UBS Currency Allocation Return Strategy

Investment Objective

The UBS Currency Allocation Return Strategy ("CARS") is an active currency fund, investing across both developed and emerging market currencies. The Fund seeks to generate a return of cash +10% p.a., at a long-term expected average risk of around 20%, over a full market cycle (3-5 years). CARS has a valuation-led philosophy, complemented by an assessment of shorter-term market drivers. It takes a long-term approach to currency investing with a strong focus on risk and diversification. The Fund allocates risk capital typically across 10 relative value currency trades. These trades are predicated by investment themes derived from fundamental, quantitative and qualitative analysis.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.6 0.1 0.6 0.6 0.4 0.2 0.3 0.4 0.7 0.7 0.9 0.9 0.7
2022 0.6 0.5 0.1 0.1 0.6 0.3 0.2 0.6 0.7 0.0 0.8 0.7 0.5

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Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.