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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
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
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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
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
2 mentions1 same-page
Page ?Same page
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
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
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2 mentions1 same-page
Page ?Same page
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
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
2 mentions1 same-page
Page ?Same page
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
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
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Mutual Connections (8)
Entities connected to both Multi-Asset Risk Premia Portfolio and MSCI World Excess Return
Fed Funds
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
Sharpe
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
MSCI World
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
Bloomberg L.P.
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
MD
Max Drawdown
PERSON9 w/ Multi-Asset·5 w/ MSCI
NDDUWI
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
Barclays Agg Total
ORGANIZATION9 w/ Multi-Asset·5 w/ MSCI
LBUSTRUU
ORGANIZATION4 w/ Multi-Asset·4 w/ MSCI