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DWS Forex Strategy

Wednesday, June 20, 2007
Fund exploits exchange-rate volatility around the world via transactions in currency forwards and options combined with long and short positions in more than 30 currencies that are balanced in size.

A SQUARE :: 20Jun07 DWS Forex Strategy
Category Currency
Faculty Asoka Wohrmann
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
Fund offers:
•daily liquidity
•low correlation to traditional asset classes
•annualised volatility < 3%
Fund’s major risk:
•shrinking risk premia owing to low volatility
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