Epstein Secrets

ctor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.18 Sharpe Since 1/1/12: 1.28 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our s

59.51) 7201 JP Equity (84) (2,999) (3,742.97) 9.10 -3.22 0.87% (53.54) 7203 JP Equity 34 (4,207) (5,259.85) 55.63 1.18 0.69% (35.10) Sharpe Since 1/1/11 1.281 (4.72) 7267 JP Equity 21.57 762 HK Equity 2.69 7751 JP Equity 8.72 8031 JP Equity (21.25) 8058 JP Equity 2.65 8106 JP

Atorus, LLC 5/29/2014 Current Date: 5/29/2014 Change on Day: 0.39% Total Return since 1/1/12: 88.27% MSCI World Change on 712M Return: 32.58% Day 0.42% T9O Day Return: 0.79% No of Positions T3O Day Return: 2.11% (+MTM) on Day 261 Current Long Exposure @ Co

ctor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.19 Sharpe Since 1/1/12: 1.29 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our s

Atorus, LLC 5/30/2014 Current Date: 5/30/2014 Change on Day: 0.34% Total Return since 1/1/12: 89.17% MSCI World Change on 712M Return: 37.34% Day 0.11% T9O Day Return: 1.12% No of Positions T3O Day Return: 1.78% (+MTM) on Day 264 Current Long Exposure @ Co

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex•Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% histor tally 52% 0.99% .0.90%

Atorus, LLC 6/16/2014 Current Date: 6/16/2014 Change on Day: 0.07% Total Return since 1/1/12: 91.20% MSCI World Change on T12M Return: 38.24% Day .0.01% T9O Day Return: 3.46% No of Positions T3O Day Return: 4.17% (+MTM) on Day 214 Current Long Exposure @ C

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% histor tally 53% 0.98% 0.90%

Atorus, LLC 8/4/2014 Current Date: 8/4/2014 Change on Day: -0.06% Total Return since 1/1/12: 98.35% MSCI World Change on T12M Return: 35.67% Day 0.26% T90 Day Return: 6.63% No of Positions T30 Day Return: -5.75% (+MTM) on Day 213 Current Long Exposure @ C