Holding days

Mean

S.D.

Min

p25

p50

p75

Max

N

SSO: multiple = 2, benchmarked on the S&P 500 Index

5

2.50

7.20

0.00

0.14

0.46

1.55

74.92

3457

22

2.43

6.44

0.01

0.25

0.63

1.77

73.51

3441

250

6.50

17.25

0.02

0.41

0.93

2.24

173.30

3217

DDM: multiple = 2, benchmarked on the Dow Jones Industrial Average Index

5

1.57

4.17

0.00

0.09

0.32

1.03

47.03

3456

22

1.73

4.35

0.01

0.19

0.51

1.26

48.55

3440

250

2.06

3.78

0.01

0.27

0.63

1.57

27.93

3217

QLD: multiple = 2, benchmarked on the NASDAQ-100 Index

5

3.65

9.34

0.01

0.28

0.86

2.86

111.60

3457

22

5.31

11.81

0.02

0.52

1.45

4.50

126.40

3439

250

6.49

8.77

0.06

1.37

3.41

6.92

59.36

3217

MVV: multiple = 2, benchmarked on the S&P MidCap 400 Index

5

3.28

7.68

0.01

0.27

0.81

2.53

76.53

3458

22

4.77

10.96

0.03

0.56

1.43

4.06

111.40

3441

250

5.77

14.88

0.03

0.74

1.61

4.39

157.10

3218

SH: multiple = −1, benchmarked on the S&P 500 Index

5

1.71

1.71

1.71

1.71

1.71

1.71

1.71

1.71

22

1.30

1.30

1.30

1.30

1.30

1.30

1.30

1.30

250

1.75

1.75

1.75

1.75

1.75

1.75

1.75

1.75

DOG: multiple = −1, benchmarked on the Dow Jones Industrial Average Index

5

1.49

1.49

1.49

1.49

1.49

1.49

1.49

1.49

22

1.47

1.47

1.47

1.47

1.47

1.47

1.47

1.47

250

1.69

1.69

1.69

1.69

1.69

1.69

1.69

1.69

PSQ: multiple = −1, benchmarked on the NASDAQ-100 Index

5

3.23

3.23

3.23

3.23

3.23

3.23

3.23

3.23

22

2.22

2.22

2.22

2.22

2.22

2.22

2.22

2.22

250

4.82

4.82

4.82

4.82

4.82

4.82

4.82

4.82

MYY: multiple = −1, benchmarked on the S&P MidCap 400 Index

5

2.36

2.36

2.36

2.36

2.36

2.36

2.36

2.36

22

1.69

1.69

1.69

1.69

1.69

1.69

1.69

1.69

250

2.63

2.63

2.63

2.63

2.63

2.63

2.63

2.63