EFTA Document EFTA01458019

Deutsche Asset & Wealth Managment Multi Asset Investment Committee (MIC) forecasts 1r 344454. 1 E)8.61y • t s•r..... F0(4.04.24) Fote.306:3 Key ~sign born: y)Old .a=', 2016 (I6-yht. '6) Jtee; :018 Curran"); 1tuu; USA (S8P 500) 2.160 USA 2.50 EURAnD 1.00 Comte«). (Euro STOXX 50) 3.850 %many 1.00 USOUPY 130 Gelmany (DØ 12,400 UK 2.15 EURUPY 130 UK (FYSE 100) sex Japan 0.45 EUR/GBP 0.67 Japan (MSCI Japan)) 1.050 IJSD1GBP 1.49 Asu ex Japan (MSCI in USD) 630 C.Onin1080m% June 2016 Latin America (MSCI in USD) 2.300 Oil own) 70 Gold in USD 1.250 Forecasts are Item the DeAVVM Quarterly Chief Inveshnenl Office (CIO) Day on June 16, 2015. Facts and Figures Rat« Iqubaa 2 Year 3 Yea. 5Year 12 Naar3Year 5Year WM MTD OTC YTI3 Oxen 14411 MTO OTO YTO 12 110Return Rell" Return Oserd Month Return Remm Return I RelagnReurnRetfinRatumRetten Mtn Ream Rain Reign (Anal (Ann, (Mnl Ream Ian» lam) 0430 24•4/ Nary 0.7% 0.1% 00% 00% 06% 09% 07% 06% 0.7% SIP 580 2093.3 44% 1.6% 16% 29% 8.0% U6% 17.2% 160% 10•Yerireesay 2.3% 0.3% 09% 09% 04% 43% 41% 0.7% 4.3% WO World (USD) 422.3 .11% 42% )02% 2.8% 0.4% 8.8% 13.1% 108% 30Yeat Tawny 30% 0.4% 30% 30% -31% 84% 93% 0,7% 7.4% rasa EurepetotUK 1692.3 .17% 2.2% 22% 7.7% .1.0% 8.3% 116% 888I PAD) 5~ 117 4 1.8% 41% 4.411. 44% 07% ...2 3% 02% -on 23% 14501.411150) 1245.2 -12% 4.6% -0 8% 1.4% -9.0% 39% 8 4% 7.9% ElarcMysCnXIII 33% 4.1% 03% 03% 4.5% 09% 38% 2.4% 4.7% ALSCIJapanNISDI 2901.4 .18% •12% 12.4% 8.0% 43.8% 148% 7.9% ~MS MI9h 7 0% -04% -1 3% -1 3% 12% -1 2% 38% 59% 7.6% M.SCI Lamm tUSDI 2251 7 .32% -10.5% .10 5% -160% .34.7% .13684 .122% 82% Yield MemMTsCm"" 5 4% -04% .0 3% .0 3% 25% .0 3!). 4 I% 33% 60% 1833 Asia ex tn se 4 .1 I% -6 " a; 8% -16% -64% 47% 73% 50% Merfral (USDI Passe Et* Valutellon• lava 140 010 YTO 111.4 1114/4 3 Tor 5 Yew 1 VS< MD 010 Y10 12 2 Yew 3 Year 5 Yes DS'« C bin» C h.n20 C hall> chsavrOwq•ChinsChergeOlange Omni Month In too tn toe in too health »WO ATM (4 toll On 19a) 03~ 0403/ ON/494 64$8104 change C6/49. Change Cnenge Invet1hentOnKle 183 50 90 9 210 620 18.0 41.0 .12.0 S&P 60094 (LTM) 17.9 422 025 OS 0.15 0.63 207 310 267 Setemls }48h 514141Spnhads 524 400 48 48 II 100.0 75.0 8%0 -108.0 18843 Meld Pet (1.74) 107 .0.38 -DOS 465 0.47 019 1.96 398 195 Mmlml 363 iso 190 19 .25 850 31.0 -12.0 820 14343 131m:6806 UK 172 .033 0.59 0.50 1.54 1.21 3.31 674 3.31 Setae& P/EILTM) Fecl Funds Res 025 000 0.00 0.00 0.00 0.00 0.00 000 000 480 UK Pt ILTM) 9.8 .0.32 002 0.02 0.81 -046 1.80 300 181 &MCI40mM (1.161) 17.4 490 -029 429 1.45 4632 81617 81655 .71 24 460 unan) (13/4) 198 0.00 4131 4.81 UM 5.21 149 7.03 132 MSCi Ape 6an PIE Corsmodltlee Allemmlvma (1741 125 .054 -051 081 -on 014 078 -2 45 !.NM MID DID YTD 12 maR.,,,rn 2Tem L T ,n., e SYaer Curer Radm Rea RelumRelurnRelurnRelurn Epley T•Chnka *ad Fwadmeaardial• (Ann) (Ann) 4Anni RYMW 14M 12 3 Ha opmOude mas Ma vs • 14 44 14 5% .4 5%41 43431 331.179% -7 9% Fainv alon9, Chan nnings ge hdex Grodan E9(NM) Dent Fun...6511044S% 4.8% -58% 48%160%8 8% -11.3% .15% S40500 19% 4912 76% 471:. Banc Cvy max 1.113 105% 429% 301% 42 3% 53 7% . I I% 2.4% 40% ØØ 25% 44 71 8.3% -11% Raw« U-I01644 276 .09% 1 6% 06% 2243%.22 8% .74% 0.2% I4SCI Europeex UK 31% 49 79 10.4% 4 t% Gas Pap Ina»Corr Inclex Weroms1 976 07% 19% 19% 7S% 208% 85% 52% 3.1% MSCI UK 38% 39 59 1.5% -2.9% %IX Met 121 40%.33.01433.0346.4316 0% a 3% .91% ..13.8% 1892 Label 27% 34.28 BS% 8.2% WO Asia ea En 25% 3200 99% 2" MSCI Japan 16% 71 21 15.4% 01% Current data as of July 29, 2015. Data source: FactSet, negative numbers are in red. Deutsche Asset L'Vealth Managerr*nt July 31. 2015 No assurance can be given that any forecast or target can be achieved. Forecasts are based on assumptions, estimates, opinions and hypothetical models which may prove to be Incorrect. Past performance is not indicative of future returns. Investments come with risk. The value of an investment can fall as well as rise and you might not get back the amount originally invested at any point in time. Your capital may be at risk. 5 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00263955 DB-SDNY-0 17771 EFTA01458019