F&C gathers assets for FX volatility hedge fund
The fund, launched last November with capital from existing F&C clients, is targeting institutional investors, funds of hedge funds and other professional investors. It is also targeting an annual return of 12-15% and a Sharpe ratio of more than 1.5.
“There are many participants in the FX options arena and past history indicates that there has been a tendency for options to be slightly expensive. Back tests also reveal that bias is variable over different time periods, currency pair and
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