| Index Performance Based on Back-tested Data | Nasdaq-100 Futures 40% Defined Volatility 6% Decrement |
| 5Y ANNUALIZED RETURN | |
| 10Y ANNUALIZED RETURN | |
| ANNUALIZED VOLATILITY |
Source: Bloomberg, BNP Paribas from to . All numbers and figures are annualized. Comparative index is the Nasdaq-100 Index.