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Name Asset Class Sector Region Risk Class Strategy Currency Bloomberg Ticker List Reuters RIC Returns Index Level 1 day % chg 1 month % chg 1 year % chg YTD % chg Price Date
DB Salsa Gross Levels Equities Market Neutral Europe Alpha Passive EUR DBEESALG .DBEESALG TR 7989.6630 0.50 -0.55 6.39 0.99 31-May-2016
DB Equity Low beta Turnover Control Factor - EUR - Excess Return Index Equities All Sectors Global Enhanced Beta Selection Rules EUR DBGLSTBE .DBGLSTBE ER 3275.3532 -0.64 -4.16 10.67 3.67 26-Aug-2016
DB Equity Risk Factor 5% VT Portfolio - USD - Excess Return Index Equities All Sectors Global Enhanced Beta Selection Rules USD DBGLRP5U .DBGLRP5U ER 2715.9134 -0.38 -1.00 2.77 -0.73 26-Aug-2016
DB Equity Risk-adjusted Momentum Factor - EUR - Excess Return Index Equities All Sectors Global Enhanced Beta Selection Rules EUR DBGLSNME .DBGLSNME ER 1270.1577 -0.24 -0.68 -1.63 -1.32 26-Aug-2016
DB Equity Sector-Neutral Quality Factor - EUR - Excess Return Index Equities All Sectors Global Enhanced Beta Selection Rules EUR DBGLSNQE .DBGLSNQE ER 1837.6179 -0.27 -1.32 -1.25 -6.39 26-Aug-2016
DB Equity Size Factor - EUR - Excess Return Index Equities All Sectors Global Enhanced Beta Selection Rules EUR DBGLSLCE .DBGLSLCE ER 1073.8072 -0.05 1.01 1.04 2.81 26-Aug-2016
Equity Low beta turnover control Factor Bottom - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCBL .DBCUFCBL TR 1091.5500 0.32 2.57 5.05 2.79 26-Aug-2016
Equity Low beta turnover control Factor Top - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCTL .DBCUFCTL TR 4509.7300 -0.51 -3.84 16.83 6.10 26-Aug-2016
Equity Risk-adjusted momentum Factor Top - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCTR .DBCUFCTR TR 2487.2300 -0.30 -1.81 9.74 1.02 26-Aug-2016
Equity Sector Neutral Quality Factor Bottom - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCBQ .DBCUFCBQ TR 1726.9300 0.05 0.17 11.93 7.48 26-Aug-2016
Equity Sector Neutral Quality Factor Top - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCTQ .DBCUFCTQ TR 4245.6000 -0.22 -1.00 13.20 2.78 26-Aug-2016
Equity Sector Neutral Value Factor Bottom - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCBV .DBCUFCBV TR 1417.2900 -0.34 -1.79 13.60 5.40 26-Aug-2016
Equity Sector Neutral Value Factor Bottom - USD - Net Total Return Equities All Sectors Global Enhanced Beta /Beta Selection Rules USD DBCUFUBV .DBCUFUBV TR 1543.9600 -0.35 0.93 12.33 9.42 26-Aug-2016
Equity Sector Neutral Value Factor Top - EUR - Net Total Return Equities All Sectors Global Enhanced Beta Selection Rules EUR DBCUFCTV .DBCUFCTV TR 5907.6000 -0.22 1.60 12.03 7.66 26-Aug-2016
Equity Sector Neutral Value Factor Top - USD - Net Total Return Equities All Sectors Global Enhanced Beta /Beta Selection Rules USD DBCUFUTV .DBCUFUTV TR 6424.4300 -0.24 4.43 10.81 11.79 26-Aug-2016
CROCI US Dividends USD 75 Equities CROCI Americas Enhanced Beta Selection Rules USD DBUSSDUN .DBUSSDUN TR 5515.3900 -0.28 1.49 20.10 15.50 26-Aug-2016
CROCI US Dividends USD PR Equities CROCI Americas Enhanced Beta Selection Rules USD DBUSSDUP .DBUSSDUP PR 3890.8800 -0.29 1.14 16.67 13.12 26-Aug-2016
CROCI Pairs USD Total Return Equities CROCI Americas Enhanced Beta Passive USD CPUSCRTR .CPUSCRTR TR 7360.3105 -0.59 -4.87 -9.10 -5.04 28-Jun-2016
CROCI US Dividends USD TR Equities CROCI Americas Enhanced Beta Selection Rules USD DBUSSDUT .DBUSSDUT TR 5786.0100 -0.27 1.54 20.57 15.83 26-Aug-2016
