The document provides a financial analysis of the Cash Equity Risk Premia Portfolio, highlighting the diversification benefits as a critical driver of attractiveness. It includes data from January 31, 2002, to October 31, 2016, comparing various financial metrics such as IRR, Volatility, IRR/Volatility, Max Drawdown, and Beta to MSCI World across different premia categories.
documents/vol00010-efta01364477-pdf.pdf
{"title":"Cash Equity Risk Premia Portfolio","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank AG","Bloomberg"]}