EFTA Document EFTA01364399

Cash Equity Risk Premia Portfolio TV5 Historical Performance Bloomberg: 3,000 2,500 • 2,000 Performance Summary 20 Fob 2002 31 Oct 2016 Equity Portfolio TV5 MSCi t'ktrIti PR -Equity Portfolio TVS Growth Over Period 171.5% 78.7% --MSCI World PR Compounded Annual Growth 7.0% 4.0% Annualised Daily Volatility 5.0% 17.2% Information Ratio 1.41 0.23 Worst Drawdown -8.5% -59.1% 1,500 Calmar Ratio 0.83 0.07 Average monthly return 0.5% 0.3% 1,000 Best monthly return 4