The document provides a performance overview of the Multi-Asset Risk Premia Portfolio compared to MSCI World and Barclays Agg. It includes historical performance, summary statistics, and average risk premium weights before vol-targeting.
documents/vol00010-efta01364459-pdf.pdf
{"title":"Multi-Asset Risk Premia Portfolio — TV8 Performance Overview","document_date":"2017-02-24","document_type":"tabular","document_subtype":"Performance Overview","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0054996","SDNY_GM_00201180","EFTA01364459"]}