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.