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EFTA01364433.pdf
1 mentionEFTA01364433
et Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per annum, versus backtested returns of -8% per annum on the index. Maturity/Strike 90% St ri e 85' Strike TV5 2 years 0.85% 3 years 1.45% 0.60% ■ Similarly, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV8 costs 2.0%, or approx.
EFTA01364485.pdf
1 mentionEFTA01364485
et Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per annum, versus backtested returns of -8% per annum on the index. Maturity/Strike 90% St ri e 85' Strike TV5 2 years 0.85% 3 years 1.45% 0.60% ■ Similarly, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV8 costs 2.0%, or approx.
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