EFTA01453701.pdf

CROCI US Index (ticker DBUSCRUT) Simulated data prior to 2/2/04 Historical index performance. 2/1/ 6 1/31/14 Relative performance vs. S&P 500 Index Index performance 3000 The relative performance line plots the Index return compared 12000 to the benchmark return. The line moves upward if Index 2500 return exceeds benchmark return and vice-versa AW"S 10003 9".."11W'NeNeFtrin 2030 8000 6000 1500 4000 1030 .0 2000 500 0 0 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 96 97 98 99 03 01 02 03 04 05 06 07 08 09 10 II 12 13 14 CROCI US S&P 560 TR Index performance analysis Historical sector allocation. rolling five years row In Veer to Compounded Annual Growth 7.8% Annualised Daily Volatilrty 19.6% Sharpe Ratio (2.90%) 0.54 0.25 Worst draw dow n -53.1% -55.3% Nledian monthly return 1.1% 1.3% Best monthly return 16:1%. Worst monthly return -18.5% -16.8% % of months w ith gains 60.5% 63.3% Trailing 12M Dividend Yield 1.9% 23% .Industrials a Information Technology nConsumer Discretionary NEnergy Correlation 0.91 •Health Care *Wales aConsumer Staples aMaterials 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 tees 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. The CROCI US Index was launched on 2/2/04 and has no prior operating history. Performance data prior to this date is backtested. Live date refers only to the CROCI index and indicates when that index performance date was live, not backtested. Please see slide 4 for important information about backtesting. Deutsche Assel For Institutional use only I Not for public viewing or distribution & Wealth Management Investment products: No bank guarantee I Not FDIC Insured I May lose value 8 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0111479 CONFIDENTIAL SDNY_GM_00257663 EFTA01453701