Deutsche Bank launches dbARB

dbARB replicates the performance of fund of hedge funds with an algorithm that calculates the appropriate asset weighting across eight indexes (US equity large caps, US equity small caps, global equities, US government bonds, currencies, commodities, credit markets and cash.)

Back testing from 2002 shows compound absolute annual returns of 12.52%. The index’s correlation to the MSCI World index is 85.50%.

dbARB can be traded on now, and can be accessed via a variety of products, ranging from delta-one notes and certificates, to principal protected structures to leverage. In addition, dbARB is available as a UCITS III fund.

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