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Value to 31-Oct-16 Average of Quality Momentum Low Beta Premia Statistics IRR 5.4% 2.2% Volatility 8 6% 6.5% IRRNolatility 0.63 0.34 Max Drawdown -25% -24% 1.0% 8.1% 0.13 -27% 6.3% 7.3% 0.86 -27% Beta to MSCI World 16% -18% 10% 19% Risk-weighted Portfolio: Cash Equity Risk Pr
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
2 mentions1 same-page
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Value to 31-Oct-16 Average of Quality Momentum Low Beta Premia Statistics IRR 5.4% 2.2% Volatility 8 6% 6.5% IRRNolatility 0.63 0.34 Max Drawdown -25% -24% 1.0% 8.1% 0.13 -27% 6.3% 7.3% 0.86 -27% Beta to MSCI World 16% -18% 10% 19% Risk-weighted Portfolio: Cash Equity Risk Pr
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
2 mentions1 same-page
Page ?Same page
Value to 31-Oct-16 Average of Quality Momentum Low Beta Premia Statistics IRR 5.4% 2.2% Volatility 8 6% 6.5% IRRNolatility 0.63 0.34 Max Drawdown -25% -24% 1.0% 8.1% 0.13 -27% 6.3% 7.3% 0.86 -27% Beta to MSCI World 16% -18% 10% 19% Risk-weighted Portfolio: Cash Equity Risk Pr
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
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2 mentions1 same-page
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Value to 31-Oct-16 Average of Quality Momentum Low Beta Premia Statistics IRR 5.4% 2.2% Volatility 8 6% 6.5% IRRNolatility 0.63 0.34 Max Drawdown -25% -24% 1.0% 8.1% 0.13 -27% 6.3% 7.3% 0.86 -27% Beta to MSCI World 16% -18% 10% 19% Risk-weighted Portfolio: Cash Equity Risk Pr
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of I -year realized volatilities on each rebal
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Entities connected to both Max Drawdown and Source Deutsche Bank AG
