Investor Presentaiton
KraneShares
Index Methodology
S&P China 500 Filtering Process
for Index Constituent Selection
Total Investable Universe
Constituent Selection
Weighting
Constituents from the S&P Total China BMI and meet the following criteria:
Float adjusted market cap of at least 300M USD (250M USD for existing constituents)
Six-month median daily value of at least 1M USD (0.8M USD for existing constituents)
Largest 500 eligible companies (measured by total market cap including all share classes) are
selected within each GICS sector with the goal of matching the sector weights of the broader S&P
Total China BMI
Weighted by float-adjusted market cap
Source: S&P, retrieved 30/Jun/23. See end of presentation for definitions. Diversification does not ensure a profit or guarantee against a loss.
S&P China 500 Index
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