Epstein File EFTA01364449: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01364449: Asset (DS10)

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A risk analysis document examining Risk Premia correlation patterns across asset classes from 1992 through 2015, comparing traditional asset classes (equities, bonds, commodities, hedge funds, private equity, and REITs) with alternative risk premia strategies. The document presents correlation data showing how Risk Premia have performed relative to traditional asset classes over time, with correlation coefficients ranging from -100% to 100%.

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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.