Investment Objective
To achieve a positive return in any type of market condition, specifically, the sub-fund seeks to outperform (after fees) the EONIA (compounded daily) Index. The investment team uses economic research and a combination of fundamental, technical and quantitative models on a 12-month horizon to identify investment opportunities on the foreign exchange market. The investment team then constructs a highly diversified portfolio using a wide range of currency exposure and implementing strategic and tactical positions, including arbitrage among credit, interest rate and currency markets.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.3 | 0.2 | 0.1 | 0.3 | 0.6 | 0.9 | 0.3 | 0.3 | 0.0 | 0.3 | 0.8 | 0.1 | 0.9 | |
2022 | 0.9 | 0.3 | 0.8 | 0.6 | 0.6 | 0.5 | 0.8 | 0.2 | 0.9 | 0.0 | 0.7 | 0.0 | 0.8 |