment & Instruments

2.92%

Trading Companies & Distributors

2.75%

Environmental & Facilities Services

2.38%

Industrial Conglomerates

1.94%

Others 6.22%

JGI Sub-Industry Distribution

Company Ticker Country Weight

American Water Works Co Inc AWK US United States 6.87%

Geberit Ag Reg GEBN SW Switzerland 5.23%

Xylem Inc XYL US United States 4.91%

Veolia Environnement VIE FP France 4.58%

Idex Corp IEX US United States 3.98%

Hd Supply Holdings Inc HDS US United States 2.75%

Pentair Plc PNR US United States 2.64%

United Utilities Group Plc UU/ LN United Kingdom 2.64%

Aqua America Inc WTR US United States 2.37%

Severn Trent SVT LN United Kingdom 2.23%

JGI Index

Top Ten Constituents

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Statistical Profiles


Statistical Profile I

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*From 6/30/2002

JGIRR JWWRR JWTRR SNG2500 TR

10 Year 244.79% 240.15% 234.84% 238.39%

5 Year 42.39% 53.57% 28.24% 42.59%

3 Year 35.92% 40.95% 28.77% 39.64%

1 Year 4.40% 13.31% -5.26% 2.91%

Total Return Appreciation


10 Year 13.18% 13.02% 12.85% 12.96%

5 Year 7.32% 8.96% 5.10% 7.35%

3 Year 10.77% 12.12% 8.79% 11.77%

1 Year 4.40% 13.31% -5.26% 2.91%

Compound Annual Growth Rate



Statistical Profile II

12

*From 12/31/1999


10 Year 13.93% 13.32% 16.81% 14.01%

5 Year 10.95% 11.25% 14.24% 11.21%

3 Year 10.16% 10.85% 14.30% 10.24%

1 Year 14.25% 12.41% 20.67% 14.85%

Annualized Monthly Standard Deviation



10 Year 0.9302 0.9562 0.7795 0.9120

5 Year 0.6287 0.7497 0.3660 0.6197

3 Year 0.9363 0.9951 0.5752 1.0190

1 Year 0.2141 0.8903 -0.2670 0.1151

Sharpe Ratio

*From 6/30/2002


Statistical Profile III

13

Source: S-Network, as of 3/31/2019 *From 6/30/2002

JGIRR JWWRR JWTRR

10 Year 0.9055 0.7956 0.8746

5 Year 0.8272 0.5634 0.8367

3 Year 0.8051 0.4222 0.8396

1 Year 0.9204 0.5877 0.9377

Correlation (vs. SNG2500T)

JGIRR JWWRR JWTRR

10 Year 0.8998 0.7561 1.0490

5 Year 0.8083 0.5656 1.0629

3 Year 0.7988 0.4474 1.1729

1 Year 0.8834 0.4911 1.3051

Beta (vs. SNG2500T)


Statistical Profile IV

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Source: S-Network, as of 3/31/2019 *From 6/30/2002

JGIRR JWWRR JWTRR

10 Year 0.8199 0.6329 0.7650

5 Year 0.6842 0.3175 0.7001

3 Year 0.6481 0.1782 0.7049

1 Year 0.8471 0.3454 0.8792

R-Squared (vs. SNG2500T)


Index Construction


Index Details & Data Distribution

Index Values Distributed in Real Time (15 second snapshots) in USD and EUR

Total Return Index Calculated Daily in USD and EUR

Index Values Distributed via Consolidated Tape

Comprehensive Historic Data (including simulated back-tests from 06/30/2002)

Daily Prices for Price-Only + TR Indexes in USD + EURO

Quarterly Portfolio Snapshots (Historic Constituents and Weights)

Extensive Analytic support

Quarterly Reports (“Index Insights”)

Industry Overviews

Extensive Statistical Data

Broad data distribution via third party vendors

S&P/Bloomberg/Yahoo, etc.

S-Network contribution page on Bloomberg: SNET

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Complete data availability and index transparency facilitate more effective benchmarking and

investment analytics.


Documents

S-Network Global Water Index Presentation.… · The S-Network Global Water Indexes Consistently Correlate With One Another. *To ensure fair comparisons, all of the starting index