Middle East FX Fund (DDCP)

Dhu Dhabi Currency Program

Summary

The Dhu Dhabi Currency Program (DDCP) is a exceptional systematic currency strategy ensuring consistent risk adjusted returns using its core selection of over 10 currencies. The Dhu Dhabi Currency Program consists of allocation to a series of models that exploit the best market opportunities of the currency market.

Yields

Risk Management Principles

Risk management process is the key to success and we manage risk by placing a series of restrictions on the portfolio.

Leverage:
The total sum of net open positions must not exceed five times the portfolios total equity.

Liquidity:
Our model may reduce position sizes during low liquidity and reject positioning during low volatility.

Risk analysis:
We analyse market and build portfolios depending on our strategy and establish the level of risk we are willing to accept in the portfolio. Our portfolio program will calculate risk and the expected returns.

Value At Risk:
We use proprietary value at risk program technique to measure risk and calculate potential portfolio loss.

DDCP Program

Unique investment process involves forecasting currency.

Proprietary program models creates currency risk and return forecasts using statistical analyses of historical price data. The phase also involves taking into account volatility of portfolios, currency liquidity and risk appetite. Risk is measured by using in-depth proprietary technique that involves many methods such as analysis of historical volatility.

The model does a cross reference forecast check with one another and modifies them to account for behavioural relationship check. Breakout analysis models are used to define the next prospective trend during volatile market.

About the Manager

Headquartered in United Arab Emirates, our team is one of the world’s leading foreign currency managers with wealth of experience. Since early 1990s our team has managed currencies for institutional investors and high net value individuals. Our professional team has over 10 years of combined foreign currency management experience. Over the years our track record shows that innovation in currency management is the key of staying ahead. Our belief confirms that technical and quantitative models combined with experience and market intelligence will always provide consistent risk adjusted performance.