EFTA01357477.pdf

— The beta to SXSE Index is about 55% over the full period Performance since Index inception Return statistics 250 STOXX Europe Low Beta High 225 Ow 50 Index SXSE Index STOXX Europe 200 (PR) Index (PR) 600 Index (PR) IRR sex. ITICOP0071 6.80% 234% 442% YTO Mum 789% 3 76% 4.51% 150 1-month return -0.45% 1.68% 0.32% 125 3rnonth return -0.79% -007% 0.36% 100 1year cello' 15.42% 11.50% 10.51% 75 3 year return 42.45% 48 00% 51.68% Worst day -801% -7 88% -7 62% 50 Dec 02 Dec 04 Dec 06 Dec 08 Dec 10 Dec 12 Best day 1034% 11 00% 9.87% Maximum Drawdown -42.56% -60.29% -60.54% — STOXX Ewope Low Beta High Div 50 Index (PR) AnnualisecIVolablity 14.29% 22 45% 18 93% — turosroxx 50 Index (PR) RetumfRisk rata 0.48 0.10 023 —STOXX Europe 600 index (PR) Beta 100.00% 55 63% 88.86% Correlation 100.00% 87 42% 91.14% Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0O44066 CONFIDENTIAL SDNY_GM_00190250 EFTA01357477