CROCI US II TR Equities CROCI Americas Enhanced Beta Passive USD DBUSCRII .DBUSCRII TR 14273.6500 -0.05 1.71 18.44 11.65 26-Aug-2016
CROCI US Index Price Return Equities CROCI Americas Enhanced Beta Passive USD DBUSCRPP N/A PR 8234.5400 -0.28 0.77 8.22 4.69 26-Aug-2016
CROCI US Index Total Return Equities CROCI Americas Enhanced Beta Passive USD DBUSCRUT .CROCIUS TR 11250.6000 -0.28 0.99 10.21 5.93 26-Aug-2016
CROCI US PLUS II TR Sub Index 1 Equities CROCI Americas Enhanced Beta Selection Rules USD N/A N/A TR 14756.9100 0.00 1.70 17.07 11.63 26-Aug-2016
CROCI US Plus Index Total Return Equities CROCI Americas Enhanced Beta Passive USD DBUSCRPT .CROCIUSPL TR 12134.8200 -0.04 1.51 17.21 10.32 26-Aug-2016
Div Hedged CROCI US Plus II TR Equities CROCI Americas Enhanced Beta Passive USD DBUSDHC2 .DBUSDHC2 TR 9747.3400 -0.02 1.49 14.48 9.36 26-Aug-2016
Div Hedged CROCI US Plus TR Equities CROCI Americas Enhanced Beta Passive USD DBUSDHC .DBUSDHC TR 8042.0300 -0.04 1.35 14.89 8.89 26-Aug-2016
CROCI AP Index Total Return Equities CROCI Asia Pacific Enhanced Beta Passive USD DBAPCAPT .CROCIAP TR 4042.5800 0.35 3.05 16.47 14.45 26-Aug-2016
CROCI Japan Index Total Return Equities CROCI Asia Pacific Enhanced Beta Passive JPY DBAPCRJT .CROCIJP TR 3304.3800 -1.30 -2.22 -4.93 -11.20 26-Aug-2016
DB CROCI Japan CW - Net TR Equities CROCI Asia Pacific Enhanced Beta Selection Rules JPY DBAPCJCT .DBAPCJCT TR 2822.8600 -1.71 -0.94 -5.49 -10.44 26-Aug-2016
Div Hedged CROCI Japan Index Equities CROCI Asia Pacific Enhanced Beta Passive JPY DBAPDHC .DBAPDHC ER 2690.0200 -1.30 -2.29 -5.87 -11.77 26-Aug-2016
CROCI Euro Index Total Return Equities CROCI Europe Enhanced Beta Passive EUR DBEECRET .CROCIEU TR 10454.7000 0.63 4.24 19.66 8.89 26-Aug-2016
CROCI Germany Index Total Return Equities CROCI Europe Enhanced Beta Passive EUR DBEECRGT .CROCIGET TR 14354.3100 0.36 4.41 16.41 6.52 26-Aug-2016
CROCI Global Dividend EUR Net TR Equities CROCI Europe Enhanced Beta Selection Rules EUR DBGLSDET .DBGLSDET TR 4508.0000 0.04 0.69 14.58 8.50 26-Aug-2016
CROCI Global Dividend Sub Index 2 USD Net TR Equities CROCI Europe Enhanced Beta /Beta Selection Rules USD DUMMY .CRGD2 TR 5516.8300 0.07 3.56 11.25 10.73 26-Aug-2016
CROCI Global Dividend Sub Index 3 USD Net TR Equities CROCI Europe Enhanced Beta /Beta Selection Rules USD DUMMY .CRGD3 TR 5953.2100 0.00 3.38 14.98 14.71 26-Aug-2016
CROCI Global Dividend USD Net TR Equities CROCI Europe Enhanced Beta Selection Rules USD DBGLSDUT .DBGLSDUT TR 5683.8500 0.02 3.50 13.34 12.67 26-Aug-2016
Croci World USD TR Sub Index 2 Equities CROCI Europe Enhanced Beta /Beta Selection Rules USD DBGLWLU2 .DBGLWLU2 TR 18431.6100 -0.15 2.71 10.70 9.24 26-Aug-2016
Div Hedged CROCI Eur Index Equities CROCI Europe Enhanced Beta Passive EUR DBEEDHC .DBEEDHC TR 5640.4000 0.63 4.00 16.13 6.78 26-Aug-2016
CROCI Global Dividend Sub Index 1 USD Net TR Equities CROCI Global Enhanced Beta Selection Rules USD DUMMY .CRGD1 TR 5586.7800 0.00 3.57 13.78 12.58 26-Aug-2016
CROCI Sectors II 5.5% Volatility Control Index Equities CROCI Global Enhanced Beta /N.A Selection Rules USD DBGLS2U5 .DBGLS2U5 PR 3250.7707 -0.11 1.36 3.48 2.41 26-Aug-2016
CROCI Sectors II USD PR Equities CROCI Global Enhanced Beta Selection Rules USD DBGLS2UP .DBGLS2UP PR 14137.7000 -0.42 6.06 19.91 15.39 26-Aug-2016
CROCI Sectors III 5.5% Volatility Control Index Equities CROCI Global Enhanced Beta /N.A Selection Rules USD DBGLS3U5 .DBGLS3U5 PR 3276.6533 -0.10 1.22 4.47 3.60 26-Aug-2016
