Deutsche Bank launches dbARB
Deutsche Bank has followed in the footsteps of Merrill Lynch and Goldman Sachs with the launch of its own hedge fund replicating index, the db Absolute Return Beta index, or dbARB.
dbARB replicates the performance of fund of hedge funds with an algorithm that calculates the appropriate asset weighting across eight indices (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
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