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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
Performance is net of costs and fees. Correlation and beta are calculated over rolling weekly returns. Volatility is calculated with daily returns. MSCI World Excess Return is calculated by deducting Fed Funds daily from MSCI World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fe
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
Performance is net of costs and fees. Correlation and beta are calculated over rolling weekly returns. Volatility is calculated with daily returns. MSCI World Excess Return is calculated by deducting Fed Funds daily from MSCI World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fe
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
Performance is net of costs and fees. Correlation and beta are calculated over rolling weekly returns. Volatility is calculated with daily returns. MSCI World Excess Return is calculated by deducting Fed Funds daily from MSCI World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fe
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
Performance is net of costs and fees. Correlation and beta are calculated over rolling weekly returns. Volatility is calculated with daily returns. MSCI World Excess Return is calculated by deducting Fed Funds daily from MSCI World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fe
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
Performance is net of costs and fees. Correlation and beta are calculated over rolling weekly returns. Volatility is calculated with daily returns. MSCI World Excess Return is calculated by deducting Fed Funds daily from MSCI World Net Total Return Index (NDDUWI). Barclays Agg Excess Return is calculated by deducting Fe
Entities connected to both Bloomberg L.P. and MSCI World Excess Return

MSCI World
ORGANIZATIONSharpe
ORGANIZATIONMax Drawdown
PERSON
Fed Funds
ORGANIZATIONMulti-Asset Risk Premia Portfolio
ORGANIZATIONNDDUWI
ORGANIZATIONBarclays Agg Total
ORGANIZATIONLBUSTRUU
ORGANIZATION