Index Name: S&P 500 Momentum Index (US)

Index Provider: S&P Dow Jones Indices LLC

12-month price change excluding current month (9-month price change if 12-month data unavailable)

Tilt S&P 500 Index (capitalisation- weighted) towards its constituents with weights equal to the product of their market capitalisation weights in Parent Index and Momentum Z-Score

Index Name: MSCI India Momentum Index

Index Provider: MSCI Inc.

Risk-adjusted Price Momentum (6-month and 12-month) = [(6/12-month Price Return - Local Risk-free Rate)/SD of returns]

Tilt MSCI India Index (capitalisation-weighted) towards securities based on their Momentum Z-scores with weights equal to the product of Momentum Z-scores and their market capitalisation weights in the Parent Index

Index Name: Nasdaq Factor Family US Momentum Index

Index Provider: Nasdaq, Inc.

Momentum Strength Score = Sigma (Ret1,Ret3, Ret6, Ret9, Ret12)/5

50 securities with lowest Adjusted Momentum Strength Score are selected from the eligible universe, subject to a set of constraints

Index Name: Nifty 200 Momentum 30 Index

Index Provider: NSE Indices Ltd

6 and 12-month Momentum Ratio (excluding rebalancing month prices) = 6/12-month Price Return/(Ann. SD of lognormal daily returns of the stock for 1 year)

Select top 30 stocks from Nifty 200 (capitalisation-weighted) based on their Normalised Momentum Z-scores. Security weights equal the product of their free-float market capitalisation and Normalised Momentum Score