CROCI Sectors III USD PR Equities CROCI Global Enhanced Beta Selection Rules USD DBGLS3UP .DBGLS3UP PR 13587.2200 -0.39 5.41 22.27 18.35 26-Aug-2016
CROCI Sectors Index Total Return Equities CROCI Global Enhanced Beta Passive EUR DBGLSECT .DBSECT TR 21459.9800 -0.29 3.43 25.90 13.56 26-Aug-2016
CROCI World Giants Master TR Equities CROCI Global Enhanced Beta Passive EUR DBGLCRWG .DBGLCRWG TR 9531.6700 -0.16 -1.85 15.12 5.24 26-Aug-2016
CROCI World ex Japan USD PR Equities CROCI Global Enhanced Beta Selection Rules USD DBGLWEJP .DBGLWEJP PR 14879.2100 -0.07 2.29 3.85 5.26 26-Aug-2016
CROCI World ex Japan USD TR Equities CROCI Global Enhanced Beta Selection Rules USD DBGLWDXJ .DBGLWDXJ TR 23602.3800 -0.07 2.50 6.27 6.96 26-Aug-2016
Deutsche Bank CROCI World Total Return Index EUR Equities CROCI Global Enhanced Beta Passive EUR DBGLWLE1 .DBGLWLE1 TR 20495.2500 -0.18 -0.11 12.07 4.63 26-Aug-2016
Deutsche Bank CROCI World Total Return Index USD Equities CROCI Global Enhanced Beta Passive USD DBGLWLU1 .DBGLWLU1 TR 18358.6700 -0.19 2.66 10.82 8.62 26-Aug-2016
DB Euro Dividend Risk Factor Index - Excess Return - EUR Equities Carry Europe Enhanced Beta Selection Rules EUR DBCUSEDE .DBCUSEDE ER 2339.8900 0.06 0.81 4.87 4.21 26-Aug-2016
DB Euro Dividend ER Index Equities Carry Global Enhanced Beta Selection Rules EUR DBEEDIVE .DBEEDIVE ER 2255.0047 0.06 0.77 4.39 3.90 26-Aug-2016
DB Eurozone Equity Futures 2 Index Equities Equities Americas Beta Selection Rules EUR DBEEEFU2 N/A ER 111.8509 0.76 1.39 -1.56 -5.49 26-Aug-2016
DB US Equity Futures Index Equities Equities Americas Beta Selection Rules USD DBEEUFUT .DBEEUFUT ER 186.4790 -0.17 0.19 13.74 7.31 26-Aug-2016
DB Japan Dividend ER Equities Equities Asia Pacific Alpha Passive JPY DBAPDIJE .DBAPDIJE ER 1583.9576 0.28 0.76 -11.26 -10.18 29-Aug-2016
DB Japan Dividend TR Equities Equities Asia Pacific Alpha Passive JPY DBAPDIJT .DBAPDIJT TR 1590.5218 0.28 0.76 -11.25 -10.19 29-Aug-2016
DB HSI Equity Futures Index Equities Equities Asia Pacific Beta Passive HKD DBEEHFUT .DBEEHFUT ER 465.4734 0.46 4.18 12.08 7.42 26-Aug-2016
Kospi Momentum Index Equities Equities Asia Pacific Enhanced Beta Selection Rules KRW N/A N/A ER 161.7001 0.00 0.00 0.50 0.50 29-Aug-2016
DB Germany Equity Futures Index Equities Equities Europe Beta Passive EUR DBEEDFUT .DBEEDFUT ER 349.6952 0.55 3.87 5.42 -1.87 26-Aug-2016
DB UK Equity Futures Index Equities Equities Europe Beta Passive GBP DBEEFFUT .DBEEFFUT ER 219.9040 0.31 2.71 18.17 11.91 26-Aug-2016
Low Beta - Master ER - USD Equities Equities Global Alpha Selection Rules USD DBGLSTBU .DBGLSTBU ER 3203.8446 -0.65 -4.24 10.49 3.52 26-Aug-2016
Momentum - Master ER - USD Equities Equities Global Alpha Selection Rules USD DBGLSNMU .DBGLSNMU ER 1271.8000 -0.25 -0.74 -1.75 -1.46 26-Aug-2016
Quality - Master ER - USD Equities Equities Global Alpha Selection Rules USD DBGLSNQU .DBGLSNQU ER 1818.3027 -0.28 -1.31 -0.98 -6.07 26-Aug-2016
Value - Master ER - USD Equities Equities Global Alpha Selection Rules USD DBGLSNVU .DBGLSNVU ER 3509.1536 0.11 3.47 -1.80 2.11 26-Aug-2016
Conviction Basket in USD Equities Equities Global Beta Selection Rules USD DBCTCONN .DBCTCONN TR 146.1500 0.16 3.99 11.41 7.63 26-Aug-2016
US High Div Yield Dynamic Basket Equities Equities Global Beta Selection Rules USD DBCTLHYN .DBCTLHYN TR 1360.1300 -0.39 -1.23 12.82 6.42 26-Aug-2016
Custom Salsa Net Equities Equities Global Enhanced Beta Selection Rules EUR DBCTSALN N/A ER 4738.4551 0.54 -1.59 3.40 -2.68 26-Aug-2016
