The index aims to outperform other FX indexes by providing exposure to the six strategies. The bank claims the strategies have low correlation between one another, and collectively exhibit low correlation to traditional equity, bond and commodity investment return. Exposure to the different strategies adjusts dynamically to changing market conditions while risk is controlled and monitored via a volatility target and maximum limits are set on individual currency exposures.
The index uses 18 curren
The week on Risk.net, June 16–22, 2017Receive this by email