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DB Select Flash Report February 2013
 

DB Select Flash Report February 2013

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DB Select Flash Report February 2013

DB Select Flash Report February 2013

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    DB Select Flash Report February 2013 DB Select Flash Report February 2013 Document Transcript

    • dbSelect Manager Performance Flash Report - February 2013 Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyCTA & Global Macro Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionCrabel Multi-Product Strategy 5.10% 14.86% 23.84% 3.52% 40.03% 11.76% 3.39 24-Oct-2012 01-Mar-1998Drury Diversified Trend-Following Program 2.51% 2.72% -2.72% -13.42% -6.46% 18.01% -0.36 28-Jun-2011 14-May-1997Salus Alpha Global Alpha Strategy (GAXUSD) * 2.31% 4.51% -5.70% 8.13% -1.90% 8.42% -0.22 13-Oct-2011 01-Mar-2003Harmonic Macro Program 2.06% 2.20% 27.18% -4.71% 17.41% 15.36% 1.13 01-Jul-2009 06-May-2003City Fund Management ARA73 * 1.97% 1.97% - - 1.97% 2.40% 0.89 24-Apr-2012 -Paskewitz Contrarian S&P Stock Index Program 1.71% 1.71% - - 1.71% 12.71% 0.39 16-Jan-2013 -Eagle Global Program 0.93% 2.85% 13.78% 19.11% 11.74% 20.00% 0.58 19-Jan-2012 01-Aug-1995Campbell Managed Futures 0.85% 5.21% 7.77% -0.02% 5.83% 13.13% 0.44 - 01-Dec-2010Greenwave Flagship Discretionary Plus 0.72% 1.36% 6.74% 26.25% 3.95% 2.63% 1.50 19-Sep-2012 01-Jan-2007Triple 3 Negatively Correlated Alpha (NCA) * 0.35% 1.19% 12.39% 6.62% 13.84% 7.42% 1.86 02-Mar-2010 01-Aug-2006City Fund Management ECLV * 0.09% 0.21% 1.73% 38.68% 1.46% 2.05% 0.71 30-Apr-2012 01-Feb-2010City Fund Management GST 0.03% 0.00% -1.76% 5.18% -1.22% 0.83% -1.46 13-Jan-2012 01-Dec-2005QMS Diversified Global Macro * 0.00% 7.93% 19.83% 2.79% 13.00% 13.86% 0.93 15-Apr-2011 01-Jun-2010Key Trends Program * 0.00% 0.00% -0.28% 10.58% -8.95% 15.01% -0.59 07-Dec-2012 08-Jan-2010John Locke Cyril High Frequency Program -0.02% -0.35% -7.30% -4.46% -9.65% 4.87% -1.97 03-Mar-2008 31-Dec-2004SACA Equity Optimizer Index * -0.03% -2.11% -4.46% 0.49% -3.19% 4.88% -0.65 15-Nov-2010 15-Nov-2010IDS Capital F&F Systematic Trading * -0.03% 1.54% -12.31% -8.78% -10.10% 10.29% -0.98 30-Mar-2012 03-Aug-2009Systematic Alpha Multi Strategy Program (SAMSP) * -0.08% -0.08% - - -0.08% 21.75% -0.04 20-Feb-2013 02-Feb-2007Systematic Alpha Futures Programme -0.15% 1.39% 11.64% -12.54% 14.58% 11.52% 1.26 13-Oct-2010 23-Apr-2004dbSelect Diversified Programme (Winton) -0.33% 2.72% -3.86% 10.50% -1.28% 9.16% -0.14 05-Sep-2008 02-Jan-2007Capital Hedge Downside Protection & Income * -0.35% 2.81% 29.09% 2.13% 28.37% 9.65% 