The document provides a performance overview of the Multi-Asset Risk Premia Portfolio compared to MSCI World and Barclays Agg. It includes historical performance data, correlation metrics, and average risk premium weights before volatility targeting.
documents/vol00010-efta01364484-pdf.pdf
{"title":"Multi-Asset Risk Premia Portfolio — TV8 Performance Overview","document_date":"2017-02-24","document_type":"tabular","document_subtype":"performance report","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0055024","SDNY_GM_00201208","EFTA01364484"]}