DB Swiss Equity Futures Manual Index Equities Futures Global Enhanced Beta Passive CHF DBEESFUT N/A ER 158.2186 0.37 -0.22 -0.86 -4.29 26-Aug-2016
US Growth III TR Index Equities Growth Americas Enhanced Beta Passive USD DBUSUSG3 .DBUSUSG3 TR 13032.8600 -0.18 -1.11 8.25 0.62 26-Aug-2016
US Growth Index Total Return Equities Growth Americas Enhanced Beta Passive USD DBUSUSG .DBEIUSG TR 11393.6800 -0.18 -1.13 4.14 -0.46 26-Aug-2016
Japan Growth III TR Index Equities Growth Asia Pacific Enhanced Beta Passive JPY DBAPJGT3 .DBAPJGT3 TR 1781.5200 -1.12 -7.96 -18.06 -19.73 26-Aug-2016
Japan Growth Index Total Return Equities Growth Asia Pacific Enhanced Beta Passive JPY DBAPJGT .DBJGT TR 1695.7700 -1.16 -7.52 -18.66 -20.69 26-Aug-2016
Euro Growth Index Total Return Equities Growth Europe Enhanced Beta Passive EUR DBEEEUGR .DBEIEUGR TR 13372.7100 0.64 2.86 -1.79 -3.89 26-Aug-2016
UK Growth III TR Index Equities Growth Europe Enhanced Beta Passive GBP DBEEUKG3 .DBEEUKG3 TR 123.9481 0.27 5.14 18.41 7.91 26-Aug-2016
UK Growth Index Total Return Equities Growth Europe Enhanced Beta Passive GBP DBEEUKGT .DBUKGT TR 129.5524 0.27 5.27 17.93 7.24 26-Aug-2016
X-Alpha TR EUR Equities Growth Europe Enhanced Beta Passive EUR DBGLXATE .DBGLXATE TR null null null null null 26-Aug-2016
EP Global Equity Composite Index Equities Hybrid Global Beta Passive USD DBNSEQTB N/A TR 202.1638 0.14 0.93 6.74 1.09 26-Aug-2016
DB SALSA Sectors II EUR Leveraged ER Equities Market Neutral Europe Alpha Passive EUR DBEESALS .DBEESALS ER 4338.5028 0.37 -0.74 5.01 4.57 26-Aug-2016
DB Salsa Net Levels Equities Market Neutral Europe Alpha Passive EUR DBEESALN .DBEESALN TR 6927.9860 0.49 -0.60 5.74 0.73 31-May-2016
SALSA LongShort Investable II Final ER 4% Equities Market Neutral Europe Alpha Passive EUR DBEESA4E N/A ER 2284.5425 0.27 -0.76 2.31 -0.93 26-Aug-2016
db SALSA EURO ER Index Equities Market Neutral Europe Alpha Passive EUR DBEESALE .DBEESALE ER 4915.8511 0.54 -1.53 4.18 -2.20 26-Aug-2016
CROCI Alpha Pairs Sectors II 6% TR USD Equities Market Neutral Global Alpha Passive USD APUSSIIT .APUSSIIT TR 3989.5669 0.13 -1.07 0.03 -2.21 26-Aug-2016
X-Alpha ER EUR Equities Market Neutral Global Alpha Passive EUR N/A N/A ER 1753.6681 -0.07 -0.20 -12.47 -9.36 26-Aug-2016
X-Alpha S&P III EUR ER Equities Market Neutral Global Alpha Passive EUR SPXA3EE .SPXA3EE ER 1706.1549 -0.11 -0.71 -9.77 -9.40 26-Aug-2016
X-Alpha S&P III EUR TR Equities Market Neutral Global Alpha Passive EUR DUMMY .SPXA3ET TR 2537.8231 -0.11 -0.74 -10.06 -9.62 26-Aug-2016
X-Alpha Vol-Targeted ER Index USD Equities Market Neutral Global Alpha Passive USD N/A N/A ER 1803.9797 -0.07 -0.20 -12.39 -9.38 26-Aug-2016
X-Alpha Vol-Targeted TR Index Equities Market Neutral Global Alpha Passive USD DBGLXAT .DBGLXAT TR 2869.7515 -0.07 -0.17 -12.17 -9.19 26-Aug-2016
ALPHA Pairs USD Total Return Equities Market Neutral Global Enhanced Beta Passive USD APUSCRTR .APUSCRTR TR 7360.3105 -0.59 -4.87 -9.10 -5.08 28-Jun-2016
APS4 USD Excess Return Equities Market Neutral Global Enhanced Beta Passive USD APUSSER4 .APUSSER4 ER 1935.2093 0.12 -0.95 -0.67 -1.93 26-Aug-2016
DB Equity Low Beta Factor Index - EUR - Excess Return Equities Market Neutral Global Enhanced Beta Selection Rules EUR DBCUSWBE .DBCUSWBE ER 1853.5238 -0.45 -4.59 9.17 3.90 26-Aug-2016
DB Equity Risk-Adjusted Momentum Factor Index - EUR - Excess Return Equities Momentum Global Enhanced Beta Selection Rules EUR DBCUSWME .DBCUSWME ER 1253.2650 -0.24 -0.69 -1.72 -1.39 26-Aug-2016
CROCI Alpha Pairs Sectors 4% ER Equities N/A Global Alpha N/A EUR APEESER4 .APEESER4 TR 1906.2806 0.12 -0.94 -0.59 -1.86 26-Aug-2016
