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DynexCorp
Dynamic Currency Alpha
14 May 2010 (weekly)
Currency USD
Leverage none
NAV Index 99.63
Daily -0.05%
MTD 0.95%
YTD 1.71%
Y/Y 0.92%
Max DD 1.93%
Return/Max DD 0.48%
   
Correlation with
EuroStoxx 50 0.29
FTSE 100 0.00
S&P 500 0.21
Nikkei 225 0.08
Glob Sov Bonds -0.12
iBoxx Euro -0.06

CURRENCY BENCHMARKS

DYNAMIC CURRENCY ALPHA

INVESTABLE FX INDEX

 

For its DYNAMIC CURRENCY ALPHA Investable FX Index, DynexCorp chose a set of historically consistent and seasoned pure alpha currency managers. Subsequent manager selections and manager allocations weights are rebalanced periodically.

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CURRENCY BENCHMARKS

FORMULA-1 (CURRENCY ALPHA)

FX MANAGER TALENT BASKET

 

The FORMULA-1 FX Manager Talent Basket chooses the best currency alpha managers on Deutsche Bank FX Select, based on strict quantitative criteria. DynexCorp uses its 30-year experience to filter the manager selection, taking into account manager behaviour after changes in allocation and the portfolio effect of performance jumps (in either direction).

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RECENT PERFORMANCE
CURRENCY BENCHMARKS

SEPARATELY MANAGED ACCOUNTS

 

Separately managed accounts (SMAs) are gradually replacing institutional clients’ investments into hedge funds. Investors in separately managed accounts value access, transparency, speed, and tax benefits. Dynex SMAs - including individual investable FX index accounts - can be tailored to meet specific objectives, including their use in structured products.  Click here to find out more