The document provides a performance analysis of the DB Brent Short Volatility II Index, highlighting its transparency, market neutrality, rebalancing strategy, and embedded costs. It includes a comparative performance analysis with the S&P 500, showing annualized returns, volatility, Sharpe ratio, and maximum drawdown from January 2008 to October 2014. The index is noted for its high annualized returns and lower volatility compared to the S&P 500.
doj/DataSet10/EFTA01375239.pdf
{"title":"DB Brent Short Volatility II Index Performance Analysis","document_date":"2014-10-14","document_type":"tabular","document_subtype":"financial index analysis","key_organizations":["Deutsche Asset & Wealth Management"],"reference_numbers":["DB-SDNY-0070524","SDNY_GM_00216708","EFTA01375239"]}