CROCI Alpha Pairs Sectors 4% TR USD Equities N/A Global Alpha N/A USD APUSSTR4 .APUSSTR4 TR 3164.8592 0.12 -0.92 -0.43 -1.73 26-Aug-2016
CROCI Alpha Pairs Sectors 4% TR Equities N/A Global Alpha N/A EUR APEESTR4 .APEESTR4 TR 2897.7027 0.12 -0.97 -0.90 -2.10 26-Aug-2016
CROCI Alpha Pairs Sectors 6% ER USD Equities N/A Global Alpha N/A USD APUSSER6 .APUSSER6 TR 2322.2307 0.17 -1.38 -0.98 -2.87 26-Aug-2016
CROCI Alpha Pairs Sectors 6% ER Equities N/A Global Alpha N/A EUR APEESER6 .APEESER6 TR 2264.7660 0.17 -1.37 -0.87 -2.76 26-Aug-2016
CROCI Alpha Pairs Sectors 6% TR Equities N/A Global Alpha N/A EUR APEESTR6 .APEESTR6 TR 3455.2590 0.17 -1.41 -1.19 -3.00 26-Aug-2016
CROCI Alpha Pairs Sectors 6% TR USD Equities N/A Global Alpha N/A USD APUSSTR6 .APUSSTR6 TR 3807.9182 0.17 -1.35 -0.75 -2.67 26-Aug-2016
CROCI Alpha Pairs Sectors II 6% ER EUR Equities N/A Global Alpha N/A EUR APEESIIE .APEESIIE TR 2377.1286 0.13 -1.08 -0.24 -2.43 26-Aug-2016
CROCI Alpha Pairs Sectors II 6% ER USD Equities N/A Global Alpha N/A USD APUSSIIE .APUSSIIE TR 2431.0218 0.13 -1.10 -0.21 -2.41 26-Aug-2016
CROCI Alpha Pairs Sectors II 6% TR EUR Equities N/A Global Alpha N/A EUR APEESIIT .APEESIIT TR 3631.8649 0.13 -1.12 -0.56 -2.67 26-Aug-2016
CROCI EUR II TR Equities N/A Global Alpha N/A EUR DBEECRII .DBEECRII TR 11511.8100 0.59 4.24 18.63 7.80 26-Aug-2016
CROCI Giants USD Master TR Equities N/A Global Alpha N/A USD DBGLCGUS .DBGLCGUS TR 8572.5700 -0.17 0.89 13.87 9.29 26-Aug-2016
CROCI Islamic US Index Total Return Equities N/A Global Alpha N/A USD DBUSCIUT .DBCRISUT TR 6558.5200 0.09 1.53 11.16 7.95 26-Aug-2016
CROCI JAPAN II TR Equities N/A Global Alpha N/A JPY DBAPCRII .DBAPCRII TR 3958.9700 -1.39 -1.07 -3.44 -9.42 26-Aug-2016
CROCI Pairs Euro Excess Return Equities N/A Global Alpha N/A EUR CPEECRER .CPEECRER TR 4424.6502 -0.57 -4.99 -9.24 -5.30 28-Jun-2016
CROCI Pairs Euro Total Return Equities N/A Global Alpha N/A EUR CPEECRTR .CPEECRTR TR 6784.1137 -0.57 -5.02 -9.50 -5.47 28-Jun-2016
CROCI Pairs I EUR TR Net Equities N/A Global Alpha N/A EUR CPEEINR .CPEEINR TR 4325.2471 0.25 -0.77 -3.15 -3.41 26-Aug-2016
CROCI Pairs USD Excess Return Equities N/A Global Alpha N/A USD CPUSCRER .CPUSCRER TR 4435.1414 -0.59 -4.90 -9.27 -5.19 28-Jun-2016
CROCI Pairs USD Net Return Equities N/A Global Alpha N/A USD CPUSCRNR .CPUSCRNR TR 5824.6333 -0.59 -4.87 -9.10 -5.04 28-Jun-2016
CROCI Sectors III TR Equities N/A Global Alpha N/A EUR DBGLSIII .DBGLSIII TR 24533.1500 -0.37 2.71 26.26 15.63 26-Aug-2016
CROCI US PLUS II TR Equities N/A Global Alpha N/A USD DBUSCPII .DBUSCPII TR 14708.0000 -0.02 1.65 16.79 10.79 26-Aug-2016
Alpha Pairs II EUR Excess Equities N/A Global Enhanced Beta Passive EUR APEEIIER .APEEIIER ER 3513.7894 0.18 -0.93 -8.17 -8.25 26-Aug-2016
CROCI SECTOR II TR Equities N/A Global Enhanced Beta Passive EUR DBGLCSII .DBGLCSII TR 25775.9700 -0.41 3.35 23.75 12.53 26-Aug-2016
Bi-weekly Emerald SPX Equities Overall Americas Alpha Passive USD DBVEMR2 .DBVEMR2 ER 459.0256 -0.04 0.37 11.83 0.58 26-Aug-2016
DEUTSCHE BANK CROCI US 5% VOLATILITY CONTROL INDEX Equities Overall Global Enhanced Beta Passive USD DBUSC5VC .DBUSC5VC PR 2771.3163 -0.01 0.28 0.99 0.32 26-Aug-2016
DB Equity Quality Factor Index - EUR - Excess Return Equities Quality Global Enhanced Beta Selection Rules EUR DBCUSWQF .DBCUSWQF ER 2590.6518 -0.34 -1.34 0.80 -5.48 26-Aug-2016
JSS Risk Premia Diversified 03 Equities Risk Targeted Americas Enhanced Beta Selection Rules USD JSSRPD03 .JSSRPD03 ER 991.2273 -0.23 -0.37 0.00 -2.12 26-Aug-2016
