William Blair SICAV Absolute Return Currency

Investment Objective

The Fund seeks to capitalize on fundamental value/price dislocation in global currencies through dynamic risk-capital allocation. The Investment Manager believes that relative purchasing power parity determines real equilibrium exchange rates, which, when combined with an assessment of expected interest rate differentials (carry), determines the fundamental value of currencies. The Investment Manager’s goal is to identify and exploit periodic discrepancies between fundamental values and market prices. These perceived value/price discrepancies are the foundation for the Fund’s portfolio construction.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.8 0.1 0.2 0.8 0.4 0.6 0.8 0.9 0.7 0.9 0.3 0.4 0.1
2020 0.6 0.5 0.6 0.8 0.5 0.2 0.8 0.1 0.1 0.6 0.2 1.0 0.4

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