📄 Extracted Text (118 words)
Risk Premia Correlation Analysis
Correlations Through Time
• Risk Premia research has focused on the superiority of Risk Premia compared to asset classes
as diversifiers during periods of market stress.
3Y Rolling Average Correlation to Equities
100%
80%•
60% •
40%
20% t eleayirbolikadv iskit,
Correlation
0%
92 93 97 98 99 00 01 02 I I 06 07 08 09 10 11 12 13 14 15
-20% •
-40%
-60%
Risk Premia Cross-Asset
-80% Traditional Asset Classes
-100%
'TraditionalAsset Classes refers to Equity, Bonds, Commodities, Hedge Funds, Private Equity and REITs.
Source: Deutsche Bank. Bloomberg. Past performance is no indicator of future returns. 8
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0054986
CONFIDENTIAL SDNY_GM_00201170
EFTA01364449
ℹ️ Document Details
SHA-256
e490c3b942a2c4e0d61758ce36ea407245afec5d7d70d1ab0659cebc62edc833
Bates Number
EFTA01364449
Dataset
DataSet-10
Document Type
document
Pages
1
Comments 0