EFTA Document EFTA01357477

— The beta to SXSE Index is about 55% over the full period Performance since Index inception 250 225 200 150 125 100 75 50 Dec 02 Dec 04 Dec 06 Dec 08 Dec 10 Dec 12 — STOXX Ewope Low Beta High Div 50 Index (PR) — turosroxx 50 Index (PR) —STOXX Europe 600 index (PR) Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Return statistics IRR sex. ITICOP0071 STOXX Europe Low Beta High Ow 50 Index (PR) 6.80% SXSE Index Index (PR) 234% STOXX Europe 600 Index (PR) 442% YTO Mum 789% 3 76% 4.51% 1-month return -0.45% 1.68% 0.32% 3rnonth return -0.79% -007% 0.36% 1 year cello' 15.42% 11.50% 10.51% 3 year return 42.45% 48 00% 51.68% Worst day -801% -7 88% -7 62% Best day 1034% 11 00% 9.87% Maximum Drawdown -42.56% -60.29% -60.54% AnnualisecIVolablity 14.29% 22 45% 18 93% RetumfRisk rata 0.48 0.10 023 Beta 100.00% 55 63% 88.86% Correlation 100.00% 87 42% 91.14% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0O44066 CONFIDENTIAL SDNY_GM_00190250 EFTA01357477