EFTA
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9 results for “
"MSCI World Excess Rtn "
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EFTA01364402
Set 10
1p
272w
Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-5% -19% RRaws alorneraum Correlation to Barden Au
Excess
Rtn
14% -19% • Commisclity ... Claw -Pena Beta to
MSCI
World
Excess
Rtn
-2% -5% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364402.pdf
EFTA01364484
Set 10
1p
269w
Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-7% -19% URaws1dornentum Correlation to Barclays Agg
Excess
Rtn
15% -19% • Commodity Claw ... Pees Beta to
MSCI
World
Excess
Rtn
-4% -5% airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364484.pdf
EFTA01364459
Set 10
1p
269w
Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-7% -19% URaws1dornentum Correlation to Barclays Agg
Excess
Rtn
15% -19% • Commodity Claw ... Pees Beta to
MSCI
World
Excess
Rtn
-4% -5% airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364459.pdf
EFTA01364432
Set 10
1p
269w
Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-7% -19% URaws1dornentum Correlation to Barclays Agg
Excess
Rtn
15% -19% • Commodity Claw ... Pees Beta to
MSCI
World
Excess
Rtn
-4% -5% airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364432.pdf
EFTA01364403
Set 10
1p
269w
Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-7% -19% URaws1dornentum Correlation to Barclays Agg
Excess
Rtn
15% -19% • Commodity Claw ... Pees Beta to
MSCI
World
Excess
Rtn
-4% -5% airomnsdity Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364403.pdf
EFTA01364431
Set 10
1p
276w
Mtaucipal tebarage Max Drawdown Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-5% -19% RRaws alorneraum Correlation to Barden Au
Excess
Rtn
14% -19% • Commisclity ... Claw -Pena Beta to
MSCI
World
Excess
Rtn
-2% -5% at (tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364431.pdf
EFTA01364458
Set 10
1p
273w
Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-5% -19% RRaws alorneraum Correlation to Barden Au
Excess
Rtn
14% -19% • Commisclity ... Claw -Pena Beta to
MSCI
World
Excess
Rtn
-2% -5% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364458.pdf
EFTA01364483
Set 10
1p
273w
Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-5% -19% RRaws alorneraum Correlation to Barden Au
Excess
Rtn
14% -19% • Commisclity ... Claw -Pena Beta to
MSCI
World
Excess
Rtn
-2% -5% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364483.pdf
EFTA01387440
Set 10
1p
270w
Mtaucipal tebarage Max Drawdown Volatility 0.83 1.53 1.54 ' Equity Mean Reversion Correlation to
MSCI
World
Excess
Rtn
-5% -19% RRaws alorneraum Correlation to Barden Au
Excess
Rtn
14% -19% • Commisclity ... Claw -Pena Beta to
MSCI
World
Excess
Rtn
-2% at(tilts. Momentum Source: Deutsche Bank, Bloomberg. Past results are neither an indicator nor a guarantee of future performance. Performance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387440.pdf
Corpus: 1990-03-17 – 2025-12-01
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Results by Dataset
9 total
Set 10
9