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News

May 2012

Quaesta Capital’s FX v-Pro strategy has been ranked amongst the three top-performing FX programs in the Parker Discretionary Universe over the last 12, 24 and 36 months.

 

Parker Global Strategies FX Indices are among the most broadly used in the industry and academia for analyzing the performance of FX programs. The Parker FX Index currently includes 56 programs managed by 48 firms located in the US, Canada, UK, Germany, Switzerland, Sweden, France, Ireland, Singapore and Australia. The 56 programs include a combination of 36 programs that are systematic and 20 programs that are discretionary. The 56 programs manage over $45 billion in currency strategy assets.

April 2012

We are delighted to announce that Quaesta Capital´s long/short FX volatility strategy v-Pro was awarded in the “Relative value” category of the HFM Awards 2012.

The judges said: “In a hard fought category, Quaesta Capital stood out not only for its good performance, but also for its institutional quality. An impressive firm, the judges all agreed.

To open the latest report please click here.

September 2011

CitiFX® has just launched the new multi-manager platform, CitiFX® Access. Quaesta Capital is proud to be one of the named index providers.

 

“With cross-asset diversification drying up, all potential sources of returns need to be considered and liquidity becomes an increasingly important criteria. Investment in FX is the opportunity of choice in that respect,” says Anil Prasad, Global Head of FX and Local Markets at Citi.

 

To learn more about the style indices please click here.

July 2011

Citibank chooses Quaesta Capital AG as FX index provider

Investors show growing appetite in active FX investment products. To respond to that growing interest Citibank has launched a new platform offering the world’s best FX multi-manager indices to its investor base.

We are proud to be one of the named index providers. Quaesta Capital is responsible for the thematic FX style indices.

June 2011

We are delighted to announce that Quaesta Capital’s “BayernInvest Bond Global Select-Fonds” has won the HFM Award 2010 in the “Macro under $1bn” category.

The judges of HFMWeek commented: “Over a challenging period Quaesta has demonstrated the ability to run consistently high returns with impressively low standard deviation. A great performer!"

BayernInvest Bond Global Select-Fonds (BGS) is managed by Quaesta Capital GmbH, Frankfurt.

May 2011

Quaesta Capital is pleased to announce that the Foreign Exchange Multi-Manager Program (FX-MMP 2XL) and the BayernInvest Bond Global Select-Fonds (BGS) have been shortlisted for Hedge Fund Manager Week’s 2010 European Awards.

Foreign Exchange Multi-Manager Program (FX-MMP 2XL)
The multi-manager program invests in the best currency managers globally and is managed by Quaesta Capital AG in Switzerland. The program was nominated in the “Best sector specialist” category back in 2008. For 2010 it has been shortlisted in the “Fund of hedge funds newcomer” category.

BayernInvest Bond Global Select-Fonds (BGS)
This opportunistic global macro strategy is managed by Quaesta Capital GmbH in Germany using a discretionary approach. The program has been nominated in the “Macro under $1bn” and “Ucits III other” categories.

March 2011

Quaesta Capital launches FX style indices as an alternative investment opportunity.

The project is being implemented in close cooperation with a global investment bank. Launch is planned in the 3rd quarter of 2011.

FX style indices give investors the option to choose, from a number of different style indices, the ones that best match their individual investment goals. The multi-manager approach protects investors against excessive exposure to a single currency manager.

Further information will follow shortly.

November 2010

According to hedgegate, the ideal hedge fund delivers a positive alpha and is almost uncorrelated to traditional risk factors. The authors of the analysis write: "The Quaesta Capital FX-MMP, a multi-manager portfolio focusing on pure currency strategies, reveals almost ideal characteristics according to the ZHAW hedgegate multi-factor model: positive alpha, no traditional beta exposure and favourable non-linear exposures to currency returns."

The full risk report is available on request. More information about hedgegate can be found at www.hedgegate.com