The document provides a performance overview of the Multi-Asset Risk Premia Portfolio compared to MSCI World and Barclays Agg. It includes historical performance, rolling 2-year correlation, summary statistics, and average risk premium weights. The data covers the period from February 2012 to February 2017, with key metrics such as compounded annual growth, volatility, Sharpe ratio, and max drawdown.
documents/vol00010-efta01364483-pdf.pdf
{"title":"Multi-Asset Risk Premia Portfolio — TV5 Performance Overview","document_type":"tabular","key_organizations":["Deutsche Bank","Bloomberg"]}