Epstein Files Search

EFTA01419666Set 10

52p9,321w

double alpha (January 2001 to September 2017):** • Long portfolio cumulative return has exceeded the MSCI World index by 177.6 percentage points • Short portfolio cumulative return has exceeded the MSCI World ... MSCI World MSCI AC World 0% AGS MSCI World MSCI AC World For complete disclaimer, please see last pages of presentation. For definition of terms please see glossary of terms ... comparable to any index in composition or element of risk. The MSCI World & MSCI AC World track the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01419666.pdf

EFTA00618147Set 9

26p6,053w

Gross -5.3 -3.9 8.9 9.6 11.3 (7/10) -Net -5.9 -4.8 7.8 8.5 10.1 MSCI World Index — Net Dividends& -6.0 -5.1 8.6 8.3 10.6 -Gross +0.7 +1.2 +0.3 +1.3 +0.7 Outperformance ... global basis. As these types of companies represent only a portion of the MSCI World Index, the Global Dividend Growth Strategy's return may not closety track the rearms ... broader equity portfolio, although by design it can be apected to uiides palmm the MSCI World Index in rising markets. 'Rockefeller Asset Management Supplemental Information © 2015 by Rockefeller

https://www.justice.gov/epstein/files/DataSet%209/EFTA00618147.pdf

EFTA01188511Set 9

2013-03-0827p11,302w

entire value chain. • Substantial alpha opportunities follow periods of underperformance (Section 5). o Current MSCI World Utility Index underperformance against the MSCI World Index is the deepest (-67%) and longest ... Capital Partners, LLC For exclusive of Jeffrey Epstein EFTA01188524 Global Utility White Paper CONFIDENTIAL MSCI World Utility vs MSCI World Price Spread • INN • .••-• -.•••••Ayti...• 4•0 Source: Bloomberg Price MSCI ... outperform the global broad market by 20%, on average (see graph below). Subsequent MSCI World Utility vs MSCI World performance post la underweights 40% Cumulative outperformance

https://www.justice.gov/epstein/files/DataSet%209/EFTA01188511.pdf

EFTA01374071Set 10

1p319w

provided Double Alpha 370% - 340% • Long portfolio gross cumulative 310% return has exceeded the MSCI World AGS long Gross CurniAotive Return index by 177.6 percentage points* 241.4% 250% • Short portfolio ... gross cumulative return has exceeded the MSCI World 190% index by 91.6 percentage points" 160% 130% MSCI AC World MSCI World 100% Cumulative Return Cumulative Return AGS Short Gross ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World frock the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374071.pdf

EFTA01374190Set 10

1p319w

provided Double Alpha 370% - 340% • Long portfolio gross cumulative 310% return has exceeded the MSCI World AGS long Gross CurniAotive Return index by 177.6 percentage points* 241.4% 250% • Short portfolio ... gross cumulative return has exceeded the MSCI World 190% index by 91.6 percentage points" 160% 130% MSCI AC World MSCI World 100% Cumulative Return Cumulative Return AGS Short Gross ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World track the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374190.pdf

EFTA01386273Set 10

1p319w

provided Double Alpha 370% - 340% • Long portfolio gross cumulative 310% return has exceeded the MSCI World AGS long Gross CurniAotive Return index by 177.6 percentage points* 241.4% 250% • Short portfolio ... gross cumulative return has exceeded the MSCI World 190% index by 91.6 percentage points" 160% 130% MSCI AC World MSCI World 100% Cumulative Return Cumulative Return AGS Short Gross ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World frock the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386273.pdf

EFTA01386161Set 10

1p319w

provided Double Alpha 370% - 340% • Long portfolio gross cumulative 310% return has exceeded the MSCI World AGS long Gross CurniAotive Return index by 177.6 percentage points* 241.4% 250% • Short portfolio ... gross cumulative return has exceeded the MSCI World 190% index by 91.6 percentage points" 160% 130% MSCI AC World MSCI World 100% Cumulative Return Cumulative Return AGS Short Gross ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World track the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386161.pdf

EFTA01386287Set 10

1p787w

certain indices are useful in evaluating the performance of the Alkeon Funds. The MSCI World Index captures large and mid cap representation across 23 developed markets countries. With ... tracing, and ore not as diversified as the securities (when aggregated) that comprise the MSCI World Index or the MSCI AC World Index. Unlike the performance of the Alkeon Funds ... performance of the MSCI World Index and MSCI AC World Index do not reflect the impact of fees or expenses. The index performance shown does not reflect the reinvestment

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386287.pdf

EFTA01386173Set 10

1p787w

certain indices are useful in evaluating the performance of the Alkeon Funds. The MSCI World Index captures large and mid cap representation across 23 developed markets countries. With ... tracing, and ore not as diversified as the securities (when aggregated) that comprise the MSCI World Index or the MSCI AC World Index. Unlike the performance of the Alkeon Funds ... performance of the MSCI World Index and MSCI AC World Index do not reflect the impact of fees or expenses. The index performance shown does not reflect the reinvestment

