Historical Monthly, Quarterly & Annual Benchmark Returns
BMO Small Cap Index (unweighted)

Year Jan Feb Mar Q1 Apr May June Q2 July Aug Sept Q3 Oct Nov Dec Q4 12 Mo
2008 -6.5 5.1 -3.0 -4.6 1.0 4.1 -2.5 2.4 -7.8 -0.8 -19.0 -26.0 -27.6 - - - -
2007 2.3 2.1 0.8 5.2 4.2 2.3 -0.7 6.0 -1.5 -8.0 2.6 -7.0 3.2 -9.7 3.2 -3.9 -0.4
2006 8.2 -0.6 4.8 12.7 3.3 -4.7 -4.4 -5.9 2.0 1.3 -3.9 -0.7 5.1 0.0 2.0 7.2 12.9
2005 -0.5 7.4 -3.8 2.9 -6.0 1.5 2.3 -2.4 4.5 -0.2 4.1 8.6 -5.8 3.6 6.9 4.4 13.8
2004 4.3 4.2 -1.1 7.5 -3.7 -0.8 -0.3 -4.8 -4.1 -1.9 6.7 0.4 -0.1 5.8 3.7 9.6 12.6
2003 1.7 -1.4 -6.7 -6.5 2.7 6.3 3.2 12.8 6.5 8.5 3.4 19.4 6.7 3.3 5.3 16.1 46.3
2002 4.2 1.7 5.0 11.3 -0.6 2.7 -7.5 -5.5 -10.2 -0.5 -7.4 -17.2 2.4 4.1 5.0 11.9 -2.5
2001 7.3 -4.5 -2.6 -0.2 6.5 7.8 -3.6 10.6 -4.1 -6.9 -12.6 -21.9 4.7 7.5 7.4 20.8 4.1
2000 2.4 11.1 -1.9 11.5 -4.2 0.3 4.1 0.0 -4.1 6.9 -1.2 1.3 -7.1 -10.2 1.4 -15.3 -4.3
1999 1.5 -5.7 4.3 -0.2 7.7 -0.9 1.1 7.8 3.5 -0.5 2.0 5.1 -6.0 1.6 7.8 3.0 16.4
1998 -1.6 3.7 4.0 6.1 2.5 -5.3 -6.6 -9.3 -7.4 -22.3 6.8 -23.1 2.6 2.4 1.0 6.1 -21.5
1997 3.4 3.4 -6.5 -0.1 -2.0 5.7 -0.1 3.5 2.9 0.6 9.6 13.5 -3.1 -10.7 1.0 -12.6 2.6