Epstein Files Search

EFTA01364431Set 10

1p276w

Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... Risk Prcmia Portfolio 40% 40% —MSCI World - Excess Return 20% —Ban.lays Agg Excess Return -80% 0% -100% • Q s 1- s • t, s ▪ s Summary Statistics Average Risk Premium Weights ... 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 Rtn 14% -19% • Commisclity

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364431.pdf

EFTA01364432Set 10

1p269w

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 ... 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 Claw

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

EFTA01364484Set 10

1p269w

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 ... 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 Claw

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

EFTA01364403Set 10

1p269w

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 ... 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 Claw

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

EFTA01364459Set 10

1p269w

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 ... 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 Claw

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364459.pdf

EFTA01364402Set 10

1p272w

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 ... 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 Rtn 14% -19% • Commisclity

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

EFTA01387440Set 10

1p270w

Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... 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 Rtn 14% -19% • Commisclity ... Claw -Pena Beta to MSCI World Excess Rtn -2% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387440.pdf

EFTA01364458Set 10

1p273w

Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... 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 Rtn 14% -19% • Commisclity ... Claw -Pena Beta to MSCI World Excess Rtn -2% -5% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance

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

EFTA01364483Set 10

1p273w

Overview Historical Performance vs MSCI World and Barclays Agg Rolling 2 year Correlation MSCI World - Excess Return ... 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 Rtn 14% -19% • Commisclity ... Claw -Pena Beta to MSCI World Excess Rtn -2% -5% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance

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