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386173.pdf

EFTA01374085Set 10

1p787w

certain indices are useful in evaluating the performance of the Alkeon Funds. The MSCI World Index captures large and mid cap representation across 23 developed markets countries. With ... tracing, and ore not as diversified as the securities (when aggregated) that comprise the MSCI World Index or the MSCI AC World Index. Unlike the performance of the Alkeon Funds ... performance of the MSCI World Index and MSCI AC World Index do not reflect the impact of fees or expenses. The index performance shown does not reflect the reinvestment

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374085.pdf

EFTA01374072Set 10

1p186w

Alpha vs. MSCI AC AGS I .27 World MSCI AC Wald 0.34 Alpha vs. MSCI World 11.72% MSCI World 0.35 0% 5% 10% 15% 20% 0 0.5 1.5 Source: Index ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World tracks the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374072.pdf

EFTA01386162Set 10

1p186w

Alpha vs. MSCI AC AGS I .27 World MSCI AC Wald 0.34 Alpha vs. MSCI World 11.72% MSCI World 0.35 0% 5% 10% 15% 20% 0 0.5 1.5 Source: Index ... comparable to any index in composition or element of risk. The MSCI World and MSCI AC World tracks the performance of the equity securities of a representative sample of over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386162.pdf

EFTA01462583Set 10

2014-01-3120p3,111w

selection pools excluding financials) (S&P 500 Index, EuroSTOXX Large Index, TOPIX 100, MSCI World Index) The transition from Rank stocks by trailing 12 month economic P/E 12economic SelecSl ... CROCI World ex Japan Indices are targeted to be region neutral to the MSCI World and MSCI CROCI indices are rebalanced on a monthly basis and are equally weighted.2 ... World ex Japan indices are targeted to be region - neutral to their benchmark, the MSCI World Index and the MSCI Kokusai Index. — CROCI Sectors III Index selects the 10 stocks

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462583.pdf

EFTA01364483Set 10

1p273w

Multi-Asset Risk Premia Portfolio — TV5 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Premia Portfolio 40% 40% —MSCI World - Suess Return 20% —Ban.lays Agg FIxeecs Return -80% 0% -100% Q s s • P s s Summary Statistics Average Risk Premium Weights MSCI ... Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364483.pdf

EFTA01364458Set 10

1p273w

Multi-Asset Risk Premia Portfolio — TV5 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Premia Portfolio 40% 40% —MSCI World - Suess Return 20% —Ban.lays Agg FIxeecs Return -80% 0% -100% Q s s • P s s Summary Statistics Average Risk Premium Weights MSCI ... Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364458.pdf

EFTA01364402Set 10

1p272w

Multi-Asset Risk Premia Portfolio — TV5 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Premia Portfolio 40% 40% —MSCI World - Excess Return 20% —Banlays Agg F:xectcs Return -80% 0% -100% Q s s • P s s Summary Statistics Average Risk Premium Weights ... Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364402.pdf

EFTA01101108Set 9

26p6,232w

Management (-Electron CM") Combined annualized net return of 10.3% cumulatively outperformed each of the MSCI World Utility, S&P 500 and HFRI Equity Hedge Indices by approximately ... respectively' demonstrated Consistent outperformance of the MSCI World Utility Index in 7 out of 8 years (in both up and down markets) resulting in track record 8.1% annualized alpha2 ... cumulative returns performance metrics 120% Electron/ MSCI World S&P 500 HFRI Equity i .Bectron/SAC —MSCI World Utilities SAC Utiles Index Hedge 100% , S&P 500 • HFRI Equity Hedge Total

https://www.justice.gov/epstein/files/DataSet%209/EFTA01101108.pdf

EFTA01364403Set 10

1p269w

Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Prania Portfolio 40% 40% MSCI World • Excess Return 20% Agg - Excess Return 40% 0% -100% Fcb-12 Feb-13 Feb-14 Feb-15 Feb-16 Feb-17 Summary Statistics ... alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% • Commodity

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364403.pdf

EFTA01364432Set 10

1p269w

Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Prania Portfolio 40% 40% MSCI World • Excess Return 20% Agg - Excess Return 40% 0% -100% Fcb-12 Feb-13 Feb-14 Feb-15 Feb-16 Feb-17 Summary Statistics ... alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% • Commodity

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364432.pdf

EFTA01364484Set 10

1p269w

Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Prania Portfolio 40% 40% MSCI World • Excess Return 20% Agg - Excess Return 40% 0% -100% Fcb-12 Feb-13 Feb-14 Feb-15 Feb-16 Feb-17 Summary Statistics ... alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% • Commodity

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364484.pdf