Epstein Files Search

EFTA00617310Set 9

69p31,792w

vehicles that do not significantly under or outperform their Islamic as well as conventional benchmarks under normal market conditions. During the bear market of 2002 IEFs did however significantly outperform ... IV.1 Overall Total Returns 29 IV.2 Jensen's Model 30 IV.2 A Alternative Benchmarks 32 IV.2 B Conventional Benchmarks 35 IV.3 Alternative Performance Measures 37 IV.3 A Performance Measures with ... Conventional Benchmarks 39 IV.4 Treynor and Mazuy's Model 41 IV.5 Robustness Analysis: How do IEFs Fare in Bear Markets? 45 IV.3 A Downside Risk 47 V. Conclusions and Outlook

https://www.justice.gov/epstein/files/DataSet%209/EFTA00617310.pdf

EFTA01350687Set 10

2019-05-156p3,065w

Equity Benchmark Aware 0.0 DEUTSCHE BK AG LDN BRH DEL LONG ETN38 DAG 16/09/2013 USD USD 50000.0 50000.0 0.0 8.58 16/09/2013 ... Benchmark Aware 0.0 0.0 JPM VALUE ADVANTAGE FD - INSTL FUND 1400 JVAIX 4812A2587 16/09/2013 USD USD 78709.17 78709.17 0.0 25.84 16/09/2013 ... Equity Benchmark Ag nostic 0.0 0.0 ALLY FINANCIAL INC 8 1/2% PFD ALLY PRB 16/09/2013 USD USD 126600.0 126600.0 0.0 26.82 16/09/2013

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01350687.pdf

EFTA01900688Set 10

2013-03-0964p17,991w

DIV.ctools-ajaxing ( WIDTH: 18px; BACKGROUND: url(/sites/all/modules/ctools/images/status- aCtive.gif) no-repeat center center; FLOAT: left ) #benchmark CLEAR: both ) 'benchmark UL ( PADDING-BOTTOM: Opx; LINE-HEIGHT: 21px; LIST-STYLE-TYPE: none; PADDING ... RIGHT: Opx; CLEAR: both; FONT-SIZE: 12px; LIST-STYLE-IMAGE: none; PADDING-TOP: Opx ) #benchmark UL UL MARGIN: Opx Opx 20px 15px; DISPLAY: none 1 EFTA_R1_00329728 EFTA01900700 (benchmark ... MARGIN: Opx; PADDING-LEFT: 0px; PADDING-RIGHT: Opx; CLEAR: both; PADDING-TOP: 0px 1 (benchmark LI LI ( BORDER-RIGHT-WIDTH: Opx; BORDER-TOP-WIDTH: 1px; BORDER-BOTTOM-WIDTH: 1px; BORDER

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01900688.pdf

EFTA01851906Set 10

24p8,749w

investment philosophy, approach and rebalancing process. • Proposed target asset allocation, policy ranges and performance benchmark. • Proposed investments for each asset class, including expenses, historical performance and proposed performance benchmarks. • Fees ... this policy, ethical or legal violations, performance which does not meet or exceed established benchmarks over a period of time, excessive fees or key staff changes. Investment Advisor Responsibilities ... evaluate investment performance on a time weighted basis, net of fees, against the two benchmarks indicated in Appendix A. The investment advisor will independently report performance at least quarterly

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01851906.pdf

EFTA00618147Set 9

26p6,053w

source of its performance value. 8. Prior to January 1. 2013. the benchmark for the Global Equity Portfolio was the MSCI World Index — Net (MSCI World). Effective January ... forward. the benchmark changed to the MSCI All Country World Index - Net (MSCI ACWI), which we believe is more representative of the Portfolio's global investment strategy. Annualized returns ... benchmark that include periods prior to January 1, 2013. reflect a time-weighted blend of the MSCI ACWI and the historical benchmark. Annual returns for the benchmark reflect the performance

https://www.justice.gov/epstein/files/DataSet%209/EFTA00618147.pdf

EFTA01477939Set 10

2015-12-3162p10,734w

Large Cap Vehicle 5.07 4.89 2.73 1.80 3.33 2.22 -0.34 3.88 Blended Benchmark 5.07 3.99 5.17 4.03 4Q15 YTD 3 Year 5 Year % Annualized Performance Gross of Fees CIO Strategies ... Income Blended Benchmark ... Additional Information page at the end of this document for descriptions of the blended benchmarks. Detailed information regarding the Deutsche Bank WM-Americas Core Equity composite can be found

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01477939.pdf

EFTA01430442Set 10

2015-05-1940p7,408w

Year 3 Year 5 Year % Annualized Performance Gross of Fees CIO Strategies - Income Blended Benchmark ... Additional Information page at the end of this document for descriptions of the blended benchmarks. Detailed information regarding the WM-Americas Core Equity composite can be found ... Year 1/1/05-3/31/15 6.21 5.10 6.40 5.42 EFTA01430454 5.76 4.70 5.57 4.50 Blended Benchmark EFTA01430455 Growth & Income Strategy returns Performancel for taxable client ending 3/31/15 CIO Strategies w/ U.S. Core Equity

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01430442.pdf

EFTA01478009Set 10

2015-12-3162p10,740w

Large Cap Vehicle 5.07 4.89 2.73 1.80 3.33 2.22 -0.34 3.88 Blended Benchmark 5.07 3.99 5.17 4.03 4Q15 YTD 3 Year 5 Year % Annualized Performance Gross of Fees CIO Strategies ... Income Blended Benchmark ... Additional Information page at the end of this document for descriptions of the blended benchmarks. Detailed information regarding the Deutsche Bank WM-Americas Core Equity composite can be found

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01478009.pdf

EFTA01440110Set 10

138p25,658w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01440110.pdf

EFTA01444246Set 10

138p25,658w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01444246.pdf

EFTA01442749Set 10

138p25,725w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01442749.pdf

EFTA01397455Set 10

138p25,658w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01397455.pdf

EFTA01398142Set 10

138p25,588w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01398142.pdf

EFTA01439302Set 10

138p25,724w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01439302.pdf

EFTA01443441Set 10

138p25,658w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01443441.pdf

EFTA01442085Set 10

138p25,658w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01442085.pdf

EFTA01103701Set 9

2014-11-0389p57,380w

stock's expected total return is compared to the expected total return of a benchmark country market index, not to those analysts' coverage universe. If it does not appear ... months, the recommended risk position is expected to outperform the relevant index, sector, or benchmark), Neutral (over the next three months, the recommended risk position is expected to perform ... line with the relevant index, sector, or benchmark), and Underweight (over the next three months, the recommended risk position is expected to underperfonn the relevant index, sector, or benchmark

https://www.justice.gov/epstein/files/DataSet%209/EFTA01103701.pdf

EFTA01396782Set 10

138p25,792w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01396782.pdf

EFTA01429535Set 10

138p25,724w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01429535.pdf

EFTA01440837Set 10

138p25,657w

Fund, which would have the effect oflowering the net returns experienced by an investor. Benchmarks and financial indices are shown for illustrative purposes only and are provided for the purpose ... ofmaking general market data available as a point of reference only. Such benchmarks and financial indices may not be available for direct investment, may be unmanaged, assume reinvestment of income ... trading strategy, volatility, credit or other material characteristics. No representation is made that any benchmark or index is an appropriate measure for comparison. Alternative investments often are speculative and include

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01440837.pdf