EFTA Document EFTA01364431

Multi-Asset Risk Premia Portfolio - TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Prcmia Portfolio -MSCI World - Excess Return -Ban.lays Agg Excess Return • Q s 1- s • t, s ▪ s Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Risk Premia Portfolio MSCI World - Excess Return Barclays A88 - Excess Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.