Nikkei 225 Total Return Index
Monthly Factsheet
The Nikkei 225 Total Return Index measures the performance of the Nikkei 225 that includes both movementsin the index level and reinvestment of dividend incomes from its component stocks.

■(info)Underlying index
Calculated from
Calculation base dateCalculation frequency

Nikkei 225
December 3, 2012 (calculated retroactively back toDecember 28, 1979)
December 28, 1979 ＝ 6569.47 points
End-of-day basis■Perfomance
Nikkei 225 (TR)

Nikkei 225

250

200

150

1005002019/01

2020/01

2021/01

2022/01

2023/012024/012025/01■Annual Return

Nikkei 225 (TR)
Nikkei 225

2019

2020

20.72
18.20

18.26
16.01

Annual Return(%)
2021
2022
6.66
4.91

-7.34
-9.37

2023

YTD

30.96
28.24

15.16
13.31

■Risk Return
1year

3years

5yearsAnnualized Standard
Deviation(%)
1year
3years
5years

21.18
19.03

11.02
8.79

13.94
11.75

15.97
16.01

Annualized Returns(%)

Nikkei 225 (TR)
Nikkei 225

15.27
15.34

16.53
16.67

■Vendor CodeQUICK
Bloomberg
Refinitiv(Total Return)(Net Total Return)S101#TR/NKNJ
NKYTR.N225TR

S101#NR/NKNJ
NKYNTR.N225NTR■Reference
Please refer to the "Index Guidebook" for the detail of the calculation method or constituents selectionrules.
→(URL) https://indexes.nikkei.co.jp/en/nkave/index/profile?idx=nk225tr(*) The data on the Monthly Factsheet are as of the end of the previous month.

FS-TR0-20240930[1 / 2]

<<Disclaimer>>
The Nikkei 225 Total Return Index, which is calculated by a method independently developed by Nikkei Inc.
(hereinafter "Nikkei"), is acopyrightable work. Nikkei owns the copyright and any other intellectual property rights
in the Nikkei 225 Total Return Index itself, and the method for calculating the Nikkei 225 Total Return Index and thelike. All ownership of trademarks and any other intellectual property rights with respect to marks representing"Nikkei Inc.," "Nikkei," and "Nikkei 225 Total Return Index" belongs to Nikkei. Nikkei is not obliged to continuously
publish the Nikkei 225 Total Return Index, nor is it liable for any error or delay in, or discontinuation ofthepublication thereof. Nikkei owns the right to change the content of the Nikkei 225 Total Return Index, such as thecalculation method thereof, and the right to suspend the publication thereof. Nikkei does not give any warranty,
nor is it responsible for any and all financial instruments and the like, which are based on, or otherwise refer to, theNikkei 225 Total Return Index.
<<Regarding this material>>
This material is a copyrightable work of Nikkei. It is prohibited to copy, reproduce, reprint, or circulate all orpart ofthis material in any form without Nikkei's permission. This material was prepared for in-depth understanding of theNikkei 225 Total Return Index, but is not for the purpose of soliciting any sale or purchase of financial instruments
and the like, which are based on, or otherwise refer to, the Nikkei 225 Total Return Index. This material was
prepared based on various types of information and data, which were deemed reliable as of the time of thepreparation of this material. However, Nikkei is not liable for its accuracy, appropriateness, completeness, and thelike. In addition, Nikkei assumes no liability for any costs or damages accrued from using information contained inthis material. It is not guaranteed that this material will always be kept updated, and this material may change
without any prior notice. Methods or the like different from this material may apply to the operation ofindicessubject to this material. In any event, the latest information disclosed by Nikkei prevails.

FS-TR0-20240930<<Contact>>
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