Epstein Secrets

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% -0.89%

8 0.85% 235.01 MC FP Equity (13) 7,348 188.38 188.05 -0.32 0.54% 35.19 MCD US Equity (311) 5,762 100.35 95.21 -11.97 0.45% (44.14) MCK US Equity 341 2,181 164.92 190.70 26.81 0.58% 2.31 MDIZ US Equity 4,625 13,763 28.74 38.40 69.81 0.48% (54.57) MDT US Equity 9,632 20,811 43

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% -0.89%

8 0.85% 235.01 MC FP Equity (13) 7,348 188.38 188.05 -0.32 0.54% 35.19 MCD US Equity (311) 5,762 100.35 95.21 -11.97 0.45% (44.14) MCK US Equity 341 2,181 164.92 190.70 26.81 0.58% 2.31 MDIZ US Equity 4,625 13,763 28.74 38.40 69.81 0.48% (54.57) MDT US Equity 9,632 20,811 43

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: 7/10/2014 101.96% 46.30% 15.82% 3.93% 6,544,026 (565,615) 5,978,411 1,000,000 2,019,604 Change o

41.41 1.16% (59.35) MC FP Equity 59 7,348 188.38 189.89 1.70 0.47% 16.25 MCD US Equity (1) 9,603 100.64 100.63 -0.03 0.43% (33.84) MCK US Equity 317 2,181 164.92 188.86 16.45 0.88% (2.57) MDIZ US Equity 4,404 13,763 28.74 37.94 81.07 0.39% (112.17) MDT US Equity 9,658 20,811