EFTA Document EFTA01454227

Index performance since live date vs. benchmark indices as of 1131/14 CROC1 Index Benchmark index Index live dater 211/04 Cumulative growth 151.4% Compounded annual growth 9.7% Excess annualised return' 2.9% I US S&P 500 Index TR Euro EttroSTOXX 50 TR 211/04 102.8% 7.39 3.7% i Japan TOFU 100 TR j 211/04 42.7% 3.0% 1.4% World USD MSCI World USD Net TR Index I 11/25/10 47 ;cm: 1: i tk. • .: _.tie 9.B% 9.8% 2.0% I Sectors III USD !ASCII World USD Net TR Index i 3/31/05 8.0% 2.0% 5.5% I II Germany DAX Index 7/20/05 123.=`;: UK FTSE 100 TR Index 2/1/07 92.5%j World ex Japan MSC! Kokusai Net USD Index 8/31/10 78. 18.3% 3.2% IGlobal Dividends USD MSG! World HDY Net USD Index 3/1r,/11 - - 28 7% 14.3% 1.7% I US Dividends Net • Aristocrats TR Index 5:28.'12 43.611 24. Sane: Denote Bank aid Blomberg as of IC1114. Pectonnence le rilstoncal and doss not guaranies attn resit. ham are sponsored by DB AG London. Pestonnence IrdonnetIon for Indices a not calculated by an Independent calculthon agent. index reruns assume remennert of &Mends and do not reflect any fees a operas. It Is not Bottle to Men array II an Index ins penprnarce Is rcc rcoresertar.* cr tne penternance any 00/A mestrient slant or mandate. Ms represerx pencanance a roe CROCI cape& DIVA IS net a paly to tre rnmaigement a puthcatIon ondese races. mwe CI W expects to manage Intestinal Meg el based on CROCI and kiese indexes. ow is rot Herded lo represent %at 3Crety. Pentmancecrtne tflces do at tate rib ner-w the eelect anianagment fees ard other transaction cuts associated Mtn the rranagen•wc or a separate xn-Ynt strategy inpemenang me CROCI valualion axes& Ilea tees and oversee at reckbearinresiors overai retum ' tnsst We date reeers the ?r& cute that CR= ieees we calaJaled on a die tasisa.e., rot cactesied). Excess artnuatzed return's ere recent& :n the oorrocintied am ua gratn rate (GAGA; tr a patella Index and cr Its recd not. 3.7% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0112215 SDNY GM_00258399 EFTA01454227