Illegal Activity
none
Blackmail
none
Date
2002-01 to 2013-07
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document compares the correlation of Long Only and Relative Performance strategies to the MSCI World index for factors like Value, Low Beta, Quality, and Momentum. It suggests that Relative Performance strategies offer better diversification due to their lower correlation with market risk.
Metadata
- Subject
- Risk Premia Implementation: Isolating Alternative Beta: Equities Example
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0054987, SDNY_GM_00201171
- Date
- 2002-01 to 2013-07
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Long Only | correlation | MSCI World | Long Only strategies are highly correlated to MSCI World. |
| Relative Performance | correlation | MSCI World | Relative Performance strategies are less correlated to MSCI World. |
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
Deutsche BankMSCI WorldBloomberg
Financial Entities 1
Deutsche Bank
Text Analysis
- Tone
- Professional
- Purpose
- To illustrate the difference in correlation to MSCI World between Long Only and Relative Performance strategies for various factors.
- Significance
- The document highlights the diversification benefits of using Relative Performance strategies compared to Long Only strategies.
File Info
- File Name
- EFTA01364450.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:51.690855
- DOJ Source
- View on DOJ