Dow Jones U.S. Thematic Market Neutral Value Index

The index is designed to measure the performance of a long/short strategy utilizing long positions in value companies and short positions in growth companies. Value is calculated using a a ranking process based on book value to price ratio, projected earnings per share to price ratio, and trailing 12-month operating cash flow to price ratio. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.

• Dow Jones U.S. Thematic Market Neutral Momentum Index
• Dow Jones U.S. Thematic Market Neutral Size Index
• Dow Jones U.S. Thematic Market Neutral Quality Index
• S&P SmallCap 600/S&P 500 130/30 Index
• S&P 500/S&P SmallCap 600 130/30 Index