2.93 18-Jan-2013 01-Jul-2010Thayer Brook Global Diversified Program -0.41% 4.59% -2.22% -5.17% 1.27% 9.98% 0.13 15-Nov-2010 27-Apr-2009Lynx -0.45% 3.07% -5.33% -0.63% -6.36% 16.12% -0.39 03-Mar-2008 01-May-2000Millburn Diversified Program -0.51% 2.12% -4.16% -3.98% 1.15% 9.52% 0.12 17-Dec-2012 01-Mar-2005City Fund Management DXF * -0.53% -0.53% - - -0.53% 0.75% -0.90 17-Jul-2012 -H2O Force 10 * -0.60% 3.58% 33.52% 8.91% 26.73% 11.57% 2.30 14-Mar-2011 14-Mar-2011SCT Capital AQT (Adaptive Quant Trading) * -0.73% 0.50% 0.63% 10.83% 1.09% 6.87% 0.16 19-Aug-2009 18-Aug-2009NuWave Combined Futures Portfolio 2x -0.75% -1.61% -16.60% 13.74% -11.81% 12.13% -0.97 03-Mar-2008 11-Jun-2001Coeli Spektrum -0.92% -6.40% 3.01% 7.79% -9.75% 10.85% -0.90 30-Oct-2012 01-Jun-2008QIM Global Program -0.93% -4.47% 8.90% 4.02% 10.50% 14.25% 0.73 22-Sep-2011 17-Dec-2001Auctos Global Diversified Program * -0.94% 0.30% -0.56% 3.09% -2.29% 7.52% -0.30 24-Sep-2012 22-Nov-2007John Locke Cyril Systematic Program -1.07% -0.94% -5.01% -6.58% -7.93% 11.64% -0.68 22-Sep-2011 01-Jul-2000Abraxas Alpha Index -1.08% 0.22% 3.76% 0.14% 3.96% 8.73% 0.45 01-Feb-2010 01-Jan-2007Quantica Managed Futures Program -1.22% 5.61% -2.86% 12.38% -1.11% 12.25% -0.09 21-Dec-2009 03-Jan-2005Salus Alpha Directional Markets Strategy (DMXUSD) -1.30% 2.60% -6.44% -10.71% -8.56% 11.53% -0.74 04-Jan-2011 01-Mar-2003Kaiser Global Diversified Program -1.32% 1.18% 1.65% -3.16% 2.06% 6.54% 0.31 03-Mar-2008 02-Mar-1998Welton Global Directional Portfolio -1.39% 1.50% -5.25% - -3.83% 12.18% -0.41 - 01-Jun-2004Blackwater Global Program -1.40% -0.94% -12.02% 7.10% -12.17% 19.42% -0.62 19-Sep-2012 01-Jul-2005AIMhedge Global Diversified Program -1.45% 2.81% -0.79% -3.82% -2.62% 13.08% -0.20 01-Jul-2009 01-Jan-2005City Fund Management STIRB * -1.58% -1.58% - - -1.58% 2.29% -0.88 17-Jul-2012 -FISCH Trend Navigator 1.5X * -1.89% -1.45% -7.58% - -9.53% 8.32% -1.14 30-Jan-2013 16-Jan-2012Denali Global Macro Program -2.21% -0.80% -4.22% 2.18% -3.47% 5.44% -0.63 24-Oct-2012 01-Jun-2000Investors Trading Macro Program * -2.26% -3.21% -2.47% 5.94% -5.70% 2.11% -2.69 04-Sep-2012 04-Dec-2007Lyford Discretionary Global Macro -2.72% -4.59% -2.26% 6.52% -2.29% 11.09% -0.21 09-Feb-2012 01-Jun-2002Briarwood Capital Mgt - DTP -2.76% 3.72% 18.54% -3.62% 12.31% 17.16% 0.71 03-Mar-2008 12-Jul-2001Chesapeake Diversified Program -2.85% 6.44% -13.21% - -7.63% 15.69% -0.55 16-May-2012 01-Feb-1988QCM Global Diversified Programme -2.94% 2.03% -4.27% -19.31% -9.65% 15.98% -0.60 03-Mar-2008 01-Dec-1995Aspect Diversified Programme -3.01% 1.48% -9.38% 8.65% -12.13% 13.35% -0.90 06-Jul-2011 16-Dec-1998Sequent CTA - Fundamental