Alpha Blend Global Currency Strategy
The Global Currency Strategy applies behavioural analytics to a diversified mix of G3 and liquid emerging market currencies.
Key figures (January 2018 – December 2025)
| 12 months trailing | 42.39% |
| 3 years | 31.32% |
| 5 years | 33.84% |
| Since inception | 37.08% |
| Average monthly return | 3.09% |
| Largest month gain | 28.66% |
| Largest month loss | -10.93% |
| Max drawdown | -17.81% |
| Downside volatility | 14.39% |
| Sortino ratio | 2.57 |
Monthly returns (gross, non-compounded)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Gross Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 7.80% | -10.93% | -6.88% | 12.85% | 9.56% | 7.24% | 2.19% | 4.55% | 7.07% | 13.18% | 1.79% | -5.15% | 43.27% |
| 2019 | 14.39% | -1.94% | 0.40% | 0.77% | 3.55% | 12.99% | 2.41% | 9.04% | 0.33% | -1.43% | -6.30% | 5.46% | 39.66% |
| 2020 | 2.30% | 7.56% | 19.99% | 4.64% | -0.77% | 1.54% | 10.08% | -3.04% | -5.98% | 2.61% | -3.62% | 8.74% | 44.05% |
| 2021 | -3.29% | -2.84% | 7.29% | -5.45% | 18.07% | 4.46% | -9.70% | -0.59% | 0.49% | 3.20% | -1.52% | -1.03% | 9.10% |
| 2022 | 2.08% | 28.66% | 16.16% | 15.93% | 1.73% | -1.07% | 7.52% | 1.48% | 5.58% | 1.39% | -9.99% | -3.22% | 66.27% |
| 2023 | 8.15% | -4.80% | 2.29% | 5.24% | 2.10% | 7.29% | -4.63% | -0.78% | 3.13% | 7.49% | 0.68% | 2.01% | 28.17% |
| 2024 | -0.58% | 1.90% | 10.27% | 11.70% | -3.70% | 0.90% | -3.65% | 3.55% | 6.18% | 0.97% | -6.90% | 2.67% | 23.32% |
| 2025 | 3.65% | -0.79% | 10.29% | 5.67% | -8.42% | 5.10% | -0.68% | 5.84% | 8.35% | 4.31% | 10.15% | -1.10% | 42.39% |
Past performance is not a guarantee of future results. Performance is calculated using live model signals with adjustments for slippage and carry.