Absolute Return Currency Strategy

Absolute return currency strategy

Learn how this strategy may add value to diversified portfolios and designed to deliver alpha and lower total portfolio risk.

By Van Luu

Currency management is an often-overlooked aspect of multi-asset portfolio management, however investors can potentially add value by incorporating a currency strategy into their portfolio. Our strategy has been designed as a robust and transparent rules-based strategy which gives a diversified exposure to Carry, Value and Trend factors. This strategy has a low correlation to traditional assets and thus can enhance multi-asset portfolio returns with modest or no additional risk.

This paper highlights the value of adding an absolute return currency strategy to diversified portfolios by explaining:

How this strategy can benefit you and why it may the right time to consider.
The different ways you could incorporate this strategy into your portfolio.
Other custom ways you can gain access to the individual currency factors.

Request the research

Our proprietary research is made available to our institutional clients, and many of these published papers are available to other institutional investors as well. If you are not a Russell Investments' client, but are an institutional investor, we welcome you to request this research piece.

We only require your contact information on the request form below.

* Asterisks indicate required fields.

Email Address *

First Name *

Last Name *

Organisation *

Phone number

Privacy *