Diversified (V12) * -3.35% 1.52% -1.64% - -0.14% 9.70% -0.01 01-Mar-2012 01-Apr-2005Richmond Global Macro Program -3.39% 2.99% -6.87% -19.30% -11.47% 18.79% -0.61 04-Jan-2008 02-Jan-2002Ortus Currency Program -3.39% -8.32% -10.56% - -18.00% 10.13% -1.84 01-Mar-2012 26-Sep-2003Heyden & Steindl TOMAC2 -3.61% -2.41% 18.14% -23.98% 8.57% 19.85% 0.43 - 25-Feb-2003Quantica Emerging Markets Managed Futures * -3.98% -0.70% -6.31% -3.31% -9.35% 8.14% -1.14 30-Mar-2010 30-Mar-2010RAM Conservative Program * -4.32% -6.91% 8.29% 2.14% -0.41% 6.95% -0.06 19-Sep-2012 01-Sep-1993Northfield Diversified Program -5.18% 3.75% 3.26% -2.37% -0.37% 13.77% -0.03 24-Sep-2012 01-Jul-1989
    • Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyCTA & Global Macro Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionHasenbichler H-Square Macro Program * -5.48% 5.69% 0.92% 4.69% 3.04% 26.60% 0.11 04-Apr-2012 03-Sep-2007Altis Global Futures Portfolio -5.88% 1.18% -4.27% -32.26% -3.44% 13.46% -0.25 03-Mar-2008 01-Aug-2001Hyman Beck Global Portfolio -7.83% 0.32% -18.38% -10.78% -16.52% 20.52% -0.80 07-Jul-2009 02-Apr-1991CCM Aggressive Program -8.62% -0.56% 7.00% 5.96% 4.93% 25.90% 0.19 07-Feb-2013 01-Feb-2004AIMhedge Opportunity Program * - - -9.69% -4.54% -10.37% 13.79% -0.75 07-Dec-2010 01-Jun-2009Brevan Howard Systematic Trading Program * - 3.00% -3.25% 1.92% -0.93% 10.31% -0.09 - 10-May-2006City Fund Management FC * - - -1.74% - -1.74% 1.39% -1.64 30-Apr-2012 02-May-2012Conquest Macro - -12.65% -33.43% -3.89% -39.35% 31.38% -1.25 - 01-Mar-2005EAM Short-Term Mean Reversion * - 0.30% -1.58% - -1.28% 2.64% -0.49 26-Apr-2012 13-Feb-2012Fortinbras Proxy Inflation Selection Model (PRISM) * - - -11.99% -5.82% -11.35% 9.73% -1.16 20-Apr-2011 11-Mar-1997Mansard Macro Systematic * - - -2.76% 2.85% -2.92% 8.90% -0.33 - 01-Jan-2000Perbak Total Alpha 2x * - - -1.79% - -1.79% 8.29% -0.23 - 02-Jan-2012Qbasis i Trend * - -0.06% -7.46% -10.27% -5.84% 12.30% -0.47 - 02-Apr-2007RG Niederhoffer Diversified Program - - -18.06% -8.17% -18.06% 11.37% -1.58 - 02-Jan-2000TradeLink Integrated Program - - -5.43% -19.37% -6.19% 9.40% -0.65 - 30-Nov-2009
    • Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyFX Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionPE Investments FX Strategy 7.00% 3.35% -5.04% 5.67% -0.29% 11.91% -0.02 30-Sep-2009 01-Oct-2003Gables GCM Global FX 3.78% 8.50% -3.47% -24.74% 8.95% 9.70% 0.92 09-Jun-2010 12-Feb-2009TMS Arktos GCF Series II * 3.66% 3.21% -1.17% 18.78% 1.94% 8.48% 0.23 25-Oct-2011 01-Feb-2008Eagle Currency Program 3.39% 9.79% -10.01% -5.75% -4.48% 10.17% -0.44 24-Nov-2010 01-Feb-2008FDO Emerging Markets Currency Program 