DB Cust Risk Premia Manual Notional Portfolio EUR -ER Equities Risk Targeted Europe Enhanced Beta Selection Rules EUR DBCUSRPB .DBCUSRPB PR 1098.7500 -0.17 1.73 0.00 7.49 26-Aug-2016
DB Custom Risk Premia Portfolio - JPY - Excess Return Equities Risk Targeted Europe Enhanced Beta Selection Rules JPY DBDARPFJ .DBDARPFJ PR 102182.9900 0.02 0.62 3.72 2.94 26-Aug-2016
DB Custom Risk Premia Portfolio 8% VT - EUR - Total Return Equities Risk Targeted Europe Enhanced Beta Selection Rules EUR DBCUCRP8 .DBCUCRP8 PR 1034.6800 -0.04 2.12 1.10 3.52 26-Aug-2016
DB Custom Risk Premia Portfolio 5% VT - EUR - ER Equities Risk Targeted Global Enhanced Beta Selection Rules EUR DBCUSRP5 .DBCUSRP5 PR 1078.4200 -0.14 0.29 6.47 2.05 26-Aug-2016
CROCI Sectors III USD TR Equities Sector Global Enhanced Beta Selection Rules USD DBGLS3UT .DBGLS3UT TR 20913.9700 -0.39 5.58 24.89 20.07 26-Aug-2016
CROCI Islamic Japan Index Total Return Equities Sharia Asia Pacific Enhanced Beta Passive JPY DBAPCIJT .DBCRISJT TR 2742.8400 -1.37 -2.90 -8.23 -12.06 26-Aug-2016
CROCI Islamic Europe Index Total Return Equities Sharia Europe Enhanced Beta Passive EUR DBEECIET .DBCRISET TR 3979.1900 0.37 1.33 4.58 0.63 26-Aug-2016
CROCI Islamic Global Index Total Return Equities Sharia Global Enhanced Beta Passive USD DBGLCIGT .DBCRISGT TR 5236.5300 -0.07 2.52 8.17 6.35 26-Aug-2016
Equity Mean Reversion 8% Vol ER Index Equities Technical Europe Alpha Dynamic EUR DBEEMRE8 N/A ER 2246.4000 -0.01 0.20 5.84 -0.08 26-Aug-2016
Equity Mean Reversion ER Index Equities Technical Europe Alpha Dynamic EUR DBEEMREE N/A ER 9116.9847 -0.03 0.38 15.27 -0.59 26-Aug-2016
Equity Mean Reversion Index Equities Technical Europe Alpha Dynamic EUR DBEEMRET N/A TR 11436.7155 -0.03 0.35 14.97 -0.79 26-Aug-2016
US Value III TR Index Equities Value Americas Enhanced Beta Passive USD DBUSUSV3 .DBUSUSV3 TR 17319.6400 0.10 0.45 12.46 6.18 26-Aug-2016
US Value Index Total Return Equities Value Americas Enhanced Beta Passive USD DBUSUSV .DBEIUSV TR 18308.1800 0.00 0.68 7.22 2.70 26-Aug-2016
Japan Value III TR Index Equities Value Asia Pacific Enhanced Beta Passive JPY DBAPJVT3 .DBAPJVT3 TR 4994.8300 -1.59 -2.03 -17.07 -20.31 26-Aug-2016
Japan Value Index Total Return Equities Value Asia Pacific Enhanced Beta Passive JPY DBAPJVT .DBJVT TR 5119.3200 -1.61 -1.51 -16.27 -19.75 26-Aug-2016
CROCI UK TR Equities Value Europe Enhanced Beta Passive GBP DBEECRUT .DBEECRUT TR 12468.4200 0.29 3.87 3.37 -0.03 26-Aug-2016
DAX Top 10 Total Return Equities Value Europe Enhanced Beta Passive EUR DBEEDAXT .DBDAXT TR 227.3100 0.32 3.07 1.98 -4.70 26-Aug-2016
Euro Value Index Total Return Equities Value Europe Enhanced Beta Passive EUR DBEEEUVA .DBEIEUVA TR 12873.9000 0.46 2.28 -7.06 -7.56 26-Aug-2016
UK Value III TR Index Equities Value Europe Enhanced Beta Passive GBP DBEEUKV3 .DBEEUKV3 TR 129.5918 -0.15 7.16 8.34 0.77 26-Aug-2016
UK Value Index Total Return Equities Value Europe Enhanced Beta Passive GBP DBEEUKVT .DBUKVT TR 140.8694 -0.16 7.48 5.95 -0.41 26-Aug-2016
DB Equity Sector Neutral Value Factor Index - EUR - Excess Return Equities Value Global Enhanced Beta Selection Rules EUR DBGLSNVE .DBGLSNVE ER 3361.6243 0.11 3.39 -1.84 2.13 26-Aug-2016
DB FAHED - Vol Adjusted Equities Volatility Americas Alpha Passive SAR DBUFAHED .DBUFAHED ER 114.7090 0.08 0.08 -1.98 0.64 25-Aug-2016
DB FAHED Base Index Equities Volatility Americas Alpha Passive SAR N/A N/A ER 103.2753 0.01 0.10 0.64 0.79 25-Aug-2016
