The document contains a detailed comparison of performance under rising and falling markets for equity versus various 18-month call option strategies. It includes a table with returns, volatility, and return-to-volatility ratios for different strategies over multiple time periods.
documents/vol00010-efta01365345-pdf.pdf
{"title":"US Derivatives Spotlight - Appendix A: Backtest Results","document_date":"2013-12-03","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0056051","SDNY_GM_00202235","EFTA01365345"]}