2.97% 5.70% 6.76% -3.94% 6.99% 8.19% 0.85 17-Jan-2007 02-Jul-2001GAM Discretionary FX 2.93% 4.78% 10.40% -10.05% 10.67% 7.18% 1.48 10-Jun-2008 03-Jan-2005Rhicon Systematic FX 2.92% 4.91% 1.10% -11.45% 3.97% 6.59% 0.60 01-Apr-2011 01-Jan-2004Conquest Macro FX 2.90% -0.49% -26.98% -9.51% -24.62% 23.33% -1.05 01-Feb-2010 31-Jul-2001SSgA Developed Market Absolute Return Currency 2.86% 7.19% 0.11% -0.84% 5.48% 10.07% 0.54 30-Mar-2012 01-Jun-2004Premium Currencies Plus * 2.48% -2.38% -3.00% - -5.31% 9.25% -0.76 02-Aug-2012 31-Jan-2004FDO Global Currency Program 2.46% 6.34% 8.14% -6.54% 8.20% 10.49% 0.78 17-Apr-2007 01-Jul-2001Premium Currencies 2.42% 0.13% -3.41% 0.23% -1.44% 41.99% -0.03 05-Nov-2007 01-Jan-2004Harmonic Global Currency Program 1.69% 1.61% 16.27% -6.80% 12.86% 8.20% 1.56 15-Sep-2005 01-May-2003The Cambridge Strategy Asian Markets Alpha 1.46% 0.25% 3.26% 14.73% 4.14% 6.78% 0.61 05-Nov-2007 01-Feb-2006CCFX - Partner Capital * 1.42% 1.62% 9.27% 23.48% 7.16% 7.03% 1.01 22-Jun-2012 02-Jul-2011Swing FX 1.42% 4.06% -13.57% 7.84% -8.37% 8.20% -1.02 02-Jul-2010 01-Sep-2006JW Partners - FX Macro * 1.40% 2.27% 6.36% -2.32% 11.16% 5.05% 2.20 21-Jan-2010 01-May-2009Oppenheim Tactical Currency Programme 1.39% 5.65% -2.36% -10.45% 1.65% 8.26% 0.20 28-Jun-2005 01-May-2000Hathersage Long Term Currency Program 1.33% 26.90% -10.78% -2.59% 21.88% 18.48% 1.18 15-Mar-2005 01-Aug-1991Trigon Foreign Exchange Program 1.29% 3.16% 3.74% -6.26% 10.01% 11.14% 0.89 28-Jun-2005 01-Jun-2001Quaesta Capital v-Pro FX Program 0.84% 3.61% 4.50% 2.36% 6.68% 3.84% 1.73 29-Jan-2009 17-Jul-2007LCJ FX Fund 0.81% -1.14% 12.42% 1.13% 10.45% 7.50% 1.39 18-Jun-2009 07-Sep-2007The Cambridge Strategy Emerging Markets Alpha 0.74% 1.08% -0.27% 5.99% 1.09% 8.07% 0.13 11-Oct-2012 01-Feb-2008Macro Currency Group G30 Fundamental Discretionary 0.38% -3.43% -7.23% 10.53% -5.55% 8.52% -0.65 06-Aug-2009 03-Oct-2005IPM Global Currency 0.32% 2.93% 0.32% -3.15% 2.37% 6.39% 0.37 15-Jun-2005 01-Jul-2003Northbridge Park Macro FX Programme * 0.24% 2.49% 4.94% 6.54% 3.75% 4.82% 0.77 30-Jun-2011 01-Jun-2010North Asset Mgmt MaxQ FX Program 0.20% 1.02% 1.25% 4.55% 3.13% 2.90% 1.07 18-May-2011 01-Jun-2011Portfolio Concept Advantage FX Systematic 0.06% 0.73% -1.53% -3.18% -0.60% 2.62% -0.23 03-Sep-2010 01-Feb-2008IKOS FX Program 0.05% 0.10% -1.98% 2.30% -0.48% 2.99% -0.16 19-Oct-2005 15-Apr-1996Floyd Currency Trading 0.04% 0.12% -5.02% 5.45% -1.92% 3.06% -0.62 19-Oct-2005 01-Oct-2003Blacktree Global Currency Program 0.01% 4.17% -2.32% 0.40% 0.57% 7.80% 0.07 03-Mar-2010 02-Apr-2001JW Partners - FX RnD * -0.06% -0.06% 1.27% 3.68% 2.30% 5.52% 0.41 21-Jan-2010 21-Jan-2010C-View Currency