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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
I World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fed Funds daily from Barclays Agg Total Return Index (LBUSTRUU). 18 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0054937 SDNY_GM_00201121 EFTA01364403
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
I World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fed Funds daily from Barclays Agg Total Return Index (LBUSTRUU). 18 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0054968 SDNY_GM_00201152 EFTA01364432
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
I World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fed Funds daily from Barclays Agg Total Return Index (LBUSTRUU). 18 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0054996 SDNY_GM_00201180 EFTA01364459
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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
I World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fed Funds daily from Barclays Agg Total Return Index (LBUSTRUU). 18 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0055024 SDNY_GM_00201208 EFTA01364484
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Mutual Connections (8)
Entities connected to both Sharpe and LBUSTRUU
MSCI World
ORGANIZATION27 w/ Sharpe·4 w/ LBUSTRUU
Bloomberg L.P.
ORGANIZATION18 w/ Sharpe·4 w/ LBUSTRUU
Multi-Asset Risk Premia Portfolio
ORGANIZATION9 w/ Sharpe·4 w/ LBUSTRUU
Barclays Agg Total
ORGANIZATION9 w/ Sharpe·4 w/ LBUSTRUU
MD
Max Drawdown
PERSON9 w/ Sharpe·4 w/ LBUSTRUU
Fed Funds
ORGANIZATION9 w/ Sharpe·4 w/ LBUSTRUU
NDDUWI
ORGANIZATION9 w/ Sharpe·4 w/ LBUSTRUU
MSCI World Excess Return
ORGANIZATION5 w/ Sharpe·4 w/ LBUSTRUU