Capricorn FXG10: Capricorn Asset Management

Tenth European Performance Awards 2010


The Capricorn FXG10 fund is built around a program focused on delivering a risk-adjusted return that is uncorrelated to other investment strategies by trading the major currencies.

Launched in April 2008, but back tested to January 2007, the strategy is run by Mikkel Thorup, chief investing officer and founding partner, and Mike Rasmussen, chief operating officer and partner of Capricon Asset Management.

The higher leveraged strategy targets strong returns, with modest volatility and is long ter