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The annual returns shown were calculated using simulations based on historical values over the last ten years. For the simulation, the historical daily closing prices from 07/29/2011 to 07/29/2021 of the MSCI World, S&P 500, MSCI EU, MSCI EM, MSCI JP, Bloomberg Barclays Euro Aggregate and FTSE EMU Gov. Bond indices were used. The use of both normally distributed returns and observed returns resulted in identical return results for 1,000,000 simulated 10-year investment cycles. Shown here is the 95% quantile for good performance, the 50% quantile for medium performance, and the 5% quantile for poor performance. Return developments below the 5% quantile and above the 95% quantile are also possible with low probability. The indices used here to calculate returns will not be directly included in the UnitPlus portfolios, but are for illustrative purposes only. Additionally, UnitPlus costs and ETF costs are not included in the calculation. The weighting used here reflects the weighting of UnitPlus’ Mount Everest Portfolio, which invests 90% in equities and 10% in bonds.