Program -0.09% 1.08% -0.14% -1.38% 0.59% 1.91% 0.31 03-Dec-2004 02-Jun-2003Quaesta Capital vTrader FX Program -0.22% -0.25% -0.66% -1.72% -1.02% 0.69% -1.47 14-May-2007 03-Jan-2005Global Evolution Emerging Markets FX -0.22% 0.15% 4.47% 1.26% 1.79% 3.23% 0.55 30-Sep-2009 16-Jul-2008Orwell Currency Alpha * -0.36% -0.36% 12.54% - 4.25% 4.30% 0.98 12-Feb-2013 01-Jan-2012Alder Global 10 -0.48% -0.41% -0.35% 1.79% -0.22% 6.42% -0.03 21-Feb-2008 16-Oct-2000FX Concepts Global Currency Program -0.49% 1.97% 2.77% -19.21% -2.25% 6.64% -0.33 12-Dec-2006 01-Mar-2001Harness USD Diversified * -0.64% 0.72% 4.08% -1.29% 2.80% 4.97% 0.56 02-Feb-2011 02-Feb-2011FX Concepts MS -0.77% 2.68% -1.51% -12.57% -3.69% 7.79% -0.47 20-Oct-2008 23-Oct-2008Tarpon Trading FX Program * -0.90% 0.77% 14.07% 11.30% 11.15% 4.51% 2.46 11-Oct-2012 01-Jan-2008QFS Currency Program -1.14% -4.41% -8.59% 6.41% -13.19% 14.06% -0.93 17-Aug-2009 01-Mar-1993Olsen Invest - High Frequency Finance -1.16% -15.79% 3.27% 6.53% -13.33% 11.59% -1.15 01-Sep-2009 01-Feb-2006The Millennium Global Currency Programme -1.30% 5.46% 4.34% -4.77% 8.52% 8.41% 1.01 06-Aug-2007 30-May-1997Trajectory Currency Regime * -1.51% 0.03% 4.42% 7.07% 1.03% 5.12% 0.20 25-Feb-2011 01-Mar-2011Axiom Fund -1.62% -2.84% 0.48% 7.71% -3.29% 6.08% -0.54 06-Feb-2007 03-Oct-2005Rhicon Strategic Program -1.66% 0.16% 8.56% 4.11% 9.58% 5.87% 1.62 03-Dec-2004 02-Dec-2001Centa FX Discretionary Programme (FXDP) -1.78% 2.05% 6.42% 3.40% 7.89% 4.82% 1.63 21-Jul-2011 01-Aug-2011Dynex Tetra FX Macro -1.93% -0.78% -2.67% 4.32% -2.87% 7.49% -0.38 15-Mar-2005 18-Nov-1999Hathersage Daily Currency Program -2.09% 1.16% 0.12% -1.43% 3.48% 4.56% 0.76 15-Mar-2005 01-Jan-1992Blacktree EM Currency Program * -2.33% 1.00% -5.25% - -4.90% 7.66% -0.64 09-Feb-2012 18-Sep-2011SSgA Emerging Market Absolute Return Currency -2.60% -1.46% -1.38% -3.96% -4.67% 7.72% -0.60 30-Mar-2012 01-Jun-2004OSV Currency Strategy -2.63% -8.10% -25.88% -1.52% -24.27% 9.92% -2.43 27-Feb-2008 01-Jul-2004gfta EUR-USD Program -2.95% -0.96% 7.36% 1.56% 5.89% 7.88% 0.74 29-Jun-2012 01-Jan-1999Axiom Fund 2x -3.06% -5.42% 1.46% 15.42% -5.75% 12.13% -0.47 29-Nov-2012 03-Oct-2005
    • Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyFX Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionFX Concepts Volatility Program -6.95% -6.07% -2.35% 1.69% -11.94% 14.58% -0.82 30-Nov-2010 03-Jan-2005Richmond Global FX Program -7.79% -3.80% -8.91% -15.76% -12.77% 14.56% -0.87 12-Nov-2004 02-Apr-2003Absolute FX ST - - -5.59% -0.96% -5.08% 6.18% -0.82 13-Feb-2006 01-Jan-2003Capricorn fxST (MAP) - - -1.43% -1.14% -0.93% 2.33% -0.40 12-Apr-2011 03-Jan-2005First Quadrant