DB ProVol Balanced Equities Volatility Americas Alpha Selection Rules USD DBVEPVB .DBVEPVB ER 1346.6696 0.00 0.00 6.70 -3.14 26-Aug-2016
DB ProVol Carry Equities Volatility Americas Alpha Selection Rules USD DBVEPVC .DBVEPVC ER 2184.4525 0.00 0.00 20.48 4.39 26-Aug-2016
DB ProVol Hedge Equities Volatility Americas Alpha Selection Rules USD DBVEPVH .DBVEPVH ER 796.7696 0.00 0.00 -5.99 -10.36 26-Aug-2016
ELVIS II Equities Volatility Americas Alpha Passive USD DBVELVII .DBVELVII ER 26.1693 0.14 -3.03 -18.27 -11.51 26-Aug-2016
ELVIS Equities Volatility Americas Alpha Passive USD DBVELVIS .DBVELVIS ER 35.7163 -0.13 -2.53 -15.82 -12.36 26-Aug-2016
Emerald Friday Equities Volatility Americas Alpha Passive USD DBVEMRF .DBVEMRF ER 186.2714 -0.05 0.51 5.85 3.16 26-Aug-2016
Emerald Monday Equities Volatility Americas Alpha Passive USD DBVEMRM .DBVEMRM ER 80.8930 -0.04 0.41 -4.15 -5.75 26-Aug-2016
Emerald Thursday Equities Volatility Americas Alpha Passive USD DBVEMRH .DBVEMRH ER 351.9969 0.00 0.23 15.85 2.55 26-Aug-2016
Emerald Wendesday Equities Volatility Americas Alpha Passive USD DBVEMRW .DBVEMRW ER 366.7094 -0.01 0.49 12.49 3.70 26-Aug-2016
Emerald Bi-weekly Delta Capped Index Equities Volatility Americas Alpha Passive USD DBVEUS4C .DBVEUS4C ER 400.1356 -0.04 0.37 11.83 0.58 26-Aug-2016
Emerald EEM Index Equities Volatility Americas Alpha Passive USD DBVEMREM .DBVEMREM ER 199.7187 -0.06 -0.73 -3.02 -1.52 26-Aug-2016
Emerald Equities Volatility Americas Alpha Passive USD DBVEMR .DBVEMR ER 212.0732 -0.03 0.33 8.31 1.71 26-Aug-2016
US Volatility Harvest ER Index Equities Volatility Americas Alpha Passive USD DBVEHUE .DBVEHUE ER 192.2243 0.23 0.42 5.36 2.66 26-Aug-2016
US Volatility Harvest TR Index Equities Volatility Americas Alpha Passive USD DBVEHUT .DBVEHUT TR 261.4815 0.23 0.45 5.67 2.91 26-Aug-2016
US Volatility Harvest TR Net Index Equities Volatility Americas Alpha Passive USD DBVEHUTN .DBVEHUTN TR 221.7306 0.23 0.37 4.63 2.24 26-Aug-2016
DB Equity Volatility Index - US 12-Month, MID Equities Volatility Americas Beta Passive USD DBVEU12M N/A PR 20.4781 0.38 -0.12 -12.22 -6.28 26-Aug-2016
DB Equity Volatility Index - US 3-Month, MID Equities Volatility Americas Beta Passive USD DBVEU3M .DBVEU3M PR 16.0377 0.56 -1.56 -37.37 -19.15 26-Aug-2016
DB Equity Volatility Index - US 6-Month, MID Equities Volatility Americas Beta Passive USD DBVEU6M N/A PR 18.2703 0.69 -1.02 -25.64 -12.30 26-Aug-2016
DB Equity Volatility Index - US 9-Month, MID Equities Volatility Americas Beta Passive USD DBVEU9M N/A PR 19.5367 0.51 -1.97 -21.49 -8.18 26-Aug-2016
DB Generic Equity Vol, 1st Quarter Equities Volatility Americas Beta Passive USD DBVEUSX1 .DBVEUSX1 PR 12.0794 -0.77 -14.75 -59.46 -37.80 26-Aug-2016
DB Generic Equity Vol, 2nd Quarter Equities Volatility Americas Beta Passive USD DBVEUSX2 .DBVEUSX2 PR 16.5636 0.47 -6.68 -32.46 -18.68 26-Aug-2016
DB Generic Equity Vol, 3rd Quarter Equities Volatility Americas Beta Passive USD DBVEUSX3 .DBVEUSX3 PR 18.4315 -0.21 -3.86 -22.29 -12.27 26-Aug-2016
DB Generic Equity Vol, 4th Quarter Equities Volatility Americas Beta Passive USD DBVEUSX4 .DBVEUSX4 PR 19.5665 0.41 -2.17 -16.65 -9.19 26-Aug-2016
Deustche Bank ActiVIX Index Equities Volatility Americas Beta Momentum USD DBVIXMR .DBVIXMR ER 239.8924 -0.15 2.21 11.38 11.47 26-Aug-2016
DB Custom Short Vol US - PKA Restructure Equities Volatility Americas Enhanced Beta Selection Rules USD DBCUSVSU .DBSVSU PR 119.4493 0.34 7.60 19.56 23.29 26-Aug-2016
