Illegal Activity
none
Blackmail
none
Date
2012-02-24 to 2017-02-24
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
This document is a performance overview of the Multi-Asset Risk Premia Portfolio — TV8, comparing its historical performance to MSCI World and Barclays Agg. It includes summary statistics such as compounded annual growth, volatility, Sharpe ratio, and correlation.
Metadata
- Subject
- Multi-Asset Risk Premia Portfolio — TV8 Performance Overview
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0055024, SDNY_GM_00201208
- Date
- 2012-02-24 to 2017-02-24
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Risk Premia Portfolio | performance comparison | MSCI World | Comparison of historical performance against MSCI World Excess Return |
| Risk Premia Portfolio | performance comparison | Barclays Agg | Comparison of historical performance against Barclays Agg Excess Return |
Financial Information
Amounts:12.4%6.3%1.97-5.32.330.85-7%15%-4%9.2%2.1%11.8%3.2%0.780.66-18.1%-4.9%0.510.431.531.53-19%-19%-5%
Assets:
- Risk Premia Portfolio
- MSCI World Net Total Return Index (NDDUWI)
- Barclays Agg Total Return Index (LBUSTRUU)
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 4
MSCI WorldBarclays AggDeutsche BankBloomberg
Text Analysis
- Tone
- Informative
- Purpose
- To provide a performance overview of the Multi-Asset Risk Premia Portfolio — TV8.
- Significance
- The document presents historical performance data and summary statistics for the portfolio, comparing it to MSCI World and Barclays Agg.
File Info
- File Name
- EFTA01364484.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:49.415991
- DOJ Source
- View on DOJ