Tactical Currency Allocation - - 5.62% 5.78% 5.04% 11.77% 0.43 08-Feb-2010 02-Feb-2010Harness Absolute Return - - 4.62% -1.70% 4.40% 9.92% 0.44 16-Nov-2009 01-May-2009Navica Currency Alpha Program * - - -54.57% 39.21% -47.62% 41.11% -1.15 01-Jul-2008 01-Sep-2006NewtMercury FX Principia * - -2.41% -11.02% 10.71% -12.94% 3.84% -3.35 - 01-Jan-2010Perreard PPI Currency Absolute Return - - 0.38% 0.82% 0.50% 1.07% 0.46 15-Mar-2005 01-Oct-2000Spectrum Mean Reverting - - -3.45% 1.06% -3.39% 3.33% -1.01 05-Jan-2006 01-Jan-2001The Cambridge Strategy Extended Markets Alpha - -2.62% 3.27% - 0.56% 7.04% 0.09 - 19-Apr-2004 Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyCommodities Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionChichester Commodities Strategy 16.13% 21.29% -12.33% 33.82% 4.46% 29.60% 0.15 01-Nov-2010 01-Feb-2008Emil van Essen Spread Trading Program 1.03% -1.27% -8.56% 0.00% -4.83% 20.07% -0.24 23-Dec-2011 01-Dec-2006Nareco Commodity Low Volatility Alpha (CLVA) * 0.68% 6.02% -20.60% -1.70% -16.27% 12.38% -1.30 21-Nov-2011 21-Nov-2011Coeli Power Surge Program 0.49% -0.38% -6.15% 3.62% 0.15% 6.65% 0.02 20-Jun-2012 01-Jan-2000JEM Commodity Relative Value Program -0.05% 0.20% 2.75% 5.88% 2.75% 4.41% 0.62 04-Nov-2011 16-May-2006Four Elements Precious Metals Program * -0.40% 2.40% -2.94% - -0.61% 4.99% -0.18 13-Sep-2012 18-Sep-2012Salus Alpha Commodity Arbitrage Strategy (CAXUSD) * -0.56% -1.09% 0.07% 12.22% -2.90% 3.62% -0.80 02-May-2012 01-Dec-2003Abraham Trading Company - Diversified Program -0.58% 0.34% -3.61% -3.75% -1.61% 11.52% -0.14 27-Mar-2012 01-Jan-1988Global Advisors Global Commodity Systematic -0.81% 2.43% -8.39% -7.34% 4.48% 15.38% 0.29 29-Mar-2012 01-Jul-2005Rosetta Trading Program (Livestock & Grains) -1.26% 1.37% 17.74% 4.07% 19.52% 10.69% 1.82 09-Mar-2012 03-Jan-2000Millburn Commodity Program -1.47% -1.26% -12.51% - -13.62% 7.15% -1.98 27-Mar-2012 02-Jan-1977Commodity Strategies Ltd (CSL) Active L/S Commodity Programme -4.90% -2.61% 0.58% -9.31% -7.40% 11.79% -0.63 06-May-2011 01-Oct-2007Global Commodities Limited - Active Global Commodities Program - - -0.11% -6.96% -0.11% 9.15% -0.01 - 01-Jan-2005Hermes Commodities Absolute Return - -1.67% 0.97% 12.81% -3.90% 6.60% -0.58 - 15-Mar-2010Polaris Alpha Gold Account * - - -0.43% 16.70% -29.49% 42.67% -0.69 - 28-Jul-2010 Trailing 12 Feb-13 Trailing 12 Trailing 12 Month dbSelect Trading Month 2013 YTD 2012 FY 2011 FY Month Month Sharpe Inception StrategyFixed Income Manager Name Return Returns Returns Returns Return Volatility Ratio Date InceptionKessler Cornerstone Absolute Return Strategy * 2.19% -0.84% 4.66% 9.76% 4.15% 9.46% 0.44 19-Sep-2012 