Back to Network
9
Shared Docs
9
Same-Page
9 / 9
Mentions
Document Mentions (9 shared documents)
2 mentions1 same-page
Page ?Same page
CI World - s Barclays A88 - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation t
A88 - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation to MSCI World Excess Rtn -5% -1
2 mentions1 same-page
Page ?Same page
SCI World • s Barclays Agg- Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
Agg- Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation to MSCI World Excess Rtn -5%
2 mentions1 same-page
Page ?Same page
ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
b-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World Excess Rtn -7% Correlation to Barclays Agg Excess Rtn
Sponsored
2 mentions1 same-page
Page ?Same page
Portfolio MSCI World - Excess Return Barclays A88 - Excess Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation t
Excess Return Barclays A88 - Excess Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown Volatility 0.83 1.53 1.54 Correlation to MSCI World Excess Rtn -5% -1
2 mentions1 same-page
Page ?Same page
ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
b-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World Excess Rtn -7% Correlation to Barclays Agg Excess Rtn
2 mentions1 same-page
Page ?Same page
CI World - s Barclays ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation to MSCI World Excess Rtn -5%
Sponsored
2 mentions1 same-page
Page ?Same page
ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
b-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World Excess Rtn -7% Correlation to Barclays Agg Excess Rtn
2 mentions1 same-page
Page ?Same page
CI World - s Barclays ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation
ASS - Portfolio Excess Excess Return Return Compounded Annual Growth 8.5% 9.2% 2.1% Volatility 4.8% 11.8% 3.2% Sharpe 1.76 0.78 0.66 Max Drawdown -4.0% -18.1% -4.9% CAGR/ Max Drawdown 2.12 0.51 0.43 Max Drawdown / Volatility 0.83 1.53 1.54 Correlation to MSCI World Excess Rtn -5%
2 mentions1 same-page
Page ?Same page
ess Return Agg - Excess Return Feb-13 Feb-14 Feb-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World
b-15 Summary Statistics Data From 24-Feb-012 to 24-Feb-17 Compounded Annual Growth Volatility Sharpe Risk Premia Portfolio 12.4% 6.3% 1.97 Max Drawdown -5.3 CAGR / Max Drawdown 2.33 Max Drawdown / Volatility 0.85 Correlation to MSCI World Excess Rtn -7% Correlation to Barclays Agg Excess Rtn
Sponsored
Mutual Connections (11)
Entities connected to both Sharpe and Max Drawdown
MSCI World
ORGANIZATION27 w/ Sharpe·9 w/ Max
Bloomberg L.P.
ORGANIZATION18 w/ Sharpe·14 w/ Max
Fed Funds
ORGANIZATION9 w/ Sharpe·9 w/ Max
Multi-Asset Risk Premia Portfolio
ORGANIZATION9 w/ Sharpe·9 w/ Max
NDDUWI
ORGANIZATION9 w/ Sharpe·9 w/ Max
Barclays Agg Total
ORGANIZATION9 w/ Sharpe·9 w/ Max
MSCI World Excess Return
ORGANIZATION5 w/ Sharpe·5 w/ Max
LBUSTRUU
ORGANIZATION4 w/ Sharpe·4 w/ Max
Agg FIxeecs Return
ORGANIZATION2 w/ Sharpe·2 w/ Max
MSCI World - Excess Return
ORGANIZATION2 w/ Sharpe·2 w/ Max
MSCI World - Suess Return
ORGANIZATION2 w/ Sharpe·2 w/ Max