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:my Value Rates Mtaucipal tebarage ' Equity Mean Reversion RRaws alorneraum • Commisclity Claw -Pena at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% 120% 100% SO% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Premia
my Value Rates Mtaucipal tebarage • Equity Mean Reversion RRaws alorneraum • Commisclity Claw -Pena at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% I 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Pr
y Value alkalis% Mtaucipal Arbitrage ' Equity Mean Reversion URaws1dornentum • Commodity Claw -Pees airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
:my Value Rates Mtaucipal tebarage • Equity Mean Reversion RRaws alorneraum • Commisclity Claw -Pena at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Prcm
y Value alkalis% Mtaucipal Arbitrage ' Equity Mean Reversion URaws1dornentum • Commodity Claw -Pees airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
my Value Rates Mtaucipal tebarage • Equity Mean Reversion RRaws alorneraum • Commisclity Claw -Pena at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Prem
y Value alkalis% Mtaucipal Arbitrage ' Equity Mean Reversion URaws1dornentum • Commodity Claw -Pees airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
my Value Rates Mtaucipal tebarage • Equity Mean Reversion RRaws alorneraum • Commisclity Claw -Pena at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV5 Performance Overview 180%, 160% 140% I 120% 100% 80% 60% 40% 20% 0% Historical Performance vs MSCI World and Barclays Agg Risk Prem
y Value alkalis% Mtaucipal Arbitrage ' Equity Mean Reversion URaws1dornentum • Commodity Claw -Pees airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance is net of costs and fees. Correlation and beta are calculat
Multi-Asset Risk Premia Portfolio — TV8 Performance Overview Historical Performance vs MSCI World and Barclays Agg 200% ISO% 160% 140% 120% 100% 80% 60% 40% 20% 0% Fcb-1
Entities connected to both Bloomberg L.P. and Multi-Asset Risk Premia Portfolio
Sharpe
ORGANIZATION
MSCI World
ORGANIZATIONMax Drawdown
PERSON
Fed Funds
ORGANIZATIONNDDUWI
ORGANIZATIONBarclays Agg Total
ORGANIZATIONMSCI World Excess Return
ORGANIZATIONLBUSTRUU
ORGANIZATIONAgg FIxeecs Return
ORGANIZATIONMSCI World - Excess Return
ORGANIZATIONMSCI World - Suess Return
ORGANIZATION