The document provides a historical performance summary of the Equity Portfolio TV5 compared to the MSCI World PR from February 2002 to October 31, 2016. It includes growth over the period, compounded annual growth, annualized daily volatility, information ratio, worst drawdown, Calmar ratio, average monthly return, best and worst monthly returns, percentage of months with gains, and correlations over different periods.
documents/vol00010-efta01364399-pdf.pdf
{"title":"Cash Equity Risk Premia Portfolio TV5 Historical Performance","document_date":"2016-10-31","document_type":"tabular","document_subtype":"financial performance report","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0054932","SDNY_GM_00201116","EFTA01364399"]}