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