-The Quaesta Capital Foreign Exchange Multi-Manager Program 2XL portfolio (‘FX-MMP 2XL’) is a diversified pure FX fund of funds, investing into the best currency managers globally. The program is constructed for investors looking for higher target returns and having higher risk tolerances than the standard FX-MMP investor. The goal of the program is to deliver robust, sustainable and risk-adjusted returns with low correlation to traditional markets. FX-MMP 2XL is the result of an extensive and thorough systematic due diligence selection process of single funds. The portfolio is optimised and diversified over three dimensions - style, currency and time horizon - and it is tactically rebalanced on a monthly basis.
FX-MMP 2XL typically consists of 8 to 12 selected single managers with different weightings.