Capricorn FXG10 SPC Fund

Our clients that choose to invest in our currency program via an SPC Fund, seek an investment vehicle with the security of having external controls in place.  Providing the client is a non-US citizen or Institution (unless tax exempted), they are able to participate in the strategy with lower minimum investments.

An advantage with the SPC Fund is that the client can have their investment professionally administered by CIBC Bank and Trust Company (Cayman) Limited, and auditored by BDO Tortuga, Cayman Islands

Program Description:

The program seeks risk-adjusted returns (pure ALPHA), that is uncorrelated to other investment strategies by trading the most liquid assets available to investors, the currency majors (G10). The strategy behind the program is designed to create alpha in most market conditions by benefiting from currency arbitrage. We categorise the strategy as being long term, systematic. The program has a non-directional bias that utilises currency forwards. Risk is tightly controlled via a dynamic hedging strategy. Performance tends to be strong in all market conditions, providing ample liquidity is available.

Investment Process:

In order to provide a source of uncorrelated alpha to professional investors, Capricorn’s niche as a currency manager is the discipline inherent within our trading methodology. The routine for this strategy is initiated with an analysis of the currency pairs yielding premium interest rate differentials. A systematic hedging strategy is initiated to protect the strategy within the pre-determined limits of the model. Hereafter follows market monitoring and position taking

Swiss Franc denominated. If you wish to invest in Dollars you should enter the program via the FXG10 USD SPC Fund

E-mail us now to get prospectus and fact sheet for this fund