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GO% eme: 4" I 30% 40% MOMENTUM ads F4643 fat-04146.45 940-06 9,6-07 F•608 F•909 F444-10 Fetb-Ilivb.12 991.-13 27% 23% Source: Deutsche Bank. Bloomberg. Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. The average correlations shown are the average 1yr rolling correlati
rewarded and eliminates directional market exposure producing return sources which are highly diversifying • The charts below show correlations to MSCI World of Relative Performance vs Long-Only strategies: Rolling 1-Year Correlation to MSCI-World Long Only Avg Correlation - Relative Performance Rolling Correlation — Lo
2 mentions1 same-page
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GO% eme: 4" I 30% 40% MOMENTUM ads F4643 fat-04146.45 940-06 9,6-07 F•608 F•909 F444-10 Fetb-Ilivb.12 991.-13 27% 23% Source: Deutsche Bank. Bloomberg. Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. The average correlations shown are the average 1yr rolling correlati
rewarded and eliminates directional market exposure producing return sources which are highly diversifying • The charts below show correlations to MSCI World of Relative Performance vs Long-Only strategies: Rolling 1-Year Correlation to MSCI-World Long Only Avg Correlation - Relative Performance Rolling Correlation — Lo
2 mentions1 same-page
Page ?Same page
GO% eme: 4" I 30% 40% MOMENTUM ads F4643 fat-04146.45 940-06 9,6-07 F•608 F•909 F444-10 Fetb-Ilivb.12 991.-13 27% 23% Source: Deutsche Bank. Bloomberg. Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. The average correlations shown are the average 1yr rolling correlati
rewarded and eliminates directional market exposure producing return sources which are highly diversifying • The charts below show correlations to MSCI World of Relative Performance vs Long-Only strategies: Rolling 1-Year Correlation to MSCI-World Long Only Avg Correlation - Relative Performance Rolling Correlation — Lo
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2 mentions1 same-page
Page ?Same page
GO% eme: 4" I 30% 40% MOMENTUM ads F4643 fat-04146.45 940-06 9,6-07 F•608 F•909 F444-10 Fetb-Ilivb.12 991.-13 27% 23% Source: Deutsche Bank. Bloomberg. Correlation is calculated using monthly returns. Data Period: Jan-02 to Jul-13. The average correlations shown are the average 1yr rolling correlati
rewarded and eliminates directional market exposure producing return sources which are highly diversifying • The charts below show correlations to MSCI World of Relative Performance vs Long-Only strategies: Rolling 1-Year Correlation to MSCI-World Long Only Avg Correlation - Relative Performance Rolling Correlation — Lo
Sponsored
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