The document provides a historical performance analysis of the CROCI US Index compared to the S&P 500 Index from February 1, 1996, to January 31, 2014. It includes relative performance, index performance analysis by sector, and various performance metrics such as growth over the period, compounded annual growth, volatility, Sharpe ratio, and drawdowns. The data prior to February 2, 2004, is backtested.
doj/DataSet10/EFTA01453691.pdf
{"title":"CROCI US Index Performance Analysis","document_date":"2014-01-31","document_type":"tabular","document_subtype":"index performance report","key_organizations":["Deutsche Bank","Bloomberg","DB AG London","DIMA"],"reference_numbers":["DB-SDNY-0111464","SDNY_GM_00257648","EFTA01453691"]}