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Document Mentions (5 shared documents)
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um low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. 10 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-00900
Relative Performance Risk Premia Correlations Value Quality Momentum low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-1
2 mentions1 same-page
Page ?Same page
um low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. 10 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-00549
Relative Performance Risk Premia Correlations Value Quality Momentum low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-1
2 mentions1 same-page
Page ?Same page
um low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. 10 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-00549
Relative Performance Risk Premia Correlations Value Quality Momentum low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-1
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2 mentions1 same-page
Page ?Same page
um low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. 10 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-00549
Relative Performance Risk Premia Correlations Value Quality Momentum low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-1
2 mentions1 same-page
Page ?Same page
um low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. 10 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-00550
Relative Performance Risk Premia Correlations Value Quality Momentum low Beta MSCI World Value -15% -49% 2% 25% Quality -18% -7% -38% Momentum 20% 13% Low Beta 37% MSCI World Source: Deutsche Bank. Bloomberg .Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-1
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Mutual Connections (4)
Entities connected to both Bloomberg L.P. and Momentum
