EFTA Document EFTA01364402

Multi-Asset Risk Premia Portfolio - TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% I 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Premia Portfolio -MSCI World - Excess Return -Banlays Agg F:xectcs Return Q s s • P Summary Statistics Risk Premia Data From 24-Feb-012 to 24-Feb-17 s MSCI World • s Barclays Agg- Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharp