The document provides a financial analysis of the Cash Equity Risk Premia Portfolio, highlighting the diversification benefits as a critical driver of its attractiveness. It includes data from January 31, 2002, to October 31, 2016, comparing various financial metrics such as IRR, volatility, and max drawdown across different risk premia categories and the MSCI World PR.
documents/vol00010-efta01364425-pdf.pdf
{"title":"Cash Equity Risk Premia Portfolio","document_date":"2016-10-31","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank AG","Bloomberg"]}