As Chief Investment Officer, Jasper Duex is responsible for the development and implementation of the investment processes and has the global responsibility for the performance and the implementation. He has been designing and implementing FX overlays since 2003 and made a significant contribution to the development of currency overlay strategies in Germany.
Head of Currency Overlay
As Head of Currency Overlay, Holger Bang has the team responsibility for the overlay solutions of 7orca. He looks back on more than 15 years of professional experience in both currency management and quantitative asset management at German and international financial institutions. Before the foundation of 7orca, he was Head of Overlay at Berenberg. Holger Bang holds a degree in economics and is a CFA charterholder.
The strategy presented in this document for hedging currency risks (currency overlay management) is aimed exclusively at professional investors according to the German Securities Trading Act (WpHG) and can only be implemented for such investors (typically in a fund structure).
All assumptions, forecasts and disclosures are based on the standardised set-up of the active currency overlay management strategy, which was carried out at average market costs. Further information on this standard investment process can be found in the Generic RfP, which is available from 7orca Asset Management AG upon request. Due to the different investor needs and situations as well as the resulting specific pricing, further individual costs for administration and custody are not taken into account. However, 7orca Asset Management AG will be pleased to provide you with a specific offer that reflects your individual requirements and conditions. The investment strategy of an active currency hedging has a trend-following character. It should therefore lead to the same results under the same market conditions.
Since market conditions repeat themselves regularly, but not in identical form, the hedge ratios and performance indicators listed in this document can illustrate the characteristics of our strategy. However, they refer to past price developments of currency pairs and are therefore not a reliable indicator of future results. All information in this document has been compiled to the best of our knowledge based on the data available to us. However, no civil liability can be assumed in this respect. References to specific financial instruments are purely exemplary and should under no circumstances be construed as recommendations in the sense of investment advice. A publication of 7orca Asset Management AG.