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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
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
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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
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
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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
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
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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
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 Bloomberg L.P. and LBUSTRUU
Sharpe
ORGANIZATION18 w/ Bloomberg·4 w/ LBUSTRUU
MSCI World
ORGANIZATION18 w/ Bloomberg·4 w/ LBUSTRUU
MD
Max Drawdown
PERSON14 w/ Bloomberg·4 w/ LBUSTRUU
Fed Funds
ORGANIZATION12 w/ Bloomberg·4 w/ LBUSTRUU
Barclays Agg Total
ORGANIZATION9 w/ Bloomberg·4 w/ LBUSTRUU
Multi-Asset Risk Premia Portfolio
ORGANIZATION9 w/ Bloomberg·4 w/ LBUSTRUU
NDDUWI
ORGANIZATION9 w/ Bloomberg·4 w/ LBUSTRUU
MSCI World Excess Return
ORGANIZATION5 w/ Bloomberg·4 w/ LBUSTRUU