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.
The week on Risk.net, July 7-13, 2018Receive this by email