Epstein Files Search

EFTA01364431Dataset 10

1p276w

…8.5% 9.2% 2.1% • Bprity Quality Volatility 4.8% 11.8% 3.2% REquity Value Sharpe 1.76 0.78 0.66 15A% Mammy Moment= Max Drawdown -4.0% -18.1% -4.9% ', Cum:my Value CAGR/ Max Drawdown 2.12 0.51 0.43 Rates Mtaucipal tebarage Max Drawdown Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess Rtn 14% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364431.pdf

EFTA01387440Dataset 10

1p270w

…8.5% 9.2% 2.1% ✓Fquiry Quality Volatility 4.8% 11.8% 3.2% REquity Value Sharpe 1.76 0.78 0.66 15A% Mammy Moment= Max Drawdown -4.0% -18.1% -4.9% ', Cum:my Value CAGR/ Max Drawdown 2.12 0.51 0.43 Rates Mtaucipal tebarage Max Drawdown Volatility 0.83 1.53 1.54 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess Rtn 14% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387440.pdf

EFTA01364458Dataset 10

1p273w

…8.5% 9.2% 2.1% • Bprity Quality Volatility 4.8% 11.8% 3.2% REquity Value Sharpe 1.76 0.78 0.66 15A% Mammy Moment= Max Drawdown -4.0% -18.1% -4.9% ', Cum:my Value CAGR/ Max Drawdown 2.12 0.51 0.43 Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess Rtn 14% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364458.pdf

EFTA01364402Dataset 10

1p272w

…8.5% 9.2% 2.1% • Bprity Quality Volatility 4.8% 11.8% 3.2% REquity Value Sharpe 1.76 0.78 0.66 15A% Mammy Moment= Max Drawdown -4.0% -18.1% -4.9% 'Cum:my Value CAGR/ Max Drawdown 2.12 0.51 0.43 Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess Rtn 14% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364402.pdf

EFTA01364403Dataset 10

1p269w

…Annual Growth 12.4% 9.2% 2.1% IlE9114YQuallY Volatility 6.3% 11.8% 3.2% REquity Value Sharpe 1.97 0.78 0.66 15Th scmutey Moment= Max Drawdown -5.3 -18.1% -4.9% 11 Curtawy Value CAGR / Max Drawdown 2.33 0.51 0.43 alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364403.pdf

EFTA02019250Dataset 10

2012-05-151p431w

…5.2% 2.6% 1.7% 30.6% 2012 -0.1% 3.7% 8.1% -0.6% -0.9% 4.4% 0.8% -4.5% -6.4% 6.1% 3.1% 0.9% 14.3% 2013 7.1% 7.1% Annualized Return 27.07% Annualized Volatility 12.13% Max Drawdown Month End -10.65% % Positive Months 72% Sharpe Ratio 2.05 Average Month 2.08% Sortino Ratio 5.94 Average Positive Month 3.52% Average Negative Month -1.72% VAIN .…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA02019250.pdf

EFTA01364483Dataset 10

1p273w

…8.5% 9.2% 2.1% • Bprity Quality Volatility 4.8% 11.8% 3.2% REquity Value Sharpe 1.76 0.78 0.66 15A% Mammy Moment= Max Drawdown -4.0% -18.1% -4.9% ', Cum:my Value CAGR/ Max Drawdown 2.12 0.51 0.43 Rates Mtaucipal tebarage Max Drawdown / Volatility 0.83 1.53 1.54 • Equity Mean Reversion Correlation to MSCI World Excess Rtn -5% -19% RRaws alorneraum Correlation to Barden Au Excess Rtn 14% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364483.pdf

EFTA02019251Dataset 10

2012-05-151p463w

…0% -21.4% 20.2% 10.3% 2.9% 44.5% 2013 23.7% 23.7% Annualized Return 108.27% Annualized Volatility 40.42% Max Drawdown Month End -33.24% % Positive Months 72% Sharpe Ratio 2.05 Average Month 6.92% Sortino Ratio 5.94 Average Positive Month 11.73% Average Negative Month -5.72% Logarithmleiscaliscl Equity Curve Simulated 10000 00 1003.00 100.00 10.00 o 8 8 a' $ a 18 `63 a a 5Le k 88…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA02019251.pdf

EFTA01115114Dataset 9

2012-05-151p442w

…2.8% -15.0% -21.4% 20.2% 10.3% 2.9% 44.5% 2013 23.7% -1.7% 5.3% month to date 28.0% Annualized Return 106.77% Annualized Volatility 40.22% Max Drawdown Month End -33.24% % Positive Months 72% Sharpe Ratio 2.04 Average Month 6.85% Sortino Ratio 5.92 Average Positive Month 11.67% Average Negative Month -5.62% Logarithmle-scaled Equity Curve 2 2 4 2 2 4 2 2 2 $$$$Spl art$$$$$$$$ …

https://www.justice.gov/epstein/files/DataSet%209/EFTA01115114.pdf

EFTA01364432Dataset 10

1p269w

…Annual Growth 12.4% 9.2% 2.1% IlE9114YQuallY Volatility 6.3% 11.8% 3.2% REquity Value Sharpe 1.97 0.78 0.66 15Th scmutey Moment= Max Drawdown -5.3 -18.1% -4.9% 11 Curtawy Value CAGR / Max Drawdown 2.33 0.51 0.43 alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364432.pdf

EFTA01364484Dataset 10

1p269w

…Annual Growth 12.4% 9.2% 2.1% IlE9114YQuallY Volatility 6.3% 11.8% 3.2% REquity Value Sharpe 1.97 0.78 0.66 15Th scmutey Moment= Max Drawdown -5.3 -18.1% -4.9% 11 Curtawy Value CAGR / Max Drawdown 2.33 0.51 0.43 alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364484.pdf

