Currency strategies down in 2005
NEWS
According to the Dutch bank's naive simulations of currency management styles, trend-following strategies concluded a year of poor performance. The trend-following simulation was down 9.6% in the past year. Other strategies to have suffered were the short volatility and value-based strategies, which were down 1.7% and 1.3% respectively.
By comparison, managers that bought higher-yielding and sold lower-yielding currencies were likely to have faired well in 2005. The strategy was up 5.9%
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