DB Equity US Volatility Carry 5D Put Index Equities Volatility Americas Enhanced Beta Selection Rules USD DBGLSVPU .DBGLSVPU PR 101.7329 0.19 3.71 0.25 5.55 26-Aug-2016
DB Equity US Volatility Carry Index Equities Volatility Americas Enhanced Beta Selection Rules USD DBGLSVEU .DBGLSVEU PR 108.9188 0.19 4.09 6.86 9.65 26-Aug-2016
DB iVol Euro Long Dec ER Index Equities Volatility Europe Alpha Passive EUR DBVEQELZ N/A ER 74.1336 -0.23 0.09 0.09 -2.44 26-Aug-2016
DB iVol Euro Long ER Index Equities Volatility Europe Alpha / Passive EUR DBVEQELE .DBVEQELE ER 70.5820 -0.36 -0.04 5.26 -0.34 26-Aug-2016
DB iVol Euro Long Jun ER Index Equities Volatility Europe Alpha Passive EUR DBVEQELM N/A ER 69.8856 -0.45 0.58 17.82 9.15 26-Aug-2016
DB iVol Euro Long Mar ER Index Equities Volatility Europe Alpha / Passive EUR DBVEQELH N/A ER 63.1603 -0.34 0.48 1.38 -2.91 26-Aug-2016
DB iVol Euro Long Sep ER Index Equities Volatility Europe Alpha Passive EUR DBVEQELU N/A ER 69.5763 -0.43 -1.35 2.23 -4.93 26-Aug-2016
DB iVol Euro Long TR Index Equities Volatility Europe Alpha Passive EUR DBVEQELT .DBVEQELT TR 92.8586 -0.36 -0.07 4.99 -0.54 26-Aug-2016
DB iVol Euro Short ER Dec Index Equities Volatility Europe Alpha Passive EUR DBVEQESZ N/A ER 51.4020 0.20 -0.51 -2.65 -0.82 26-Aug-2016
DB iVol Euro Short ER Index Equities Volatility Europe Alpha Passive EUR DBVEQESE .DBVEQESE ER 63.4899 0.30 -0.44 -6.61 -2.20 26-Aug-2016
DB iVol Euro Short ER Jun Index Equities Volatility Europe Alpha Passive EUR DBVEQESM N/A ER 70.1913 0.41 -1.01 -13.75 -8.53 26-Aug-2016
DB iVol Euro Short ER Mar Index Equities Volatility Europe Alpha Passive EUR DBVEQESH N/A ER 69.1296 0.31 -0.87 -4.31 -0.18 26-Aug-2016
DB iVol Euro Short ER Sep Index Equities Volatility Europe Alpha Passive EUR DBVEQESU N/A ER 54.9281 0.29 0.60 -5.56 0.82 26-Aug-2016
DB Custom Short Vol EUR - PKA Restructure Equities Volatility Europe Enhanced Beta Selection Rules EUR DBCUSVSE .DBSVSE PR 24.7706 3.49 45.77 34.40 -9.43 26-Aug-2016
DB Equity Europe Volatility Carry 5D Put Index Equities Volatility Europe Enhanced Beta Selection Rules EUR DBGLSVPE .DBGLSVPE PR 55.1505 0.38 2.84 -10.08 -8.16 26-Aug-2016
DB Equity Global Volatility Carry 5D Put EUR Index Equities Volatility Europe Enhanced Beta /DB Equity U Selection Rules EUR DBGLGVPE .DBGLGVPE PR 67.7154 0.27 1.65 -10.63 -7.05 26-Aug-2016
DB Equity Global Volatility Carry Index Equities Volatility Europe Enhanced Beta /DB Equity U Selection Rules USD DBGLGVEU .DBGLGVEU PR 71.3098 0.29 2.84 -5.76 -4.36 26-Aug-2016
DB Equity Global Volatility Carry Index Equities Volatility Europe Enhanced Beta /DB Equity U Selection Rules EUR DBGLGVEE .DBGLGVEE PR 70.6193 0.29 2.96 -5.86 -4.30 26-Aug-2016
DB Equity UK Volatility Carry 5D Put Index Equities Volatility Europe Enhanced Beta Selection Rules GBP DBGLSVPG .DBGLSVPG PR 63.5983 0.27 -2.11 -22.00 -17.83 26-Aug-2016
DB Equity UK Volatility Carry Index Equities Volatility Europe Enhanced Beta Selection Rules GBP DBGLSVEG .DBGLSVEG PR 65.9957 0.30 0.73 -19.47 -15.51 26-Aug-2016
DB Equity US Volatility Carry A EUR Index Equities Volatility Europe Enhanced Beta Selection Rules EUR DBGLBVUE .DBGLBVUE ER 111.1905 0.19 4.12 7.67 10.14 26-Aug-2016
Emerald EM Bi-weekly Delta Capped Index Equities Volatility Global Alpha Passive USD DBVEEM4C .DBVEEM4C ER 401.7538 -0.22 -1.21 8.69 1.00 26-Aug-2016
DB Equity Global Volatility Carry 5D Put Index Equities Volatility Global Enhanced Beta Selection Rules USD DBGLGVPU .DBGLGVPU PR 68.5119 0.27 1.52 -10.58 -7.14 26-Aug-2016