Atoms, LLIC Current Date: Total Return since 1/1/12: T12M Return: T90 Day Return: T30 Day Return: Current Long Exposure el Cost: Current Short Exposure e Cost: Net Exposure: Starting Capital: Current NAV: Key Metrics Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 124M Sharpe Ratio: Historical Sharpe & Notes: NAV 3/19/2014 84.12% 41.18% 8.19% 2.59% 4,728,466 (1,046,976) 3,681,490 1,000,000 1,841,175 3/19/2014 Change on Day: -0.37% MSCI World Change on Day -0.45% No of Positions (+MTM) on Day 182 No of Positions (-MTM) on Day 266 Current No. of Positions: 450 Current Leverage (Gross Exposures): 3 la Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% histor rally 52% 1.03% -0.89% 50.00% 50.00% 10.00% 2X We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 1.241 Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,006,000.00 1,600,030.00 1,600,000.00 1A00,000.00 1,200,000.00 1,000,000.00 600,000.00 606,000.00 „IvEYNA.Awitsjim et. css c)G 4v