The document provides a performance overview of the Multi-Asset Risk Premia Portfolio compared to MSCI World and Barclays Agg. It includes historical performance, correlation data, and summary statistics such as compounded annual growth, volatility, Sharpe ratio, and max drawdown. The report also details average risk premium weights across various categories.
documents/vol00010-efta01364402-pdf.pdf
{"title":"Multi-Asset Risk Premia Portfolio — TV5 Performance Overview","document_type":"tabular","document_subtype":"performance report","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0054936","SDNY_GM_00201120","EFTA01364402"]}