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