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CI World - s Barclays A88 - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation t
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% 120% 100% SO% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Premia
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SCI World • s Barclays Agg- Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% I 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Pr
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ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
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Portfolio MSCI World - Excess Return Barclays A88 - Excess Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation t
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 Prcm
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ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
2 mentions1 same-page
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CI World - s Barclays ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
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 Prem
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ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
2 mentions1 same-page
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CI World - s Barclays ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
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 Prem
2 mentions1 same-page
Page ?Same page
ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
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Mutual Connections (11)
Entities connected to both Sharpe and Multi-Asset Risk Premia Portfolio
MSCI World
ORGANIZATION27 w/ Sharpe·9 w/ Multi-Asset
Bloomberg L.P.
ORGANIZATION18 w/ Sharpe·9 w/ Multi-Asset
Fed Funds
ORGANIZATION9 w/ Sharpe·9 w/ Multi-Asset
MD
Max Drawdown
PERSON9 w/ Sharpe·9 w/ Multi-Asset
NDDUWI
ORGANIZATION9 w/ Sharpe·9 w/ Multi-Asset
Barclays Agg Total
ORGANIZATION9 w/ Sharpe·9 w/ Multi-Asset
MSCI World Excess Return
ORGANIZATION5 w/ Sharpe·5 w/ Multi-Asset
LBUSTRUU
ORGANIZATION4 w/ Sharpe·4 w/ Multi-Asset
Agg FIxeecs Return
ORGANIZATION2 w/ Sharpe·2 w/ Multi-Asset
MSCI World - Excess Return
ORGANIZATION2 w/ Sharpe·2 w/ Multi-Asset
MSCI World - Suess Return
ORGANIZATION2 w/ Sharpe·2 w/ Multi-Asset