— Higher returns and lower volatility than the benchmark
— The Index is also showing lower drawdowns than the benchmarks
— The beta to SXSE Index is about 55% over the full period
Performance since Index inception Return statistics
2S0 STOXX Europe
Low Beta High
225 Div 50 Index SXSE Index STOXX Europe
200 (PR) Index (PR) 600 Index (PR)
175 IRR since inception 6.80% 234% 4.42%
YTD return 789% 3.76% 4.51%
150
1.month return -0.45% 1.68% 0.32%
125 3-month return -0.79% -007% 0.36%
100 1 year return 1542% 11.50% 10.516
75 3 year return 42.45% 4800% 51.68%
Worst dav -8.01% -7.88% -7.82%
50
Dec 02 Dec 04 Dec 06 Dec 06 Dec 10 Dec 12 Best day 10 34% 11 00% 9.87%
MOXIMUM DMW00YM -42.56% -60 29% -60.54%
—ST0XX Europe Low Beta High DW 50 Inger (PR) AnnualisedVolauldy 14.29% 22 45% 18.93%
---EuroS70xX 50 Index (PR) Return/Risk relic 0.48 0.10 023
•—ST0XX Europe 600 roger 114R) Beta 100.00% 5563% 68 86%
Correlation 100.00% 87 42% 91.14%
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
Tel. +1 212 454 0857
Mobile +1 917 374 4185
Email daniel.sabba@db.com
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 116288
CONFIDENTIAL SDNY_GM_00262472
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