Epstein File EFTA01364422: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01364422: Asset (DS10)

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A financial analysis document examining risk premia and asset class correlations over time. The document includes charts showing correlation trends between different investment classes from the early 1990s to mid-2010s.

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asset

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Excerpt 1

/ Risk Premia Correlation Analysis Correlations Through Time Risk Premia research has focused on the superiority of Risk Premia compared to asset classes

Excerpt 2

Correlation to Equities 100% 80% 60% 40% 20% Correlation 0% 92 93 94 95 96 97 98 99 00 01 02 0 S 06 07 08 09 10 11 12 13 14 15 -20% -40% -60% Risk Premia Cross-Asset

Excerpt 3

-80% Traditional Asset Classes -100% *Traditional Asset Classes refers to Equity, Bonds, Commodities, Hedge Funds, Private Equity and REITs.