Multi-Asset Risk Premia Portfolio
Barclays Agg Total Return Index
Barclays Agg
Excess Return
MSCI World Net Total Return Index
Correlation to Barden Au Excess Rtn
Summary Statistics Average Risk Premium Weights
MSCI World Excess Rtn -5% -19%
Mtaucipal Arbitrage
Max Drawdown
MSCI World • Excess Return
MSCI Barclays • Equity Implied
Max Drawdown / Volatility
MSCI World - Suess Return