EFTA02383594Dataset 11

2017-09-205p1,145w

Subject: shana tova

From: Ari Glass <S>To: [email protected]

…are. I've a ttachrd the report put out by Soc Gen which has results for approximately 1200 h=dge funds. When ranked by annualized returns over max drawdown we sit between the 98th and 99th p=rcentile of all hedge funds. I understand you can't eat lack o= risk but I thought I'd point it out because the return to risk rati= is what shows talent (even if the risk needs to be raised to achieve desired return). This…

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02383594.pdf

EFTA00611806Dataset 9

2010-05-0618p2,422w

… statistical data mining informs our portfolio decisions SOLID RISK/REWARD • Annualized targeted range of gross returns: 18% - 24% . • Live-run Sharpe Ratio: 4.92 • Maximum monthly drawdown in low single digits; max drawdown since inception: -3.61% $4:414••••4' ,7;s• EFTA00611808 Selected Metrics 3 years of live performance Metric Result Sharpe Ratio: 4.92 Average Leverage Usage: 1.34x Standard Deviation of Monthly Return: 1.68 Win / Loss Ratio Per Position 68.1% Largest Monthly Drawdown: -3.61…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611806.pdf

EFTA00611803Dataset 9

2012-05-151p428w

…2.8% -15.0% -21.4% 20.2% 10.3% 2.9% 44.5% 2013 23.7% 23.7% Annualized Return 108.27% Annualized Volatility 40.42% Max Drawdown Month End -33.24% % Positive Months 72% Sharpe Ratio 2.05 Average Month 6.92% Sortino Ratio 5.94 Average Positive Month 11.73% Average Negative Month -5.72% Logarithmic-scaled Equity Curve fl imulated Live 1000.00 100.00 10.00 1.00 8888828 .8 .88888 .8fr .84.-888 8888fr &…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611803.pdf

EFTA01364459Dataset 10

1p269w

…Annual Growth 12.4% 9.2% 2.1% IlE9114YQuallY Volatility 6.3% 11.8% 3.2% REquity Value Sharpe 1.97 0.78 0.66 15Th scmutey Moment= Max Drawdown -5.3 -18.1% -4.9% 11 Curtawy Value CAGR / Max Drawdown 2.33 0.51 0.43 alkalis% Mtaucipal Arbitrage Max Drawdown / Volatility 0.85 1.53 1.53 ' Equity Mean Reversion Correlation to MSCI World Excess Rtn -7% -19% URaws1dornentum Correlation to Barclays Agg Excess Rtn 15% -19% …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364459.pdf

EFTA00556664Dataset 9

2012-06-0433p5,638w

…taking advantage of a flexible dynamic allocation process relying on 3 largely uncorrelated investment axes: multi-asset directional, market neutral and volatility arbitrage. We typically target a minimum Sharpe Ratio of 2, with an annualized Return to Max Drawdown of 3. J Custom trading platform: Research and Development, backtesting and deployment run on a unified platform, hence making possible process streamlining. We're maintaining an extensive historical database of prices and fundamentals for 6000+ instruments listed on US and European…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf

EFTA01458681Dataset 10

1p168w

…0% I % -3% • -2% -2% • • • -5% • • •♦ • • -5% -7% • -9% - uCurrent • -11% - • Max Drawdown • -13% - -15% MYR TWD CNY INR SGD THB PHP IDR KRW ATM Vol curve (Chart 4 and 5) Average Asia 1M ATM Vols — Average Asia 1Y ATM Vols Jan-15 Apr -".5 Jul-15 Oct-1E 3.00 Vol Slope (ranked by lY percentile) 1.20 2.00 1.00 • Current 1.00 • 1Y Percentile 0.80 0.00 -1.00 I I 11 • • • 0.00…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458681.pdf

EFTA01364477Dataset 10

1p160w

…Premia MSCI World PR to 31-Oct-16 Equity Risk Statistics Premia IRR 5.4% 2.2% 1.0% 6.3% 3.7% 4.4% 3.8% Volatility 8 6% 6.5% 8.1% 7.3% 7.6% 3.2% 16.4% IRRNolatility 0.63 0.34 0.13 0.86 0.49 1.38 0.23 Max Drawdown -25% -24% -27% -27% -26% -7% -59% Beta to MSCI World 16% -18% 10% 19% 7% 4% Source Deutsche Bank AG…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364477.pdf

EFTA01364397Dataset 10

1p159w

…Premia MSCI World PR to 31-Oct-16 Equity Risk Statistics Premia IRR 5.4% 2.2% 1.0% 6.3% 3.7% 4.4% 3.8% Volatility 8 6% 6.5% 8.1% 7.3% 7.6% 3.2% 16.4% IRRNolatility 0.63 0.34 0.13 0.86 0.49 1.38 0.23 Max Drawdown -25% -24% -27% -27% -26% -7% -59% Beta to MSCI World 16% -18% 10% 19% 7% 4% Source Deutsche Bank AG…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364397.pdf

EFTA01364425Dataset 10

1p159w

…Premia MSCI World PR to 31-Oct-16 Equity Risk Statistics Premia IRR 5.4% 2.2% 1.0% 6.3% 3.7% 4.4% 3.8% Volatility 8 6% 6.5% 8.1% 7.3% 7.6% 3.2% 16.4% IRRNolatility 0.63 0.34 0.13 0.86 0.49 1.38 0.23 Max Drawdown -25% -24% -27% -27% -26% -7% -59% Beta to MSCI World 16% -18% 10% 19% 7% 4% Source Deutsche Bank AG…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364425.pdf