EFTA01454231.pdf

Index performance since live date vs. benchmark indices as of 1/31/14 Excess Index live Cumulative Compounded CROCI Index Benchmark index annualised dater growth annual growth return2 US S&P 500 Index TR 2/1/04 151.4% 9.7% 2.9% Euro EuroSTOXX 50 TR 2/1/04 102.6% 7.3% 3.7% Japan TOPIX 100 TR 2/1/04 42.7% 3.6% 1.4% World USD MSCI World USD Net TR Index 11/25/10 47.9% 13.1% 2.0% Sectors III USD MSCI World USD Net TR Index 3/31/05 184 8) 12.6% 6.6% Germany DAX Index 7/29/05 123.2% 9.9% 2.0% UK FTSE 100 TR Index 2/1/07 92 5% 9.8% 5.5% World ex Japan MSCI Kokusai Net USD Index 8/31/10 78.0% 18.3% 3.2% Global Dividends USD MSCI World HDY Net USD Index 3/15/12 28.7% 14.3% 1.7% S&P High Yield Dividend 3.7% US Dividends Net 5/28/12 43.6% 24.0% Aristocrats TR Index Source: Deutsche Bank and Bloomberg as of 1/31/14. Performance is historical and does not guarantee future results. Indices are sponsored by DB AG London. Performance information for indices was not calculated by an independent calculation agent. Index returns assume reinvestment of dividends and do not reflect any fees or expenses. It is not possible to invest directly in an index. This performance is not representative of the performance any DIMA investment strategy or mandate. This represents performance of the CROCI indices. DIMA is not a party to the management or publication of these indices. While DIMA expects to manage investment strategies based on CROCI and these indexes. this is not intended to represent that activity. Performance of the indices do not take into account the effect of management fees and other transaction costs associated with the management of a separate account strategy implementing the CROCI valuation process. These fees and expenses will reduce an investors overall return. ' Index live date refers to the first date that CROCI levels were calculated on a live basis(i.e., not backtested). 2 Excess annualized return is the difference in the compounded annual growth rate (CAGR) for a particular Index and that of its benchmark. Deutsche Asset ;bile viewing Cr rii st ri Lai lion & Wealth Management Investment product No banK guarantee I Not FDIC insured I May lose value 7 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0112223 CONFIDENTIAL SDNY_GM_00258407 EFTA01454231