01-Jun-2007C-View Global Macro Interest Rate Program * 0.90% 0.32% -3.65% -5.44% -0.23% 3.41% -0.07 29-Jan-2013 03-Apr-2007Salus Alpha Relative Value Strategy (RVXUSD) * 0.10% 0.46% 0.20% 5.30% 0.84% 2.62% 0.32 - 01-Mar-2003Thayer Brook Fixed Income and Currency Program 0.06% 2.84% -1.49% 9.36% 3.09% 5.55% 0.55 - 03-Apr-2000Fortinbras Rates Momentum Strategy (FORMS) -2.23% -1.55% -9.73% 1.69% -6.14% 7.66% -0.80 01-Apr-2011 11-Mar-19972100 Xenon Long/Short Global Fixed Income Program -4.59% -5.78% -7.19% 11.33% -11.81% 8.73% -1.35 09-Jun-2011 02-Aug-2004For further details, please contact: db.select@db.com or your DB sales representative.* Denotes a Startup ManagerAny due diligence by Deutsche Bank or the Company in respect of any manager is undertaken for the purpose of meeting Deutsche Banks or the Companys suitability requirements and should not berelied upon by third parties. Prospective investors should undertake their own assessment of the managers to ensure compatibility with their own financial objectives and that the managers meet their owndue diligence standards.This document is intended for discussion purposes only and does not create any legally binding obligations on the part of Deutsche Bank AG and/or its affiliates (“DB”). Without limitation, this documentdoes not constitute an offer, an invitation to offer or a recommendation to enter into any transaction. When making an investment decision, you should rely solely on the final documentation relating to thetransaction and not the summary contained herein. DB is not acting as your financial adviser or in any other fiduciary capacity with respect to this proposed transaction. The transaction(s) or products(s)mentioned herein may not be appropriate for all investors and before entering into any transaction you should take steps to ensure that you fully understand the transaction and have made an independentassessment of the appropriateness of the transaction in the light of your own objectives and circumstances, including the possible risks and benefits of entering into such transaction. For generalinformation regarding the nature and risks of the proposed transaction and types of financial instruments please go to www.globalmarkets.db.com/riskdisclosures. You should also consider seeking advicefrom your own advisers in making this assessment. If you decide to enter into a transaction with DB, you do so in reliance on your own judgment. The information contained in this document is based onmaterial we believe to be reliable; however, we do not represent that it is accurate, current, complete, or error free. 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